Most of the Swedish people are saving their money in savings accounts with limited yield potential. This study examines how the two investment strategies Magic Formula and Graham Screener performs on the Swedish stock market subgroups Large, Mid and Small Cap. With a focus to determine which strategy who suits the private investor best and yield the highest return, with the risk taken into account. The study also examines if it is possible to time the market during a long period of time to yield the highest return possible. After calculating the return on each month and market, the result from this study shows us that Magic Formula is the preferred strategy to use. It was able to yield a higher return over time compared to Graham Screener on each market and with less risk involved. However, Graham Screener should nonetheless be regarded as a qualitative investment decision for the investor.  The result also showed us that it is difficult to time the market over time which implicates that return based on a specific month occurs random and should be neglected by the private investor.

In Sweden most people are keeping their savings in ordinary saving account without any interest return. In this study two investment strategies have been examined; Graham Screener and Net Nets strategy. Investigating which of these performs better on the different Swedish stock markets. The subgroups that have been investigated are Large Cap, Mid Cap and Small Cap. The focus of this study is to find out which strategy yields the highest return with risk taken into consideration. After testing the strategies over a 15-year time period the study concluded that the Graham Screener strategy is to prefer over Net Nets strategy. The results also gave a hint that the market efficiency theory could be questioned according to the calculations in this study.

In today's society most swedish people are saving money on saving accounts that give nointerest return. So, in this study we have examined two investment strategies GrahamScreener and Dogs of the dow. We wanted to see how the two strategies perform on theswedish stock markets and even see which one of them performs the best and gives back thehighest interest rate. After we have tested the two strategies on the two different markets overa 14-years period we got the resultat that Graham Screener is a way better strategy than Dogsof the dow. This gave us the conclusion that the theory that the efficient market hypothesisgives us that you can't overperform the market could be questioned with the data and theresultat this study gave us

This study examines the Swedish Stock Exchange during the time period of 1998-2016. Where the purpose is to investigate and compare five different investment strategies to see if these investment strategies can create excess return on their investments, after adjustment for risk. The investment strategies can be found on the internet, and be used after purchasing a smaller amount of money, therefore the results can be applied to all investors independent on their level of experience. The results for the different investment strategies are not clear, the different tests give mixed results which leaves four of five hypotheses unanswered. However, there is one strategy that can be rejected, it cannot beat the market, which is the Net-Nets strategy. In general, one could thus say that the investment strategies can create higher return compared to the market, but that these returns are random. Therefore, it requires a longer time period for the investor as well as higher risk, since one never knows when this large return will be given.