Stander Symposium abstract book - University of Dayton

11:00 AM to 12:30 PM
SCHOOL OF BUSINESS ADMINISTRATION
S&P Valuation Modeling: An Empirical Analysis 1999-2011
Presenter(s): Matthew J Buse
Advisor(s): Robert D Dean
Economics and Finance - Course Project, 11_FA_FIN_498_P1
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.
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