| Abstract [eng] |
Master thesis researches the value investment strategy applying the F-score model. First part analysis value investment features and principals. Investigating main indicators in the search of value shares. In the second part the F-score model is described in depth. This model is formed by the main coefficient – book-to-market ratio, which defines the companies for further consideration. Further the companies are evaluated applying the fundamental nine analytical criteria. F-score model in theory should show shares worth investing. To evaluate the F-score model on NASDAQ OMX Baltic, there was an empirical research carried out. Thus third part include description of NASDAQ OMX Baltic environment to apply the F-score model. Fourth part – the methodical explanations and research results presentation of the empirical research. As the research showed, the F-score model can be successfully applied to NASDAQ OMX Baltic. Despite F-score model successful application not all the strategies work. Low score investment strategy show the opposite results. Structure: introduction, four main parts, conclusions and suggestions, references. Thesis consist of: 59 p. text without appendixes, 8 pictures, 7 tables, 40 bibliographical entries. Appendixes included. |
