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EMPIRICAL ANALYSIS OF FACTORS AFFECTING THE EXPECTED RATE OF RETURN FOR ALL-ELECTRIC-VEHICLE MAKERS : USING REGRESSION ANALYSIS TO TEST THE SIGNIFICANCE OF THE CAPM AND FAMA FRENCH FACTORS ON THE CALCULATION OF THE EXPECTED RATE OF RETURN FOR 9 OF THE BIGGEST ALL-ELECTRIC VEHICLE MAKERS.Felekidis, Dimitrios, Buczek, Sylwia January 2022 (has links)
The All-Electric Vehicle (AEV) industry development has intensified and is connected to governmentefforts to minimize greenhouse gas emissions and encourage people to buy electric vehicles. This hasled to all the lights turning on newly established all-electric vehicle makers and some older players. Thegrowth of these companies is depicted in their market capitalization, which has seen an unprecedentedrun. However, one can notice a knowledge gap in the analysis of factors affecting such companies'expected rate of return. This research focuses on analyzing the factors from three of the most knownasset pricing models - CAPM, Fama-French 3 Factor, and Fama-French 5 Factor models. It shows whichof these factors are significant in estimating the expected return rate for nine chosen companies and theimpact of each considerable factor on the return rate.Additionally, we calculate the expected return rate using the beforementioned models to verify whetherthere is an uptrend or not in the electric vehicle market. The current research is limited to companieslisted on the US stock market, with only all-electric vehicle production lines. We make an introductionto the AEV theoretical aspects and related market structure. We also present theoretical concepts behindthe expected rate of return perception.The analysis showed that the market risk premium impacts 100% of the companies. The SMB factorinfluences 55% of the companies while the HML factor only 11%. Finally, RMW affects 66% of thechosen dataset and CMA 77%. For all companies, there is a positive expected return rate. Looking atthe significant coefficients for each model, the results are the following: we can observe that for CAPMand all the companies, 100% of the coefficients are positive. For FF3FM, 93% of the significant factorsare positive, while only 7% are negative. Finally, for FF5FM, out of the 28 significant factors, 65% ofthe coefficients are positive, and 35% are negative.
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The longitudinal trajectory and client-therapist agreement of personality traits over the course of therapyMeredith A Bucher (11166732) 28 July 2021 (has links)
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<p>Personality traits are important factors of psychotherapy for many reasons, as they relate
to a variety of clinical outcomes, can complicate treatment, and can also be targets of treatment
interventions. Because of its clinical prevalence and impact, it is imperative that therapists are able
to effectively assess and treat personality pathology. Previous research has indicated that both
client and therapist ratings of personality can provide meaningful information, and this varies
across different sessions, but no study to date has examined both client and therapist ratings across
the entire therapeutic intervention. There is also limited information on the agreement of client and
therapist ratings of personality, as the majority of studies only examine the outset, the end, or a
random time point of treatment. Examining only one point in time – or just the beginning and end
– misses valuable information regarding possible changes in personality occurring throughout
treatment. Using a naturalistic dataset of 128 client-therapist dyads (3,440 observations), the
present study examined the longitudinal trajectory of client and therapist ratings of personality
change throughout intervention while also accounting for state-level distress. Additionally, the
agreement between clients and therapists were examined throughout treatment for any potential
patterns of change using rank-order, mean-level, and absolute agreement. Significant patterns of
trait change and change in absolute agreement across treatment were assessed using multilevel
modeling. Last but not least, the agreement among clients and therapists were examined as
potential predictors of therapeutic outcomes, such as engagement and improvement. The results
provided evidence for significant decreases in neuroticism that were reported by the client but not
therapist that suggest clients might be report decreases in state-level distress rather than true trait
change. There were meaningful fluctuations in agreement across treatment, particularly for
openness to experience and neuroticism, but the overall agreement – or lack thereof – did not
significantly predict client engagement or improvement. Results highlight several clinical
implications that are discussed. </p>
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Personliga egenskaper och digitala verktygs inverkan på upplevd effektivitet vid distansarbete : En kvantitativ studie gjord inom offentlig sektor / Impact of personal characteristics and digital tools on perceived efficiency in teleworking : A quantitative study conducted in the public sectorMöller, Emma, Nilsson, Elin January 2022 (has links)
