Nicholas Mulvihill and Hector Gutierrez
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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.
Jon Fulkerson, Robert Dean
Primary Advisor's Department
Economics and Finance
Stander Symposium, School of Business Administration
Institutional Learning Goals
"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.