Gotowe bibliografie tematyczne / Stock valuation

Gotowa bibliografia na temat „Stock valuation”

Autor: Grafiati
Data publikacji: 4 czerwca 2021
Data aktualizacji: 10 lutego 2022

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Artykuły w czasopismach na temat "Stock valuation"

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Ivanovski, Zoran, Zoran Narasanov i Nadica Ivanovska. "Performance Evaluation of Stocks’ Valuation Models at MSE". Economic and Regional Studies / Studia Ekonomiczne i Regionalne 11, nr 2 (1.06.2018): 7–23. http://dx.doi.org/10.2478/ers-2018-0011.

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Abstract Subject and purpose of work: The main task of this paper is to examine the proximity of valuations generated by different valuation models to stock prices in order to investigate their reliability at Macedonian Stock Exchange (MSE) and to present alternative “scenario” methodology for discounted free cash flow to firm valuation. Materials and methods: By using publicly available data from MSE we are calculating stock prices with three stock valuation models: Discounted Free Cash Flow, Dividend Discount and Relative Valuation. Results: The evaluation of performance of three stock valuation models at the MSE identified that model of Price Multiplies (P/E and other profitability ratios) offer reliable stock values determination and lower level of price errors compared with the average stocks market prices. Conclusions: The Discounted Free Cash Flow (DCF) model provides values close to average market prices, while Dividend Discount (DDM) valuation model generally mispriced stocks at MSE. We suggest the use of DCF model combined with relative valuation models for accurate stocks’ values calculation at MSE.
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Barniv, Ran, Ole-Kristian Hope, Mark J. Myring i Wayne B. Thomas. "Do Analysts Practice What They Preach and Should Investors Listen? Effects of Recent Regulations". Accounting Review 84, nr 4 (1.07.2009): 1015–39. http://dx.doi.org/10.2308/accr.2009.84.4.1015.

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ABSTRACT: From 1994 to 1998, Bradshaw (2004) finds that analysts' stock recommendations relate negatively to residual income valuation estimates (scaled by current price) but positively to valuation heuristics based on the price-to-earnings-to-growth ratio and long-term growth. These results are surprising, especially considering that future returns relate positively to residual income valuation estimates and negatively to heuristics. Using a large sample of analysts for the 1993–2005 period, we consider whether recent regulatory reforms affect this apparent inconsistent analyst behavior. Consistent with the intent of these reforms, we find that the negative relation between analysts' stock recommendations and residual income valuations is diminishing following regulations. We also show that residual income valuations, developed using analysts' earnings forecasts, relate more positively with future returns. However, we document that stock recommendations continue to relate negatively with future returns. We conclude that recent regulations have affected analysts' outputs—forecasted earnings and stock recommendations—but investors should be aware that factors other than identifying mispriced stocks continue to influence how analysts recommend stocks.
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Florea, Delia Andreea, i Diana Iulia Opriș. "Stock Valuation Methods". CECCAR Business Review 2, nr 1 (31.01.2021): 32–38. http://dx.doi.org/10.37945/cbr.2021.01.04.

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Berry, Thomas D., i John L. Houston. "The Leverage Problem In The Valuation Of Privately Held Firms". Journal of Applied Business Research (JABR) 3, nr 1 (1.11.2011): 37. http://dx.doi.org/10.19030/jabr.v3i1.6545.

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One of the most perplexing situations that arises in financial analysis is the valuation of a firm that lacks an observable stock market price. Firms going public, spin-offs of subsidiaries, and estate or ESOP valuations of private firms are all examples where the lack of an observable stock market price complicates the valuation process.
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M. Hull, Robert, Sungkyu Kwak i Rosemary L. Walker. "SEO valuation and insider manipulation of R&D". Investment Management and Financial Innovations 13, nr 2 (14.07.2016): 267–78. http://dx.doi.org/10.21511/imfi.13(2-2).2016.01.

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We examine a sample of 674 SEOs from 1999-2010 where reduced R&D spending is significantly associated with the lowering of insider ownership proportions. With this association established, we derive an R&D manipulation variable measuring underinvestment in R&D. We add to the SEO-R&D literature by examining the relation between R&D underinvestment and common stock valuation around SEOs. In contrast to the IPO research, we do not find that underinvestment in R&D leads to greater SEO stock valuations during the offer price setting process. Like the IPO research, we find that underinvestment in R&D leads to lower stock valuations for short-run post-offering tests. In contrast to the long-run IPO results, we find a significant association between R&D manipulation and stock valuation for long-run post-offering tests where underinvestment in R&D is associated with lower stock valuations. We also find the five % owner group for SEOs is important in explaining R&D manipulation and discover that underpricing for SEOs is not related to R&D manipulation. These latter two findings are different from IPOs. In conclusion, SEOs can be quite different from IPOs when examining the association between the insider manipulation of R&D and stock valuation
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MARTIN, GERALD R., i E. HALSEY SANDFORD. "Valuation Of Preferred Stock". Business Valuation Review 10, nr 1 (marzec 1991): 33–36. http://dx.doi.org/10.5791/0882-2875-10.1.33.

