| fullrecord |
[{"key": "dc.contributor.advisor", "value": "M\u00e4tt\u00f6, Toni", "language": null, "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.author", "value": "Isokangas, Riku", "language": null, "element": "contributor", "qualifier": "author", "schema": "dc"}, {"key": "dc.date.accessioned", "value": "2024-12-11T17:35:18Z", "language": null, "element": "date", "qualifier": "accessioned", "schema": "dc"}, {"key": "dc.date.available", "value": "2024-12-11T17:35:18Z", "language": null, "element": "date", "qualifier": "available", "schema": "dc"}, {"key": "dc.date.issued", "value": "2024", "language": null, "element": "date", "qualifier": "issued", "schema": "dc"}, {"key": "dc.identifier.uri", "value": "https://jyx.jyu.fi/handle/123456789/98944", "language": null, "element": "identifier", "qualifier": "uri", "schema": "dc"}, {"key": "dc.description.abstract", "value": "Pro gradu -tutkielman tavoitteena on tarkastella arvosijoittamisen viimeai-kaista kannattavuutta Helsingin p\u00f6rssiss\u00e4. Tutkimuksessa rakennettiin kolme erillist\u00e4 tunnuslukuihin perustuvaa osakeportfoliota, joiden valintakriteerein\u00e4 toimivat P/E-luku, P/B-luku ja liikevoittoprosentti. Toisessa vaiheessa laadit-tiin kolme yhdistelm\u00e4portfoliota, joissa arvosijoittamisen tunnuslukuja yhdis-tettiin sek\u00e4 kesken\u00e4\u00e4n ett\u00e4 laadun mittarin ja momentumin kanssa. Portfoli-oiden tuottoja arvioitiin suhteessa toisiinsa sek\u00e4 vertailuindeksiin, OMXH25-indeksiin. Lis\u00e4ksi laskettiin portfolioiden keskim\u00e4\u00e4r\u00e4iset beta-arvot, joiden avulla tutkittiin riskin vaikutusta tuottoihin.\n Tulokset osoittivat, ett\u00e4 kaikki arvosijoitusportfoliot ylittiv\u00e4t vertailuin-deksin tuoton tutkimusajanjaksolla. Parhaimmat tuotot saavutettiin portfoli-olla, jossa yhdistettiin arvosijoittaminen momentumin kanssa. Lis\u00e4ksi kaik-kien tarkasteltujen portfolioiden beta-arvot j\u00e4iv\u00e4t alle yhden, mik\u00e4 viittaa al-haisempaan volatiliteettiin suhteessa markkinoihin. Kuitenkin tehty varians-sianalyysi osoittaa, ett\u00e4 portfoliotuottojen ja vertailuindeksin tuottojen v\u00e4li-nen ero ei ollut tilastollisesti merkitt\u00e4v\u00e4. Lis\u00e4ksi kaikkien portfolioiden tuot-tojen ja vertailuindeksin v\u00e4lill\u00e4 havaittiin vahva positiivinen korrelaatio, mik\u00e4 vaikeuttaa yksitt\u00e4isen sijoitusstrategian selke\u00e4\u00e4 erottumista muista.", "language": "fi", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted by jyx lomake-julkaisija (jyx-julkaisija.group@korppi.jyu.fi) on 2024-12-11T17:35:18Z\nNo. of bitstreams: 0", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Made available in DSpace on 2024-12-11T17:35:18Z (GMT). No. of bitstreams: 0", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.format.extent", "value": "66", "language": null, "element": "format", "qualifier": "extent", "schema": "dc"}, {"key": "dc.format.mimetype", "value": "application/pdf", "language": null, "element": "format", "qualifier": "mimetype", "schema": "dc"}, {"key": "dc.language.iso", "value": "fin", "language": null, "element": "language", "qualifier": "iso", "schema": "dc"}, {"key": "dc.rights", "value": "In Copyright", "language": "en", "element": "rights", "qualifier": null, "schema": "dc"}, {"key": "dc.title", "value": "Arvosijoittamisen nykytila Suomen markkinoilla", "language": null, "element": "title", "qualifier": null, "schema": "dc"}, {"key": "dc.type", "value": "master thesis", "language": null, "element": "type", "qualifier": null, "schema": "dc"}, {"key": "dc.identifier.urn", "value": "URN:NBN:fi:jyu-202412117766", "language": null, "element": "identifier", "qualifier": "urn", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4n yliopiston kauppakorkeakoulu", "language": "fi", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4 University School of Business and Economics", "language": "en", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "Jyv\u00e4skyl\u00e4n yliopisto", "language": "fi", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "University of Jyv\u00e4skyl\u00e4", "language": "en", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Laskentatoimi ja yritysrahoitus", "language": "fi", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Accounting and Corporate Finance", "language": "en", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "dc.type.coar", "value": "http://purl.org/coar/resource_type/c_bdcc", "language": null, "element": "type", "qualifier": "coar", "schema": "dc"}, {"key": "dc.rights.copyright", "value": "\u00a9 The Author(s)", "language": null, "element": "rights", "qualifier": "copyright", "schema": "dc"}, {"key": "dc.rights.accesslevel", "value": "restrictedAccess", "language": null, "element": "rights", "qualifier": "accesslevel", "schema": "dc"}, {"key": "dc.type.publication", "value": "masterThesis", "language": null, "element": "type", "qualifier": "publication", "schema": "dc"}, {"key": "dc.format.content", "value": "fulltext", "language": null, "element": "format", "qualifier": "content", "schema": "dc"}, {"key": "dc.rights.url", "value": "https://rightsstatements.org/page/InC/1.0/", "language": null, "element": "rights", "qualifier": "url", "schema": "dc"}, {"key": "dc.rights.accessrights", "value": "Tekij\u00e4 ei ole antanut lupaa avoimeen julkaisuun, joten aineisto on luettavissa vain Jyv\u00e4skyl\u00e4n yliopiston kirjaston arkistoty\u00f6semalta. Ks. https://kirjasto.jyu.fi/fi/tyoskentelytilat/laitteet-ja-tilat#autotoc-item-autotoc-2.", "language": "fi", "element": "rights", "qualifier": "accessrights", "schema": "dc"}, {"key": "dc.rights.accessrights", "value": "The author has not given permission to make the work publicly available electronically. Therefore the material can be read only at the archival workstation at Jyv\u00e4skyl\u00e4 University Library (https://kirjasto.jyu.fi/en/workspaces/facilities/facilities#autotoc-item-autotoc-2).", "language": "en", "element": "rights", "qualifier": "accessrights", "schema": "dc"}]
|