Thomas Letke, Kevin Cullen
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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.
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 Industrials Sector with Revenue Growth the Factor Weight: An Empirical Analysis of Portfolio Returns, 2009-2022" (2023). Stander Symposium Projects. 2849.