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Lilly, Martha Sadler. "Valuation Of Closely Held Stock". Journal of Applied Business Research (JABR) 6, nr 3 (21.10.2011): 14. http://dx.doi.org/10.19030/jabr.v6i3.6285.

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Valuation of closely held corporate stock may rest upon several methodologies: restrictive agreements, earning capacity, dividend paying capacity, book or net asset value, goodwill and other intangible assets, as well as minority and controlling interests. Rev. Rul. 59-60 provides guidelines for valuation in the event of few or no market quotations and no restrictive agreements. Various cases have focused on critical factors in the valuation process with little guidance from the courts as to weight or value of such factors.
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Tlemsani, Issam, Fai Albadeen, Ghada Althaaly, Maha Aljughaiman i Hala Bubshait. "Tadawul and Dubai Financial Market - A Comparative Study". Journal of Business Administration Research 9, nr 2 (4.11.2020): 45. http://dx.doi.org/10.5430/jbar.v9n2p45.

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This research is intended to identify the fundamentals of stock valuation and utilize them in the macro analysis and micro valuation of two major stock exchanges ‘Tadawul’ and ‘Dubai Financial Market’. These stock exchanges are compared in terms of their strengths and weaknesses according to significant economic indicators, alongside essential stock market determinants, all the while highlighting relevant relationships among them. Upon assessment, GDP has a strong influence on the valuation of the market and KSA’s GDP growth in the last two years has been slightly higher than UAE’s growth, affecting projected GDP growth rates. Tadawul performed better than DFM in P/E ratio indicating a higher willingness to invest in the Saudi stock exchange as well as a higher return expectation. DFM’s stocks are highly undervalued. It can be concluded that both stock exchanges are strong and competitive respectfully, and their potential for growth depends on the economic market that they originate from.
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Sackley, William H. "Dividends, Stock Repurchases, and Valuation". CFA Digest 36, nr 3 (sierpień 2006): 80–81. http://dx.doi.org/10.2469/dig.v36.n3.4239.

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Realdon, Marco. "Revisiting cumulative preferred stock valuation". Finance Research Letters 3, nr 1 (marzec 2006): 2–13. http://dx.doi.org/10.1016/j.frl.2006.01.002.

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Rozprawy doktorskie na temat "Stock valuation"

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Stansfield, John J. "The valuation of executive stock options that incorporate reset provisions /". free to MU campus, to others for purchase, 1996. http://wwwlib.umi.com/cr/mo/fullcit?p9717181.

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Jarkasy, Samer. "Valuation bias in the stock market". Thesis, City, University of London, 2005. http://openaccess.city.ac.uk/18931/.

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In our first study (Chapter 3) we investigate valuation bias in the UK. stock market by examining the valuation of new stocks relative to survivor stocks as new stocks have relatively higher valuations with the valuation gap increases in: bullish markets and vice versa. The value explanatory model and individual fundamental factor tests developed provide evidence of a negative significant relation between age and value. This does not seem to be backed by any known economic rationale given that new stocks showed lower profitability levels, no concrete evidence of materialised higher growth or lower risk which is inconsistent with their relatively higher valuations indicating that valuation bias could well be present. The evidence in the first study does not imply that valuation of survivor stocks is rational or otherwise. Hence, in our second study (Chapter 4), we seek evidence on valuation bias at the stock market aggregate level where the occurrence of major divergences between stock prices on one side and economic growth and equity invested capital on the other, followed by subsequent price falls (corrections) is evident. The evidence obtained shows: (a) low earnings yields using theoretical and empirical models under plausible scenarios, (b) no changes in corporate profitability pattern that could explain stock price levels, (c) a cyclical gap between implied growth and economic growth, (d) that implied growth was almost always higher than both economic and earnings realised growth, and finally (e) the implied average equity risk premium compared with the evidence in the literature and the market unbiased expected return appears to underestimate risk revealing a paradox of high return expectations driving prices up implying lower equity risk premium. The evidence on balance, suggests that stock price levels in the UK. during 1989-2002 cannot be explained by fundamentals and the idea of temporary mispricing is not supported by strong evidence leaving the door open to argue the presence of overvaluation on average during 1989-2002. One of the implications of valuation bias and stock age is that investors are relatively more limited in exaggerating the potential of survivor stocks because of the better investment knowledge available about them compared to new stocks. Thus, in our third study (Chapter 5), we seek evidence for the role of 'investment knowledge' in 'stock price rationalisation' from property investment stocks exploiting the special investment characteristics of their underlying assets and operations. We establish the presence of a significant and enduring market discount to the underlying value for property investment stocks. We test the hypothesis that property investment stocks discount is a reflection of investment knowledge-based rationality that limits valuation bias for these stocks. In testing the hypothesis, we establish knowledge-based rational explanations for property stocks market valuation or discount. The evidence from return differential, operating expenses, capital gains risk, leverage risk, and the stability of property stock prices, unlike the overall stocks market, relative to the economy and the underlying value leads towards not rejecting the null hypothesis.
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Khalid, Al-abdulqader. "Share valuation and stock market efficiency in the Saudi stock market". Thesis, University of Dundee, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.561297.