Bakgrund: Distansarbete beskrivs vara en arbetsform där arbetstagare, på heltid eller deltid, utför arbetsuppgifter på annan plats än det centrala kontoret för organisationen. Tidigare forskning har lyft hur personliga egenskaper och olika grad av implementering av digitala verktyg kan påverka effektiviteten vid distansarbete. Problemformulering: Personliga egenskaper och digitala verktygs inverkan på upplevd effektivitet vid distansarbete. Syfte: Att ta reda på om arbetstagares självskattning av personliga egenskaper kopplade till FFM påverkar deras upplevda effektivitet vid distansarbete. Arbetet syftar även till redogörande för arbetstagares upplevda effektivitet vid distansarbete kopplat till användande av digitala verktyg vid arbetsformen. Metod: För att besvara frågeställningen användes kvantitativ metod. En enkätundersökning genomfördes på ett urval arbetstagare vilka hade erfarenhet av distansarbete. Den empiriska datan utgörs av 56 respondenter från tre kommuner i Västra Götalandsregionen. Analysen genomfördes med enkel linjär regression med effektivitet på distans som beroende variabel och en oberoende variabel satt utifrån respektive hypotes. Slutsats: Av de 8 hypoteser som utformats kan ingen av dem antas. Detta är en konsekvens av att det utifrån resultatet inte kunde påvisas några positiva samband mellan variablerna som sågs signifikanta. I föreliggande studie ses alltså inte hög grad av en viss personlighetstyp påverka den upplevda effektiviteten vid distansarbete. Resultatet visar heller inte att de arbetstagare som uppfattar kommunikationen som enkel, anser att arbetsgivaren anpassat sitt ledarskap eller fått utbildning inom ramen för arbetsformen upplever sig mer effektiva vid distansarbete. / Background: Telework is described as a form of work where employees, full-time or part-time, perform tasks in a place other than the central office of the organization. Previous research has highlighted how personal characteristics and different degrees of implementation of digital tools can affect the efficiency of teleworking. Problem formulation: Personal characteristics and the impact of digital tools on perceived efficiency in teleworking. Aim: To find out whether employees' self-assessment of personal qualities linked to FFM affects their perceived efficiency in teleworking. The work also aims to account for employees' perceived efficiency in teleworking linked to the use of digital tools in telework. Method: A quantitative method was used to answer the question. A survey was conducted on a sample of employees who had experience of teleworking. The empirical data consists of 56 respondents from three municipalities in the Västra Götaland region. The analysis is performed with simple linear regression with efficiency during telework as a dependent variable and an independent variable based on respective hypotheses. Conclusion: Of the 8 hypotheses formulated, none of them can be assumed. This is a consequence of the result not showing any positive relationships between the variables that were seen as significant. In the present study, therefore, a high degree of a certain personality type is not affected by the perceived efficiency of teleworking. The results nighter shows that those employees who perceive communication as simple, believe that the employer has adapted their leadership or have received training within the framework of telework, consider themselves more effective when working remotely.
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Resident Advisor Selection: Is a Broad Measure of Personality a Good Predictor of Resident Advisor Performance?Sadouskas, Andrew Patrick 14 November 2011 (has links)
No description available.
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A facet and domain-level analysis of two trait models of personality: Relationship with subjective well-beingMcKay, Derek A. 03 October 2017 (has links)
No description available.
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Femte faktorn gillt? : En kvantitativ studie av Fama och Frenchs femfaktormodell på den svenska aktiemarknaden / Fifth factor’s a charm?Lindqvist, Niklas, Löthner, Sebastian January 2021 (has links)
Syfte: Syftet är att testa Fama och Frenchs femfaktormodell på den svenska aktiemarknaden. Detta genom att undersöka huruvida modellen kan statistiskt förklara portföljers genomsnittliga avkastning samt ifall specifika faktorer har statistisk signifikans. Metod: En kvantitativ studie med ett deduktivt förhållningssätt. Undersökningen utför tester på den svenska aktiemarknaden mellan 2015-01-01 och 2019-12-31 genom en regressionsanalys. Upptäckter: Fama och Frenchs femfaktormodell förkastas som helhet men det påvisas däremot att HML är statistisk signifikant inom sex av sex storlekssorterade portföljer, följt av SMB med fyra av sex. Fama och Frenchs femfaktormodellen har svårigheter att förklara avkastningen för mindre företag sorterade utifrån lönsamhet och book-to-market tal. Forskningsimplikationer: Undersöker ett forskningsämne som eftersträvar studier och tester på ett flertal varierande marknader för att förklara aktiers avkastningsmönster. Orginalitet och värde: Studien särskiljer sig på grund av avsaknaden av forskning på den svenska aktiemarknaden. Därtill bidrar studien till ett undersökningsområde för små öppna ekonomier som den svenska marknaden grundas i. / Purpose: The purpose is to test Fama and French's five-factor model in the Swedish stock market. This is done by examining whether the model can explain portfolios' average return and whether specific factors have statistical significance. Method: A quantitative study with a deductive approach. The survey performs tests on the Swedish stock market between 2015-01-01 and 2019-12-31 through a regression analysis. Findings: Fama and French's five-factor model is rejected as a whole, but it is shown that HML is statistically significant in every size-sorted portfolio, followed by SMB with statistical significance in four out of six portfolios. Fama and French's five-factor model have difficulty explaining the returns for smaller companies sorted on profitability and book-to-market ratio. Research implications: Investigates a research topic that strives for an increased number of studies and tests in different markets to explain stock return patterns. Originality and value: The study differs due to the lack of research on the Swedish stock market. In addition, the study contributes to a study area for small open economies in which the Swedish market is based.
