A Portfolio Weighting Model for the Consumer Discretionary sector with Revenue Growth as the Factor Weight: An Empirical Analysis of Portfolio Returns, 2009-2022

Authors

Presenter(s)

Nicholas Mulvihill and Hector Gutierrez

Comments

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

Files

Description

In this study my research objective is to answer two questions: (1) Does a revenue growth factor weighted portfolio of consumer discretionary stocks outperform an equal weight portfolio over the period 2009-2022. (2) Can the revenue growth factor weighted portfolio generate excess returns over the broad equity market measured by the S&P 500 index. In short, is revenue growth a priced-in risk factor. I use two investments strategies in my empirical analysis: (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 Portfolio Weighting Model for the Consumer Discretionary sector with Revenue Growth as the Factor Weight: An Empirical Analysis of Portfolio Returns, 2009-2022" (2023). Stander Symposium Projects. 2845.
https://ecommons.udayton.edu/stander_posters/2845