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Tre Svenska bankers landsfonder med avseende på riskjusterad avkastning
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 [en]

Purpose: The purpose of this study is to investigate how three banks country funds are performing relative to each other in regard to risk and return. And to find out if there is any underlying factor that may have affected the stock exchange in the different countries.

Methodology: The study is based on secondary data and will apply the quantitative method, based on a deductive approach. The sample consists of three major Swedish banks and from them we have selected three country funds. The calculation formulas that have been applied are: Sharpe ratio, standard deviation and Arithmetic Average.

Conclusion: The Writers concluded that Sweden funds had the highest yield to lowest risk in both periods in all three major banks. We have also concluded that the underlying factors affecting a country fund. And can see that there is a positive relationship between risk and return in both periods. The results are contrary to the efficient market hypothesis in the weak form, and thus can benefit from historical values in risk-adjusted returns for future investments.

Place, publisher, year, edition, pages
2012. , 40 p.
Keyword [sv]
Fonder, standardavvikelse, avkastning, Sharpekvot, korrelation
National Category
Business Administration
URN: urn:nbn:se:sh:diva-17344OAI: diva2:567637
Subject / course
Business Studies
, Alferdsnobell alle 14, Huddinge (Swedish)
Social and Behavioural Science, Law
Available from: 2012-11-14 Created: 2012-11-13 Last updated: 2012-11-14Bibliographically approved

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Bentayeb, NassimMillqvist, Johanna
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