The performance of an optimised blend of quality metrics against the JSE Allshare index

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dc.contributor.advisor Muller, Chris
dc.contributor.author Parker, Nonduduzo
dc.date.accessioned 2024-05-10T09:22:37Z
dc.date.available 2024-05-10T09:22:37Z
dc.date.created 2024-04-17
dc.date.issued 2024-04-17
dc.description Dissertation (MBA)--University of Pretoria, 2023 en_US
dc.description.abstract A quality investing strategy using Piotrosky’s F-score was followed to see if this investment style would produce returns in excess of the JSE All Share Index and if the returns were statistically significant. The factors were weighed based on their impact and five portfolios were created based on the level of quality. A F-score was found to significantly outperform the JSE-All Share Index. en_US
dc.description.librarian pagibs2024 en_US
dc.identifier.citation * en_US
dc.identifier.other A2024
dc.identifier.uri http://hdl.handle.net/2263/95895
dc.language.iso en en_US
dc.publisher University of Pretoria en_US
dc.rights © 2023 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. en_US
dc.subject Quality investing en_US
dc.subject Portfolio times series en_US
dc.subject Johannesburg Stock Exchange (JSE) en_US
dc.subject Quantitative research en_US
dc.title The performance of an optimised blend of quality metrics against the JSE Allshare index en_US
dc.type Mini Dissertation en_US


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