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| Titel: |
P/E VERSUS PEG: WHICH BETTER PREDICTS ABNORMAL RETURN? |
| Auteur: |
Gil Cohen |
| Verschenen in: |
International journal of economics and research |
| Paginering: | Jaargang I (2010) nr. 1 pagina's 38-46 |
| Jaar: |
2010 |
| Inhoud: |
In this study, we measured the relationship between the price multipliers of NASDAQ-100 stocks measured in May 2010 and abnormal returns of the same stocks during the following two months. Our aim was to examine how several well-known price multipliers, specifically trailing P/E, forward P/E and PEG, are related to abnormal return. We found that all three price multipliers failed to outperform the NASDAQ-100 index. That is, they cannot be used to shape a winning portfolio if the size of the firm is not taken into consideration. However, within a group of large market capitalization firms, relatively high forward P/E firms successfully outperformed the NASDAQ-100. |
| Uitgever: |
Sanben Agency (provided by DOAJ) |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 12 van 24 gevonden artikelen
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