Profitability Analysis of Global ETF Funds Depending on Investment Strategy and Investment Approaches

Student: Petenev Aleksandr

Faculty: Faculty of World Economy and International Affairs

Educational Programme: World Economy (Bachelor)

Year of Graduation: 2019

The study is devoted to evaluation of various strategies used for building ETF portfolios. The research aims to identify strategies that contribute to creating added value for investors in the long term in comparison with the entire stock market. The main factor models were tested for the purpose of achieving these goals. In the first Chapter we analyzed the research and theoretical justifications that determine importance and relevance of the factor analysis method. In the second Chapter we defined various strategies used to create ETFs, as well as the methodology for returns valuation. In the third Chapter we presented results of this study and their interpretation. In the end, we draw conclusions about the role of factors in choosing an investment strategy and their impact on creating added value for the investor.

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