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Hög avkastning till låg risk: En jämförande studie mellan aktieportföljers innehåll och prestation
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 thesis
Abstract [sv]

Syfte: Studera sju portföljer och notera den bästa typen av portfölj med högst avkastning till lägst risk.

Metod: Sekundärdata är grunden för uträkning av samtliga portföljers avkastningar, risker och korrelation. Studien är deduktiv med kvantitativa inslag av kända teorier av nobelpristagare i ekonomisk vetenskap. 

Slutsats: Studien visar att stora bolag i olika branscher är ett vinnande portföljinnehåll för denna studie. Stora bolags aktier har visat högre avkastning till lägre risk jämfört med små bolag under studiens tid då ekonomiska kriser drabbade marknaden. Den mest presterande portföljen var därför storbolagsportföljen.

Vidare forskning: Längre tidsperspektiv och nya teorier som Jensens alfa samt Treynorkvot är av intresse för vidare forskning för att styrka vår slutsats.

Abstract [en]

Intention: To study seven portfolios and note the best type of portfolio with the maximum return at a minimum risk.

Method: Secondary data is the basis for calculation of the total portfolio returns, risk and correlation. This study is deductive based using a quantitative method of world-known theories of Nobel laureates in economic sciences.

Conclusion: The study shows that the best efficient portfolio contains large companies in different lines of business. Large companies' shares have higher returns at lower risk compared to small companies in circumstances to difficult economic situations globally. The best performed portfolio was the portfolio with large companies.                                      

Further Research: Longer period of time study and a study of new theories such as Jensens Alfa and Tretnor ratio would be interesting for further research.

 

Place, publisher, year, edition, pages
2012. , 102 p.
Keyword [en]
share, return, risk, portfolio, beta, sharpe ratio, standard deviation, volatility, correlation, CAPM, modern portfolio theory, MPT
Keyword [sv]
aktie, avkastning, risk, portfölj, beta, sharpekvot, standardavvikelse, volatilitet, korrelation, CAPM
National Category
Business Administration
Identifiers
URN: urn:nbn:se:sh:diva-16863OAI: oai:DiVA.org:sh-16863DiVA: diva2:543157
Subject / course
Business Studies
Uppsok
Social and Behavioural Science, Law
Supervisors
Examiners
Available from: 2012-08-20 Created: 2012-08-06 Last updated: 2012-08-20Bibliographically approved

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CiteExportLink to record
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