A Factor-Mimicking Portfolio Weighting Model for the Information Technology Sector: An Empirical Analysis of Information Technology Portfolio Returns (2009-2021)

Authors

Presenter(s)

Cameron Grant Beachler, Hayden Lee Gray, Kevin McLeeson

Comments

Presentation: 9:00 a.m.-10:15 a.m., Kennedy Union Ballroom

Files

Description

We developed a portfolio weighting model for the information technology sector with consumer spending as the state economic variable and revenue per share as the principal factor loading using the top twenty stocks in the information technology sector as our portfolio. We test the hypothesis that our portfolio weighting model will outperform the market (S&P 500).

Publication Date

4-20-2022

Project Designation

Independent Research

Primary Advisor

Tony S. Caporale, Robert D. Dean

Primary Advisor's Department

Economics and Finance

Keywords

Stander Symposium project, School of Business Administration

United Nations Sustainable Development Goals

Quality Education

Recommended Citation

"A Factor-Mimicking Portfolio Weighting Model for the Information Technology Sector: An Empirical Analysis of Information Technology Portfolio Returns (2009-2021)" (2022). Stander Symposium Projects. 2658.
https://ecommons.udayton.edu/stander_posters/2658