A Factor-Mimicking Portfolio Weighting Model for the Information Technology Sector: An Empirical Analysis of Information Technology Portfolio Returns (2009-2021)
Cameron Grant Beachler, Hayden Lee Gray, Kevin McLeeson
We developed a portfolio weighting model for the information technology sector with consumer spending as the state economic variable and revenue per share as the principal factor loading using the top twenty stocks in the information technology sector as our portfolio. We test the hypothesis that our portfolio weighting model will outperform the market (S&P 500).
Sydnee C. Haymore, John V. Ruma, Kristen N. Timko
The purpose of this study is to determine if Root Mean Square Error (RMSE) forecasting models for different inflation indexes (e.g. Personal Consumption Expenditure Price Index (PCEPI) are statistically reliable and efficient for one and two years out of sample. Our benchmark for success is a 12 month average forecast error of 2.5% or less. We use time trend regressions to develop our RMSE inflation forecasting models. Our trend regression time periods are 2009-2017 and 2009-2018. 2019, 2020, and 2021 are the out-of-sample forecasting years.
Concentrated Portfolios, Profitability and the S&P 500 Financial Sector: An Empirical Analysis of Long Run Returns, 2009-2021.
Thomas L. Goslee, Nathan Glenn Jabaay, Thomas Charles Letke
In this study we develop concentrated portfolios of ten and twenty stocks for theS&P 500 Financial Sector ETF (XLF). We use a factor mimicking regression model to determinethe portfolio weights for each stock. We regress the "state" economic variable Consumer Spendingon Revenue Per Share(the factor loading) and use the slope coefficients as our factor weights.Portfolio returns are calculated for the periods 2009-2019,2009-2020,and 2009-2021. We test the hypothesis that Consumer Spending is a latent priced-in risk factor throughits effect on Revenue Per Share growth i.e., our portfolio weighting models outperform thebroad market. The addition of the cumulative return periods 2009-2020 and 2009-2021 alsoallows us to determine if Covid-19 and rising interest rates had an impact on portfolio returns.
Jonathan David Disidoro, Luke David Evankovich, Ella Rose Glabus, Megan Elizabeth Peters
Our team will be analyzing security risks at Fairborn Equipment Midwest, and offering recommendations regarding the processes and software already in place. One of the deliverables will be documentation surrounding current practices and suggestions for improvement. The project may also include the implementation of new software, practices, or security measures if time allows. The goal of this project is to improve the cyber security of the organization, and decrease the risk of downtime or failures of critical business processes.
Nathan Frank Bertuca, Ryan Frank Cendol, Wesley Dee Safford, Elizabeth Ann Wourms
mplementing a resource planning model. This model will consist of resource capacity management, resource capacity forecasting, prioritization methods, and a display of where resources are currently being utilized. Dayton Children’s has two different systems to manage IT projects currently (FreshService and Workfront) that would need to be included in the model. These systems manage a range of IT issues spanning from small bug fixes to individual or departmental IT project work. Dayton Children’s main project objective is to discover where their resources are actively being used and when these resources will be available to use for future projects. Microsoft products including the Power Platform will be used to implement this system.
Brandon Richard Barhorst, Christian J. O'Connor, Kendall S. Schaffner, Allison M. Vanzant
This project researches various opportunities to make the use of the warehouses picking robots more sustainable and supportive of the environment
Nathan Chase Arno, Samuel Francis Attea, Kelly J. Bailey, Jeffrey Allen Banis, Brock Daniel Bartley, Maria Louise Claiborne, Kaila Colacarro, Samuel A. Collins, Matthew Thomas Concannon, Nicholas Allen Cragon, Gabriel Joseph Davey, Joseph Dominic Demarco, Alexandra Catherine Edrington, Jack Christopher Gewinner, Alec W. Gizzie, Bin Guan, Tongyu Guo, Thanh H. Ha, Jacob Richard Hartness, Erik Elias Hauptmann Harryson, Claire Healy, Katharine Ann Heller, Bridget Marie Hendry, Andrew B. Hendy, Nolan Joseph Hutter, Jon Isaj, Megan Elise Kehres, Saisai Li, Wenjiong Li, Jake William Lofgren, Camille Rhiann Lubic, Chenzhao Ma, John F. Mccarthy, Daniel William Meehan, Jacob F. Meyer, Megan Suzanne Murphy, Nicholas G. Panson, Alexandra Rachel Patrick, Saraphina Ann Peters, Michael Nicholas Pitzaferro, Julius George Riske, Alec William Schnitker, Gavin T. Scott, Caroline M. Silvis, John Michael Timko, Joshua J. Trautman, Brian Joseph Walker, Elliot J. Walsh, Dylan Thomas Wolf
Four years of coursework culminate in a written and oral presentation of an empirical research project during the senior capstone course. Students apply economic theory and econometric techniques to analyze data in order to answer an original research question.
