Presenter(s)

    Nicholas Mulvihill and Hector Gutierrez

    Comments

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

    Download

    Download Project (71 KB)

    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

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

    Share

    COinS