Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Risk och tillväxt för högrisk- och lågriskportfölj: En kvantitativ studie på Stockholmsbörsen år 2008-2010
Södertörn University, School of Business Studies.
Södertörn University, School of Business Studies.
2012 (Swedish)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesisAlternative title
Risk and growth for high-risk portfolio and low-risk portfolio : A quantitative study on the Stockholm Stock Exchange year 2008-2010 (English)
Abstract [en]

Purpose: The study examines the risk a rising from the acquisition of shares, and its relation to the expected return. We would like to see how a high-risk portfolio is related to a low-risk portfolio. Although studying the portfolios annual performance.

Theory: The theories that have been used in the study are, Capital asset pricing model, CAPM and portfolio theory.

Method: The study is based on a quantitative method, the time interval is from 2008 to 2010.The annual reports, historical stock prices for companies and the index are used to perform calculations based on the essay theories.

Conclusion: The beta value has positive liner correlation with the expected return. When there are bad times in the world, the companies are negatively affected regardless of industry. The Portfolios developed in the same direction during the time period.

Abstract [sv]

Syfte: Studien undersöker riskens förhållande till avkastningen som uppstår vid investering i aktier. Även hur en högriskportfölj förhåller sig till en lågriskportfölj samt portföljernas årliga utveckling.

Teori: De teorier som använts i undersökningen är, Capital assets pricing model– CAPM och portföljteori.

Metod: Studien utgår från en kvantitativ metod. Tidsintervallet är från år 2008 till 2010. Årsredovisningar, historiska aktiekurser för bolagen samt index används för att kunna genomföra uträkningar som baseras på uppsatsen teorier.

Slutsats: Betavärdet har ett positivt linjärt samband med den förväntade kurstillväxt. Vid dåliga tider i världen drabbas alla bolag negativt oavsett bransch. Portföljerna utvecklades i samma riktning under tidsperioden.

Place, publisher, year, edition, pages
2012. , 83 p.
Keyword [en]
Risk and return, CAPM, portfolio theory, beta, low-risk portfolio, high-risk portfolio.
Keyword [sv]
Risk och avkastning, CAPM, portföljteori, beta, högriskportfölj, lågriskportfölj
National Category
Business Administration
Identifiers
URN: urn:nbn:se:sh:diva-16796OAI: oai:DiVA.org:sh-16796DiVA: diva2:539659
Subject / course
Business Studies
Uppsok
Social and Behavioural Science, Law
Supervisors
Examiners
Available from: 2012-07-11 Created: 2012-07-04 Last updated: 2012-07-11Bibliographically approved

Open Access in DiVA

fulltext(1772 kB)433 downloads
File information
File name FULLTEXT01.pdfFile size 1772 kBChecksum SHA-512
60a99a3ba811a01c199c894413c2b67b812ed5a52def00e8d71453570c55a2e3a5800a044a6363af6281f4de07b6eee9c14dd2322274034c82d9de0e198da926
Type fulltextMimetype application/pdf

Search in DiVA

By author/editor
George, MirzaBozyel, Silvia
By organisation
School of Business Studies
Business Administration

Search outside of DiVA

GoogleGoogle Scholar
Total: 433 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

urn-nbn

Altmetric score

urn-nbn
Total: 350 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf