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In this study I pose two questions: (1) Can a revenue growth factor weighted portfolio of consumer staples stocks outperform an equal weight portfolio over the period of 2009 - 2022; (2) Firm revenue growth is a paired-in-risk factor. To answer the first question I can pair the long run cumulative returns for the revenue growth factor based portfolio weighing model to the returns for the equal weight portfolio weighing model, 2009 - 2022. For the second question, I can compare the returns for my portfolio weighing model to the returns for the S&P 500 ETF SPY to see if it generates excess returns over the long run period 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 S&P 500 Consumer Staples Sector with Firm Revenue Growth the Factor Weight: An Empirical Analysis of Portfolio Returns from 2009 to 2022" (2023). Stander Symposium Projects. 2869.