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The performance of an optimised blend of quality metrics against the JSE Allshare index
Dissertation (MBA)--University of Pretoria, 2023
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
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University of Pretoria
2024
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| _version_ | 1867613503915819008 |
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| access_status_str | Open Access |
| author | Parker, Nonduduzo |
| author2 | Muller, Chris |
| author_browse | Muller, Chris Parker, Nonduduzo |
| author_facet | Muller, Chris Parker, Nonduduzo |
| author_sort | Parker, Nonduduzo |
| collection | Thesis |
| dc_rights_str_mv | © 2023 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. |
| description | Dissertation (MBA)--University of Pretoria, 2023 |
| format | Thesis |
| id | oai:repository.up.ac.za:2263/95895 |
| institution | University of Pretoria (South Africa) |
| language | English |
| last_indexed | 2026-06-10T12:37:11.641Z |
| license_str | Other — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UPSpace — University of Pretoria Institutional Repository |
| publishDate | 2024 |
| publishDateRange | 2024 |
| publishDateSort | 2024 |
| publisher | University of Pretoria |
| publisherStr | University of Pretoria |
| record_format | dspace |
| source_str | UPSpace — University of Pretoria Institutional Repository |
| spelling | oai:repository.up.ac.za:2263/95895 The performance of an optimised blend of quality metrics against the JSE Allshare index Parker, Nonduduzo Muller, Chris Quality investing Portfolio times series Johannesburg Stock Exchange (JSE) Quantitative research Dissertation (MBA)--University of Pretoria, 2023 A quality investing strategy using Piotrosky’s F-score was followed to see if this investment style would produce returns in excess of the JSE All Share Index and if the returns were statistically significant. The factors were weighed based on their impact and five portfolios were created based on the level of quality. A F-score was found to significantly outperform the JSE-All Share Index. pagibs2024 2024-05-10T09:22:37Z 2024-05-10T09:22:37Z 2024-04-17 2024-04-17 Mini Dissertation * A2024 http://hdl.handle.net/2263/95895 en © 2023 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. application/pdf University of Pretoria |
| spellingShingle | Quality investing Portfolio times series Johannesburg Stock Exchange (JSE) Quantitative research Parker, Nonduduzo The performance of an optimised blend of quality metrics against the JSE Allshare index |
| title | The performance of an optimised blend of quality metrics against the JSE Allshare index |
| title_full | The performance of an optimised blend of quality metrics against the JSE Allshare index |
| title_fullStr | The performance of an optimised blend of quality metrics against the JSE Allshare index |
| title_full_unstemmed | The performance of an optimised blend of quality metrics against the JSE Allshare index |
| title_short | The performance of an optimised blend of quality metrics against the JSE Allshare index |
| title_sort | performance of an optimised blend of quality metrics against the jse allshare index |
| topic | Quality investing Portfolio times series Johannesburg Stock Exchange (JSE) Quantitative research |
| url | http://hdl.handle.net/2263/95895 |
| work_keys_str_mv | AT parkernonduduzo theperformanceofanoptimisedblendofqualitymetricsagainstthejseallshareindex AT parkernonduduzo performanceofanoptimisedblendofqualitymetricsagainstthejseallshareindex |