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Gladiator Hedge Fund

From billerickson, 5 months ago

For our Finance 421 class we developed a hedge fund managing $30M more

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Slideshow transcript

Slide 1: The Real American Gladiators Miguel Abugattas • Kathryn DeStena • Bill Erickson • Catherine Garza Kathryn Keith • Jeffrey Nelson • Jordan Scribner • Regan Spence

Slide 2: Strategy • FCF/EV • ROIC • Reversal Factor • Market Cap • Long-Short

Slide 3: Research Joel Greenblatt • FCF/EV • ROIC

Slide 4: Research Average Monthly Reversal Returns by Decile 3.00% 2.25% 1.50% 0.75% 0% 1 2 3 4 5 6 7 8 9 10

Slide 5: $1 $10 $100 $1000 Jan-83 Jan-84 Jan-85 Jan-86 Jan-87 Jan-88 Jan-89 Jan-90 Jan-91 Jan-92 Jan-93 Jan-94 Jan-95 Jan-96 Jan-97 Jan-98 Jan-99 Jan-00 Research Jan-01