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Pairs trade strategy: costco vs walmart. A fundamental analysis
| Nome: | Descrição: | Tamanho: | Formato: | |
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| 1.65 MB | Adobe PDF |
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Resumo(s)
The proposed investment strategy is intended for academic purposes only. The project focuses on assessing the effectiveness
of a Pairs Trade strategy, involving the construction of a long-short portfolio by recommending a long position in one company and a
short position in another. Success hinges on identifying undervaluation and overvaluation within the selected companies. The study employs Costco and Walmart as case studies, analyzing historical returns, conducting a comprehensive financial analysis, and employing various evaluation methods. The conclusion advocates adopting a long position on Costco and a short position on Walmart based on the findings.
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Financial statement analysis Valuation Discounted cash flow KPIs Comparable company analysis Precedent transaction analysi Simulation analysis Backtesting