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

Authors

Presenter(s)

Thomas Letke, Kevin Cullen

Comments

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

Files

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

Recommended Citation

"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.
https://ecommons.udayton.edu/stander_posters/2849