Журнал «Современная Наука»

Russian (CIS)English (United Kingdom)
 MOSCOW +7(495)-142-86-81

Value investing strategies in the Russian stock market

Ikonnikov D.   (Saint-Petersburg State University)

Value strategies that are widespread in academic and professional literature are tested in the article against the key index in the Russian stock market – MOEX Russia Index. All but one strategy tested in this paper showed annual cumulative average growth rate and risk indicators higher than those of MOEX Russia Index from 2003 to 2018. Therefore, an investor can increase profit and return to risk ratio by using the proposed strategies.

Keywords:Russian stock market, Securities, Value investing, Investing strategies, Portfolio management
 

Read the full article …

Citation link:
Ikonnikov D. Value investing strategies in the Russian stock market // Современная наука: актуальные проблемы теории и практики. Серия: ЭКОНОМИКА и ПРАВО. -2018. -№09. -С. 51-55
LEGAL INFORMATION:
Reproduction of materials is permitted only for non-commercial purposes with reference to the original publication. Protected by the laws of the Russian Federation. Any violations of the law are prosecuted.
© ООО "Научные технологии"