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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

Comments

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

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

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