Presenter(s)

    Michael Topp, Michael Kondritz

    Comments

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

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    Description

    Top line revenue growth is an important factor in determining stock price appreciation. Using a portfolio management approach, I developed a concentrated portfolio of 10 stocks from the communication sector and tests two hypotheses: (1) The revenue growth factor weighted portfolio will outperform an equal weight portfolio over the period from 2009-2022. (2) Firm revenue growth is a priced in risk factor i.e., the long run return from my portfolio weighting model exceeds the market return as measured by the S&P 500 index. Returns are based on two investment strategies: (1) Buy and Hold and (2) Adjustable Shares.

    Publication Date

    4-19-2023

    Project Designation

    Independent Research

    Primary Advisor

    Jon Fulkerson, Robert Dean

    Primary Advisor's Department

    Economics and Finance

    Keywords

    Stander Symposium, School of Business Administration

    Institutional Learning Goals

    Scholarship

    A Single Sector Portfolio Weighting Model with Firm Revenue Growth the Factor Weight: An Empirical Analysis of Portfolio Returns for Select Stocks in the Communications Sector, 2009-2022

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