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Univariate portfolio returns based on R&D

2 vues (au cours des 30 derniers jours)
Mathias Heuser
Mathias Heuser le 26 Mai 2020
Hi guys.
I am trying to look for a link between R&D/Revenue and returns, more specific, does more R&D/Revenue equal higher returns?
I am trying to make 10 portfolios, based on their amount of R&D, så the 10th portfolio has the stocks with the highest R&D and the 1st portfilio has the stocks with the lowest R&D.
Then i need to find out, how much return the portfolios has made over the period (I am using data from primo 2000 to ultimo 2019).
This is where i get stuck -- how do i incorporate the returns with the portfolios?

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