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Högskolestudenters alkoholkonsumtion : En kvantitativ studie om personlighetsdrag och individuella hälsouppfattningar / University students' alcohol consumption : A quantitative study of personality traits and individual health beliefsGustavsson, Agnes, Elmersson, Klara January 2024 (has links)
Syftet med denna uppsats var att undersöka sambanden mellan personlighet, individuella hälsouppfattningar och alkoholkonsumtion hos högskolestudenter. Femfaktormodellen användes för att undersöka personlighetsdragen och The Health Belief Model användes för att undersöka de individuella hälsouppfattningarna. Studien har utgått från en kvantitativ metodologi och genomfördes genom webbenkäter. Enkäten bestod av flera mätinstrument som mätte alkoholkonsumtion, personlighet och de utvalda individuella hälsouppfattningarna. Det utfördes även en kort pilotstudie för att undersöka att enkätens frågor var tydliga. Urvalet bestod av ett bekvämlighetsurval på högskolestudenter (N=94). Tidigare forskning visar att både personlighet och individuella hälsouppfattningar påverkar individers alkoholkonsumtion. Vissa personlighetsdrag eller individuella hälsouppfattningar minskar konsumtionen, medan andra ökar den eller inte har någon effekt. För att utforska studiens forskningsfrågor och testa dess hypoteser genomfördes enkla och multipla regressionsanalyser. De centrala resultaten i studien visade att personlighetsdraget extraversion hade ett signifikant positivt samband med alkoholkonsumtion. Även tre individuella hälsouppfattningar, vilka är upplevd mottaglighet, upplevda barriärer och ledtrådar till handling hade positiva signifikanta samband med alkoholkonsumtion. / The aim of this study was to investigate the relationships between personality,individual health beliefs and alcohol consumption in university students. The five-factormodel was used to measure personality traits and The Health Belief Model was used to investigate the individual health beliefs. The study was based on a quantitative methodology and used web surveys. The questionnaire included instruments measuring alcohol consumption, personality, and individual health perceptions. A pilot study was also conducted to ensure the questionnaire's clarity. The sample in this study consisted of a convenience sample of university students (N=94). Previous research shows that both personality and individual health perceptions influence individuals' alcoholconsumption. Some personality traits or individual health perceptions reduce consumption, while others increase it or have no effect. To explore the study's research questions and test its hypotheses, simple and multiple regression analyzes were conducted. The central result was that the personality trait extraversion had a significant positive correlation with alcohol consumption. The three individual health perceptions perceived susceptibility, perceived barriers and cues to action also had a positive significant correlation with alcohol consumption.
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Revisiting the CAPM and the Fama-French Multi-Factor Models: Modeling Volatility Dynamics in Financial MarketsMichaelides, Michael 25 April 2017 (has links)
The primary objective of this dissertation is to revisit the CAPM and the Fama-French multi-factor models with a view to evaluate the validity of the probabilistic assumptions imposed (directly or indirectly) on the particular data used. By thoroughly testing the assumptions underlying these models, several departures are found and the original linear regression models are respecified. The respecification results in a family of heterogeneous Student's t models which are shown to account for all the statistical regularities in the data. This family of models provides an appropriate basis for revisiting the empirical adequacy of the CAPM and the Fama-French multi-factor models, as well as other models, such as alternative asset pricing models and risk evaluation models. Along the lines of providing a sound basis for reliable inference, the respecified models can serve as a coherent basis for selecting the relevant factors from the set of possible ones. The latter contributes to the enhancement of the substantive adequacy of the CAPM and the multi-factor models. / Ph. D.
