Authors

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.

Files

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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 poster

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

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