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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Värdeinvestering på Stockholmsbörsen : En kvantitativ studie om den effektiva maknadshypotesen och värdeinvesteringsstrategier på Stockholmsbörsen

Bramell, Filip, Östlund, Alexander January 2021 (has links)
This study examines the total cumulative return and the total risk-adjusted return for OMXSPI and the two investment strategies The Magic Formula and The Acquirer’s Multiple. The aim is to find out if it’s possible to beat the market over time in contradiction to the efficient market hypothesis. Data has been collected to cover a 15-year period between 2005 and 2020. The results end up challenging the efficient market hypothesis with higher total cumulative returns, but also fairly convincingly higher risk-adjusted returns from the strategies. The study also found that the Acquirer’s Multiple outperformed the Magic Formula with regards to both measures.
Effektiva marknadshypotesen
Investeringsstrategier
Värdeinvestering
The Magic Formula
The Acquirer’s Multiple
OMXSPI
Jensen ́s alpha
sharpe kvot
CAPM
riskjusterad avkastning
volatilitet
Economics and Business
Ekonomi och näringsliv

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