Presenter(s)

    Matthew J. Buse

    Comments

    This poster reflects research conducted as part of a course project designed to give students experience in the research process.

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    Description

    The purpose of this study is to develop and evaluate a quantitative approach to S&P 500 sector weighting based on relative valuation measures for four factors: earnings, valuation, profitability, and safety or risk. The returns to the sectors based on relative valuation weights are compared to S&P 500 returns over the period 1999-2011 to determine if excess returns are generated.

    Publication Date

    4-18-2012

    Project Designation

    Course Project

    Primary Advisor

    Robert D. Dean

    Primary Advisor's Department

    Biology

    Keywords

    Stander Symposium project

    Research exercise: S&P Valuation Modeling: An Empirical Analysis 1999-2011

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