Presenter(s)

    Thomas Letke, Kevin Cullen

    Comments

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

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    Description

    In this study I test two hypotheses. 1: The revenue growth factor weighted portfolio model outperforms an equal weight portfolio model. 2: Firm revenue growth is a priced-in risk factor in the equity market. For the first portfolio, I compare the long-term cumulative returns for the revenue growth factor-based portfolio weighting model to the returns for the equal weight portfolio model, 2009-2022. For the second hypothesis, I determine the excess returns for my portfolio weighting model over the S&P 500 index, 2009-2022.

    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 Industrials Sector with Revenue Growth the Factor Weight: An Empirical Analysis of Portfolio Returns, 2009-2022

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