Endre søk
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf
Investment Strategies: Can accumulated stock recommendations provide positive abnormal return?
Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Redovisning och finansiering.
Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Redovisning och finansiering.
Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Redovisning och finansiering.
2009 (engelsk)Independent thesis Basic level (degree of Bachelor), 10 poäng / 15 hpOppgave
Abstract [en]

Abstract

 

Purpose The purpose of this thesis is; “To find out whether a strategy based on accumulated stock recommendations are able to outperform mutual funds and/or index funds with similar holdings over time”.

Background During the past 30 years the interest for the financial market has been ever increasing. With the increased interest for the financial market, also an increased interest for the different investment alternatives have developed, thus also the amount of various financial products. Further there has been a discussion whether the different investment products actually add value to the investors.

Method To be able to reach our purpose we have constructed a portfolio containing stocks based on recommendations. We have also come up with a method in order to decide the weights of the individual stocks in our portfolio. Further, we have used existing theories in order to estimate the return and the standard deviation. We have also benchmarked our portfolio against popular funds on the market.

Conclusion We have seen that our portfolio during the six years running have performed better than the existing funds and also resulted in a lower standard deviation i.e. risk. Thus the results are applicable on our specific data, more research is needed in order to make any statements of statistical significance.

sted, utgiver, år, opplag, sider
2009. , s. 65
Emneord [en]
Accumulated, Abnormal return, Stock recommendations, Portfolio theory
HSV kategori
Identifikatorer
URN: urn:nbn:se:hj:diva-11305OAI: oai:DiVA.org:hj-11305DiVA, id: diva2:286355
Presentation
(engelsk)
Uppsök
Social and Behavioural Science, Law
Veileder
Examiner
Tilgjengelig fra: 2011-05-18 Laget: 2010-01-14 Sist oppdatert: 2011-05-18bibliografisk kontrollert

Open Access i DiVA

fulltekst(506 kB)258 nedlastinger
Filinformasjon
Fil FULLTEXT01.pdfFilstørrelse 506 kBChecksum SHA-512
e0857a6c94af0be4fb34e10a84aa93e8d9afabc5b0a149c152ee6bd860190c9dfe26a59fd3891a7bfeaeb5ef46e8bf0a4fe0e0316a8620dbc4ad9d30073868fd
Type fulltextMimetype application/pdf

Av organisasjonen

Søk utenfor DiVA

GoogleGoogle Scholar
Totalt: 266 nedlastinger
Antall nedlastinger er summen av alle nedlastinger av alle fulltekster. Det kan for eksempel være tidligere versjoner som er ikke lenger tilgjengelige

urn-nbn

Altmetric

urn-nbn
Totalt: 331 treff
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf