• Login
    View Item 
    •   Home
    • Finance
    • Undergraduate works
    • View Item
    •   Home
    • Finance
    • Undergraduate works
    • View Item
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    Browse

    All of Effat University RepositoryCommunitiesPublication DateAuthorsTitlesSubjectsPublisherJournalTypeDepartmentThis CollectionPublication DateAuthorsTitlesSubjectsPublisherJournalTypeDepartmentProfilesView

    My Account

    Login

    Statistics

    Display statistics

    Investigation of Four factors for Fama and French in S&P 500 Index

    • CSV
    • RefMan
    • EndNote
    • BibTex
    • RefWorks
    Thumbnail
    Name:
    Investigation-of-Four-factors- ...
    Size:
    1.763Mb
    Format:
    PDF
    Download
    Type
    Thesis
    Author
    Albakri, Abdulrahman
    Supervisor
    Tayachi, Tahar
    Subject
    Stock Market Index
    Four Factors Model
    CAPM
    
    Metadata
    Show full item record
    Abstract
    This research presents the evolvement of the Fama-French models and how it’s valid to use in investment and risk perspective. The test conducted was replacing the Fama-French model with other factors which is important in investment. These are the factors. Liquidity: is important for learning how easily a company can pay off it's short term liabilities and debts, Return on equity: is used to evaluate corporate strength and efficiency. It's a measure of overall profitability, and of how well the company's leadership manages its shareholders' money and Leverage: used to significantly increase the returns that can be provided on an investment. They lever their investments by using various instruments, including options, futures, and margin accounts. The testes included approximately 506 Companies is S&P 500 and included tests like Fixed effect, Random Effect and regression analysis.
    Department
    Master of Science in Finance
    Publisher
    Effat University
    Collections
    Undergraduate works

    entitlement

     
    DSpace software (copyright © 2002 - 2023)  DuraSpace
    Quick Guide | Contact Us
    Open Repository is a service operated by 
    Atmire NV
     

    Export search results

    The export option will allow you to export the current search results of the entered query to a file. Different formats are available for download. To export the items, click on the button corresponding with the preferred download format.

    By default, clicking on the export buttons will result in a download of the allowed maximum amount of items.

    To select a subset of the search results, click "Selective Export" button and make a selection of the items you want to export. The amount of items that can be exported at once is similarly restricted as the full export.

    After making a selection, click one of the export format buttons. The amount of items that will be exported is indicated in the bubble next to export format.