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 |