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

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