Dogs of the dow investment strategy : application to the euro stoxx 50
Other Title(s)
تطبيق استراتيجية الاستثمار “Dogs of the Dow” على المؤشر “Euro Stoxx 50”
Joint Authors
Source
Arab Journal of Administrative Sciences
Issue
Vol. 20, Issue 1 (31 Jan. 2013), pp.151-165, 15 p.
Publisher
Kuwait University Academic Publication Council
Publication Date
2013-01-31
Country of Publication
Kuwait
No. of Pages
15
Main Subjects
Economics & Business Administration
General Management
Topics
Abstract AR
يهدف هذا البحث إلى تقييم أداء تطبيق استراتيجية الاستثمار "دوغز أف ذا داو" على أداء مؤشر "يورو ستوكس 50" و ذلك بفحص أداء محفظة استثمار افتراضية.
و قد اعتمدت تلك الاستراتيجية مقارنة بالمؤشر خلال الفترة من 1991 إلى 2010 .
و يتبين من الدراسة أن أداء محفظة دوغز يتفوق على أداء "يورو ستوكس 50" في 13 سنة من السنوات العشرين.
و إذا استخدمنا قياس الأداء السنوي تبين أن محفظة دوغز و من خلال قياسها باستخدام مؤشر شارب، فإنه يزيد على "يورو ستوكس 50" بحوالي 65%.
Abstract EN
This paper evaluates the performance of the Dogs of the Dow investment strategy when applied to the Euro Stoxx 50 index.
We back test a hypothetical portfolio ("Dogs Portfolio") that applies the strategy to the index from 1991 to 2010.
The Dogs Portfolio outperforms the Euro Stoxx 50 in 13 out of the 20 years.
On an annualized basis, the Dogs Portfolio nets a rate of return greater than the index's by 6.41%.
The risk-adjusted performance of the Dogs Portfolio, measured by the Sharpe index, is greater than the Euro Stoxx 50's by approximately 65%.
American Psychological Association (APA)
Farran, Rida& Shahruz, Muhammad. 2013. Dogs of the dow investment strategy : application to the euro stoxx 50. Arab Journal of Administrative Sciences،Vol. 20, no. 1, pp.151-165.
https://search.emarefa.net/detail/BIM-644141
Modern Language Association (MLA)
Farran, Rida& Shahruz, Muhammad. Dogs of the dow investment strategy : application to the euro stoxx 50. Arab Journal of Administrative Sciences Vol. 20, no. 1 (Jan. 2013), pp.151-165.
https://search.emarefa.net/detail/BIM-644141
American Medical Association (AMA)
Farran, Rida& Shahruz, Muhammad. Dogs of the dow investment strategy : application to the euro stoxx 50. Arab Journal of Administrative Sciences. 2013. Vol. 20, no. 1, pp.151-165.
https://search.emarefa.net/detail/BIM-644141
Data Type
Journal Articles
Language
English
Notes
Includes appendix : p. 160-162
Record ID
BIM-644141
