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  MGI International LLC

  Erin Marie Cavrak, Jack Mcguire, Jack William Purcell, Ashley M. Shaffer

  CRM Development & Launch New York, NY

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  "North American Properties Struxtion"

  Jacqueline J. Chmiel, Patrick J. Hart, John Corrigan Roberts, Joe Tyler Vogrin

  ERP Build vs Buy vs Hybrid Analysis and Recommendation

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  Ohio's Hospice Inc.

  Alex Thomas Costa, Joshua Newman, Conner J. Templin, Sarah K. Thompson

  "Business Intelligence/Visualization System..replace Power BI"

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  Openly HQ

  Maureen Barbara Deering, Brandon Richard Donase, Jacob Levin

  "Sports Review Platform - startup Enhance System Reporting Capability"

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  Rittal

  Emily M. Anteau, Jared Michael Beach, Benjamin McKiernan Blincoe, Maya Elizabeth Gerker, Laura J. Harris

  Internal Material Logistics Optimization

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  Rittal

  Nathan R. Kravchuk, Benjamin David Michaud, Edward Flint Warda, Nolan Patrick Yager

  Dir (Special Order) Process Optimization

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  STEM Kids NYC

  Sarah Elizabeth Angeloff, Matthew D. Brenneman, Nathan J. Campbell, Kevin Padraic Cavanaugh

  Development Scheduling System of sTEM Kids, Teaching Resources, and Facilities

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  Stock Returns and Safe Interest Rates: An Empirical Analysis, 2001 – 2019

  Fouad O. Saleh

  Stock Returns and Safe Interest Rates: An Empirical Analysis, 2001 – 2019Modern Finance Theory postulates that the intrinsic value of a firm's publicly traded common stock is equal to the discounted value of future cash flows or dividends. Holding cash flows constant, the intrinsic value depends on the interest rate at which the cash flows are discounted. A rise in the discount rate lowers the intrinsic value while a decrease in the discount rate increases the intrinsic value.In this study, I looked at the empirical relationship between intermediate and long-term treasury rates and the stock market as measured by the S&P 500 index. The period of analysis is 2001 – 2019 with a special focus on the empirical relationship pre and post 2008 recession. I use univariate regression analysis with the S&P 500 Index, or SPY, (in logs) as the Y variable and the intermediate (Treasury Notes) and Long-term (Treasury Bonds), also in logs, as the x variables. The hypothesis tested:1.The regression slope coefficients are statistically significant at the 95% confidence levels2.There is a recession effect i.e., the pre and post 2008 recession, slope coefficients are significantly different3.Since the long-term trend in treasury rates is downward sloping, the slope coefficients are positive i.e., lowering the discount rate results in rising stock prices.

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  Stock Returns in Selected S&P 500 Sectors during the COVID-19 Pandemic

  William Edward Bronsil, John Richard Coffey, Mary Bliss Stitzel

  In mid-February 2020, the stock market declined sharply due to the COVID-19 pandemic. In late March 2020, many stocks bottomed out and the market started a first stage rebound that ended in August 2020. In this study we selected the top ten stocks (by market value) in the S&P 500 consumer discretionary sector to measure their rate of decline and rebound for the above period of time. Using time trend regressions we take the regression slope coefficients as the rates of growth measure and then develop an uptrend/downtrend growth ratio which acts as a portfolio weight for each of the ten stocks. We then test the following hypotheses: (1) The higher the growth ratio the higher the return for a given stock thru the end of 2020. (2) As a portfolio of stocks with the growth ratio as the principal factor loading, the portfolio return out performs the market return thru 2020. (3) The ten stock portfolio shows persistence in returns throughout 2020.