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

Authors

Presenter(s)

Michael Topp, Michael Kondritz

Comments

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

Files

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

Recommended Citation

"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" (2023). Stander Symposium Projects. 2844.
https://ecommons.udayton.edu/stander_posters/2844