Nastasia Braun, Amanda K. Bush, Trevor Casmere, Eric W. Fisk, Patrick C. Hafner, Molly Stillwagon, Reagan Stitt
Flyer Consulting shares the past, present, and future of their organization. In this Stander Symposium keynote they feature past clients, current projects, and future initiatives. Audience members will have the opportunity to hear from the management team, project leads, and intern class, as well as learn about ways to get involved in the future.
Luke Beasecker, Gabrielle Marguerite Rullo
Flyer Enterprises, the sixth largest student-run business in nation, is celebrating 20 years! Throughout our history, we have experienced immense growth, celebrated successes while learning from our failures, and provided a unique experiential learning opportunity for those involved. Made up of nearly 200 students of all grades and majors, our divisions become like families to our employees. FE currently has 12 divisions, 9 physical locations and 3 service divisions. Join us to learn more about our structure, divisions, and how we have grown and adapted over the past twenty years!
Jessica Nicole Bigenwald, Aimee Frances Czekajlo, Samuel Gerald Mckenzie, Colin Regan Morris
Research into various opportunities to improve the logistics management of materials/products and cost reductions
Is return on assets a priced in risk factor in the equity markets? A study of the performance returns to portfolio weighting models with return on assets the principle factor loading.
Isabella Abreu, Trenton Brian Zoeller
In this study, we developed portfolio weighting models for four S&P 500 sectors, consumer discretionary, information technology, healthcare, and industrials with return on assets the principle factor loading. We test the hypothesis that the performance of the ROA portfolio weighting models outperform the market (S&P 500) over the period 2009-2021.
Is Return on Invested Capital a Priced In Risk Factor in the Equity Market? An empirical analysis of the returns to an ROIC/WACC portfolio weighting model 2009-2021
Nora A. Jackson, Mary Bliss Stitzel
In this study we take six S&P 500 sectors, consumer discretionary, consumer staples, information technology, financials, healthcare and industrials, and develop sector portfolio weighting models with ROIC/WACC the principle factor loading. The hypothesis we test is the long-term cumulative returns for the sector models outperform the market (S&P 500).
Kathleen E. Beer, Aidan W. Bevard, Meredith N. Daly, John Mackey Lamason
JFK airport Freight Handling business has declined significantly over the last several decades. This project researches several of the problems identified at JFK and specifically inbound and outbound Trucking delays and inefficiencies.
August Thomas Huber, Monica Marie Nuttle, Kevin Joseph O'Boyle, Jacob Daniel Selong
Outline and construct a world class online knowledge management infrastructure that will enable the company to grow exponentially in the future. This system is expected to document and categorize work for previous clients that can be easily found for knowledge sharing, training purposes, and aiding clients.The first goal of the project is to create a safe and secure system that will store data files for the entire company. This repository will need to give appropriate access to appropriate people within the organization as well as any clients who need certain information. Currently, Kairos does not have an infrastructure that allows them to do this so it is our job to create a strong framework that can easily be expanded in the future. With this, Kairos will have the ability to rely on and learn from past research instead of having to start fresh. Along with that, due to Kairos’ largest client being the U.S. Government, they are subject to audit at any time. This repository will allow them to easily pull documents that are needed to be successfully audited. Also, we will need to include a way that specific projects can be broken down into their components so that navigation through the repository will be more simple for both workers and clients. Due to the work that Kairos does and who they do it for, security is a key component of this repository as clients or team members will only be granted access to certain areas. It is important for our group to meet with Kairos Research’s management team in order to appropriately tailor the repository to aid them in working with the repository and ensuring it possesses the capabilities the team requires. Lastly, Kairos has requested that we include some form of order to their repository. The repository should include some form of search and find characteristics so that documents and projects can be found easily within the organization and for their clients. One potential idea is that each project will have some form of unique code that can be used to search the repository and find projects easily with security.
Elizabeth Rose Anderson, George E. Faulkes, John C. Francy, Hannah Jane Fredrickson
The goal of this project is to recommenda new web-based analytics platform for theKettering City School System’s student achievement data. Data collected about students includesdemographics, attendance, assessment performance, and grades. The school district’s currentservice, Scantron, is a data warehouse that requires a high level of technical skill to access andmanipulate data. The district has tried hosting formal training sessions with teachers but has foundthat it has not increased utilization of the system. The amount of training required to successfullyoperate the current system is far more than teachers have time for. The school is hoping to find asystem that can interface with PowerSchool, their current learning management platform. Thissystem would be a comprehensive solution enabling teachers to access all the desired informationabout a student with one login. The system should be simple to use and be able to generate studentperformance reports quickly. There is no strict budget as Kettering City Schools’ main priority is toequip teachers with the critical data they need to help students grow. The school system is planningto implement this system for the 2022-2023 school year.
