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Högriskfonder kontra aktieindex: En studie av makrovariablers påverkan på olika fondalternativ
Södertörn University College, School of Business Studies.
Södertörn University College, School of Business Studies.
2011 (Swedish)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesisAlternative title
High-Risk Funds vs. Mutual- Index Funds : A study of macro -variables influence on different funds choice (English)
Abstract [en]

Abstract

 

Title: High-Risk Funds vs. Mutual- Index Funds

A study of macro -variables influence on different funds choice

 

Level: Final assignment for Bachelor Degree in Business Administration

 

Author: Moses Yokie & Bo Lemar

 

Supervisor: Ogi Chun & Cheick Wagué

 

Date: 2011-05-25

 

Aim: The purpose with this thesis is to compare two different types of mutual-index fond and a high-risk fund in relation to the macro variables. The purpose also includes an investigation about if an investor will receives a higher return on high-risk fund than on mutual-index fund in a 10 years period.

Method: A quantitative method has been use in this study, where the information has been received from Morningstar. Microsoft Excel has been used to process the collected data in order to calculate the expected return and the risk measures. The result is presented in graphs and tables on the empirical capital, in order to analyse and compare it with the theories and the selected macro- variables to see if there will be any correlation.

 

Conclusion: This research shows that there is no possibility that the macro-variable factors can benefit an investment on high-risk fund or on mutual-index fund in the short run. On the other hand there is a correlation between the high-risk fund and mutual-index fund with the macro-variables factors in the long run.

 

Suggestion for future research: Base on the results on this thesis. It would be interesting to do a quantitative investigation on more fund category with other macro-variable factors that are not included in this study to compare if there will be any correlation between them.

 

Key words: High-risk fund, BNP, Mutual-index, Arbitrage, Macro-variable, Inflation.

Abstract [sv]

Syfte: Syftet med denna uppsats är att jämföra två olika aktieindex och högriskfonder med avseende på makrovariabler. Syftet innefattar också att undersöka om en investerare kan få bättre avkastning på högriskfonder än aktieindexfonder på 10 år period.

Metod: En kvantitativ metod har använts i uppsatsen, där data inhämtats från Morningstar. Det insamlade material har sedan bearbetats i Microsoft Excel för att beräkna fonderna avkastning och Sharpekvoten. Resultatet har redovisats i grafer och tabeller i empirikapitlet, för att sedan analyseras och jämföras med de teorierna som används. Resultatet har jämförts med de valda makrovariablerna för att hitta korrelationer.

Slutsats: Det har inte gått att påvisa några möjligheter att utnyttja makrovariabler för att skapa kortsiktiga vinster i högriskfonder eller aktieindexfonder. Däremot finns det långsiktiga samband mellan de valda investeringarna och de valda makrovariablerna

Förslag till fortsatta studier: Det kan vara intressant att gör en kvantitativ undersökning på fler former av fondkategorier för att få ytterligare information om tillämpbarhet. Dessutom att undersöka samband med andra makrovariabler som inte innefattas i denna undersökning.

Place, publisher, year, edition, pages
2011. , 110 p.
Keyword [en]
Inflation, BNP, mutual index-fund, Macro variables
Keyword [sv]
Högriskfonder, BNP, Makrovariable, Aktieindex, inflation
National Category
Business Administration
Identifiers
URN: urn:nbn:se:sh:diva-11443OAI: oai:DiVA.org:sh-11443DiVA: diva2:441598
Subject / course
Business Studies
Uppsok
Social and Behavioural Science, Law
Supervisors
Examiners
Available from: 2011-09-19 Created: 2011-09-16 Last updated: 2011-09-19Bibliographically approved

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