Presenter(s)

    Paul Waweru, Kathleen Hattrup

    Comments

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

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    Description

    In this study we run two empirical tests: (1) The revenue growth factor weighted portfolio model has higher returns than an equal weight portfolio model. (2) Firm revenue growth is a priced-in risk factor in the equity market.For the first empirical test, we compare the long-run cumulative returns for the revenue growth factor-based portfolio weighting model to the cumulative returns for the equal weight portfolio, 2009-2022. For the second empirical test, we compare the cumulative excess returns for my portfolio weighting model over the S&P500 Index, 2009-2022.We use two investment strategies to generate my returns: (1) Buy & Hold, (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 Real Estate S&P500 Sector with Firm Revenue Growth the Factor Weight: An Empirical Analysis of Portfolio Returns, 2009-2022

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