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A Development of a Quantitative Stock Selection Model for Swedish Mid/Large Cap Stocks

Hägnesten, Stefan (2009)
Department of Economics
Abstract
In this thesis an extensive development of a multi factor model in the effort to predict stock returns in the Swedish markets is undertaken. The aim is not only to create an easy to use and yet accurate model to assist in investment choices, but also to create a better understanding of which of the underlying fundamental and technical values explain future performance of large and mid cap stocks. Twelve explanatory variables are being analysed through a strictly quantitative perspective and finally put together to one ready-to-use price predicting model based on six fundamental and technical values.
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author
Hägnesten, Stefan
supervisor
organization
year
type
M2 - Bachelor Degree
subject
keywords
Factor analysis, Multi Factor Model, Quantitative analysis, Stock prediction, Economics, econometrics, economic theory, economic systems, economic policy, Nationalekonomi, ekonometri, ekonomisk teori, ekonomiska system, ekonomisk politik
language
English
id
1338201
date added to LUP
2009-02-07 00:00:00
date last changed
2010-08-03 10:52:04
@misc{1338201,
  abstract     = {{In this thesis an extensive development of a multi factor model in the effort to predict stock returns in the Swedish markets is undertaken. The aim is not only to create an easy to use and yet accurate model to assist in investment choices, but also to create a better understanding of which of the underlying fundamental and technical values explain future performance of large and mid cap stocks. Twelve explanatory variables are being analysed through a strictly quantitative perspective and finally put together to one ready-to-use price predicting model based on six fundamental and technical values.}},
  author       = {{Hägnesten, Stefan}},
  language     = {{eng}},
  note         = {{Student Paper}},
  title        = {{A Development of a Quantitative Stock Selection Model for Swedish Mid/Large Cap Stocks}},
  year         = {{2009}},
}