Publicação
Analysis of quantitative investment strategies - investors expectations: is a company with a high sales growth rate a good investment opportunity
| Resumo: | Sales growth rate emerges as a key financial signal, correlating positively with stock price performance and serving as a leading indicator of a company's prospects. The study integrates corporate life-cycle theory to underscore variations in financial stability over a company's lifespan. Core to the analysis is the construction and evaluation of portfolios based on sales growth rate and current ratio, revealing promising Long-Only strategies through extensive performance assessments and financial models. Despite acknowledged limitations, including the challenge of annual financial data, the study contributes to a nuanced understanding of risk-adjusted returns and the dynamic interplay of market factors in portfolio construction. |
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| Autores principais: | Figueiredo, Maria Cevadinha Simões |
| Assunto: | Finance Performance analysis Portfolio construction Investment strategies Stock market |
| Ano: | 2024 |
| País: | Portugal |
| Tipo de documento: | dissertação de mestrado |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Universidade Nova de Lisboa |
| Idioma: | inglês |
| Origem: | Repositório Institucional da UNL |
| Resumo: | Sales growth rate emerges as a key financial signal, correlating positively with stock price performance and serving as a leading indicator of a company's prospects. The study integrates corporate life-cycle theory to underscore variations in financial stability over a company's lifespan. Core to the analysis is the construction and evaluation of portfolios based on sales growth rate and current ratio, revealing promising Long-Only strategies through extensive performance assessments and financial models. Despite acknowledged limitations, including the challenge of annual financial data, the study contributes to a nuanced understanding of risk-adjusted returns and the dynamic interplay of market factors in portfolio construction. |
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