Muller, ChrisParker, Nonduduzo2024-05-102024-05-102024-04-172024-04-17*A2024http://hdl.handle.net/2263/95895Dissertation (MBA)--University of Pretoria, 2023A 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© 2023 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria.Quality investingPortfolio times seriesJohannesburg Stock Exchange (JSE)Quantitative researchMini Dissertation