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Lågaffektivt bemötande förklaras av personlighet : En kvantitativ studie om inställningen till myndighetutövares användning av lågaffektivt bemötandeLarsson, Izabelle January 2023 (has links)
Uppsatsens syfte avser att undersöka allmänhetens och yrkesverksammas inställning till myndighetsutövares användning av lågaffektivt bemötande. Den primära forskningsfrågan som ställts är; Vilka faktorer kan förklara en potentiell variation i inställning till användningen av lågaffektivt bemötande av myndighetsutövare? Studien grundar sig i en kvantitativ ansats med bekvämlighetsurval (n=303), där 46,7% angav att de ingår i deras arbetsroll att använda sig av lågaffektiva metoder. I undersökningen identifierades kön, ålder samt personlighet som potentiella faktorer som kan påverka inställningen. Genom en korrelationsanalys framkom resultatet att inställningen till lågaffektivt bemötande korrelerade med kön, ålder samt med personlighetsdraget välvillighet. Detta visar på att kön, ålder samt välvillighet förklarar en del av vad som potentiellt kan förutse variationen i inställningen till lågaffektivt bemötande av myndighetsutövande. Regressionsanalysen synliggjorde sedan att kön förlorade sin signifikans (p=>.05) vid kontrollerandet av ålder och välvillighet gällande inställningen. Resultatet indikerar att inställningen till lågaffektivt bemötande kan förklaras av personlighetsdraget välvillighet. / The purpose of the thesis is to investigate the attitude of the public and professionals to the use of low arousal approach by public authorities. The primary research question is; What factors can explain a potential variation in attitudes towards the authorities' use of the low arousal approach? The study is based on a quantitative approach with convenience sampling (n=303), where 46.7% stated that low arousal approach is a part of their work role. The survey identified gender, age and personality as potential factors influencing the attitude. Through a correlation analysis, the result showed that the attitude towards low arousal approach correlated with gender, age and the personality trait agreeableness. This means that gender, age and agreeableness explain some of what can potentially predict the variation in attitudes towards the usage of low arousal approach by public authority. The regression analysis revealed that gender lost its significance (p=>.05) when controlling age and agreeableness regarding the attitude towards the low arousal approach. The results indicate that the attitude towards low arousal approach is explained by the personality trait agreeableness.
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En kvantitativ studie om sambandet mellan personlighetsdrag och arbetstillfredsställelse / A quantitative study on the relationship between personality traits and job satisfactionBlom, Vilma, Torplind, Sofia January 2024 (has links)
Studiens syfte var att undersöka sambandet mellan personlighetsdragen från femfaktormodellen och graden av självskattad arbetstillfredsställelse. Studien undersökte också om ålder har ett samband med arbetstillfredsställelse. En enkät utformades för att kvantitativt undersöka eventuella samband. Validerade skattningsskalor användes, Ten Item Personality Inventory (TIPI) för personlighetsdrag och Copenhagen Psychosocial Questionnaire’s frågor om arbetstillfredsställelse. Studien omfattas av ett stickprov om 165 deltagare (Mdn=27 år; M=34,08; SD=13,29) varav 133 kvinnor (81%) och 32 män (19%). I analysmomentet i studien genomfördes en Spearman’s korrelationsanalys och en linjär multipel regressionsanalys. Resultatet visade signifikanta samband mellan självskattad arbetstillfredsställelse och emotionell stabilitet, extraversion, vänlighet och ålder. Dessa variabler kan förklara 13,2% av variationen i självskattad arbetstillfredsställelse. / The purpose of the study was to examine the relationship between personality traits from Five Factor-model and the degree of self-assessed job satisfaction. The study also examined whether a relationship between age and job satisfaction exists. A survey was designed to quantitatively identify possible associations. With the use of validated questionnaires, Ten Item Personality Inventory (TIPI) for personality traits and Copenhagen Psychosocial Questionnaire for job satisfaction. The study covers a random sample of 165 participants (Mdn=27 years; M=34.08; SD=13,29) of which 133 women (81%) and 32 men (19%). The results presented significant relationship between self-assessed job satisfaction and emotional stability, extraversion, agreeableness and age. These variables account for 13,2% of the variation in self-assessed job satisfaction.
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