Multifactor Portfolio Weighting Models for the Consumer Discretionary Sector: An Empirical Analysis of Portfolio Returns, 2009-2021
Daniel Collins Montgomery, Paul Baraka Waweru
Discretionary Sector with consumer spending the "state " economic variable and revenue per shareand gross operating profit per share the principal factor loadings. We test the hypothesis that our portfolio weighting models outperform the market over the period 2009-2021.
Multifactor Portfolio Weighting Models for the Health Care Sector: An Empirical Analysis of Portfolio Returns, 2009-2021
Patrick James Burns, Alec W. Gizzie, Julia Catharine Reinker
We construct portfolio weighting models for the S&P 500 Health Care sector with consumer spending the "state" economic variable and revenue per share and gross operating profits per share the principal loading factors. We test the hypothesis that our portfolio weighting models outperform the market over the period 2009-2021.
Warith Ali Nasser Mohammed Al Wardi, Andrew Rowland Brucken, Mary L. Burrows, Marc Craine Daly
This project researches the opportunities to improve efficiency and reduce costs associated with product logistics
Samuel Bowman Harris, Khalis E. Hicks, Daniel Honquest, Megan Marie Moore
This project will create a "Tool Kit" of software tools/templates/processes within the MIS Teams software system to aid in the management of company projects. This tool is intended to help non project management professionals who are occasionally asked to manage a project within their own work area or department. This tool in not attended for larger projects which are best managed by the companies EPO (Enterprise Project Office).
Jeffrey Thomas Donahue, Claire Rose Esslinger, Robert Henry Magoto, Anderson Robert Ryan
This project researches the various processes for improving the efficiencies of bringing materials and piece parts to the production assembly operation. These include direct material flow vs. pre-kitting of various materials/parts before production assembly.
Matthew Gerard Hackl, Trent Kingan, Evan S. Parker, Grace E. Yingling
Research into opportunities to improve product shipping and scheduling
Grant Alexander Dyer, Justin Gleason, Kyle Michael Harper, Mary E. Krooner
Roberson Law is in need of a new program that offers a variety of different features. These features include scheduling, messaging, appointment reminders and the ability to have all these aspects on your phone in a cell phone application. Currently, they use a system called Phoneslips to manage these aspects of their business. Roberson Law feels that this current system does not meet their needs anymore as they have grown their business tremendously. Our objective is to implement a new system that meets their needs of scheduling, messaging, reminders, and phone accessibility by April of 2022. Roberson Law would like to have an idea of what the solution will be by January of 2022 in the hopes that all their data will be able to transfer over to the new system.
Brandon W. Bagley, Jeffrey Allen Banis, Caroline Lourdes Bechert, Alec Jon Biedenharn
Historical sales analysis and data visualization to identify potential cross service line sales and growth opportunities
Claire Julia Rubadue, Justin George Supsura, Connor Joseph Williams, Michael Christian Zlotnik
Big Brothers Big Sisters of Butler County seeks to create one-on-one mentoring relationships between their volunteers and youth. Hailed as the oldest, largest, and most successful mentoring organization in the United States, Big Brothers Big Sisters can attribute most of their success to the personable relationships they maintain with everyone involved in the matchmaking process and data-driven philosophy.Despite their success, problems have persisted. While developing the relationship between volunteers and the youth is what BBBS does best, the arduous and slow matchmaking process is what is holding them back the most. All the blame cannot fall on BBBS, there is also a lack of cooperation from the families involved. The process begins with an introductory meeting between an employee, parent, and child, but “no-shows” are a huge problem. After the meeting, they must fill out an application on Matchforce (platform built on Salesforce) along with many legal documents. This management system isn’t being used to its full potential because it must be completed thoroughly (meaning you can’t move on to the next page of the application of any information is missing) and more training, post implementation, would’ve been beneficial.Our role in this project is to assist Big Brothers Big Sisters in reducing the time it takes to match the children with volunteers.
Francisco X. Campos, Camille Rhiann Lubic, Ryan W. McEvily
In this study, we take 3 Wilshire Growth ETFs and 3 Wilshire Value ETFs and measure their performance over 3 periods of time: 2009-2019, 2009-2020, 2009-2021. We control for size by sorting the ETFs into large-cap, mid-cap and small-cap stocks. We also classify the ETFs by price weighted ETFs and market value weighted ETFs. We test two hypotheses: (1) Value outperforms growth and small cap stocks outperformlarge cap stocks. Finally, we examine the impact of Covid-19 and the anticipated rise in the Federal Funds Rate on ETF performance.