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Yan, Xiaojuan. "Stock market valuation of corporate social responsibility indicators". Thesis, University of Exeter, 2012. http://hdl.handle.net/10036/3594.

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Renneboog et al (2008) argue that it remains to be seen whether corporate social responsibility (CSR) can be priced. In light of this, this thesis tests the performance and market valuation of CSR indicators by using a comprehensive set of KLD indicators. Chapter Three of this thesis examines the effect of CSR on financial performance by incorporating CSR into the investment process. As no clear break point is found for the normalised KLD score, the net KLD score is used as an alternative portfolio metric. In addition, most KLD indicators are found to have insignificant alphas for the high-scoring, low-scoring, and long-short portfolios—meaning that investors do not earn abnormal returns through a long-short strategy. Moreover, insignificant alphas are recorded for most of the indicators under the best-in-class approach—meaning that the application of industry classification does not affect results. Finally, both the conditional Ferson and Schadt (1996) model and conditional three-factor model are used as robustness checks, with most indicators having insignificant alphas for these conditional models. As such, the results imply that there is neither outperformance nor underperformance when using portfolios formed with CSR scores; however, there are significant differences in factor loadings between high-scoring and low-scoring CSR portfolios. Chapter Four uses a framework consistent with the Peasnell (1982) and Ohlson (1995) model to examine whether CSR is reflected in share prices. The CSR indicator is treated as the “other information” variable, and the association between CSR and market price is estimated by controlling for book value of equity, net income and dividends. Although the market is found to value different KLD indicators differently, most of the indicators are found to have positive impact on market value (except for corporate governance and human rights). R&D and advertising expenditure are both added to the valuation model for robustness checking purposes. Some of the CSR indicators—and especially for the case of environment—are not valued during the earlier stages, but become increasingly valued over time. The ten industries are also found to have varying effects on market valuation. In summary, high-scoring CSR firms display higher valuations than low-scoring CSR firms, and thus it can be concluded that a socially responsible agenda does not conflict with maximising shareholder value. Since most of the CSR indicators in Chapter Four lead to positive market price valuations, Chapter Five aims to disaggregate the value effect into the separate components of ROE ratio, the implied cost of capital (ICC) and growth rate. Three different methodologies are used to test the relationship between CSR, ICC and the long-run growth rate. The relationship between CSR and growth rate is positive with all of the methodologies. However, the different methodologies return differing results for the relationship between CSR and ICC, which may be due to the different assumptions made by each approach. Furthermore, it suggests that long-run growth rate differences in general may be more important than ICC differences. Finally, most KLD indicators are found to have significantly higher P/V and ROE1 ratios for the high-scoring CSR portfolios than for the low-scoring CSR portfolios.
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Arana, Barbier Pablo José. "Stock valuation through long-term financial multiples analysis". Doctoral thesis, Pontificia Universidad Católica del Perú, 2020. http://hdl.handle.net/20.500.12404/16119.

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There is still a debate regarding which valuation multiples can estimate the price of a stock. Nevertheless, previous findings have not been considered in recent research, specifically geographic and company size delimitations, particularly for an emerging country. That leaves the valuation based on multiples still in an “exploratory” phase that targets multiples randomly. Besides, statistical validations have been left aside in several cases, and there is a lack of longterm valuation analysis that leads to understand the behavior of those multiples. The purpose of this investigation is to determine how strongly do the main valuation multiples explain the price of the stock in an emerging country such as Peru, through a panel data multiple linear regression, using two models: one composed by the most preferred valuation multiples among the literature, and the other one composed by those used by investigations in emerging countries. Also, a set of specific delimitations based on the literature are considered. The study has a quantitative approach, an explanatory scope, a longitudinal design and is non-experimental. The research is significant because its main findings: (a) the model composed by valuation multiples from emerging countries’ studies proves to be considerably stronger, (b) it can be reduced to a very short but statistically solvent model, and (c) a novel dummy variable is proposed and validated: the commodity-related business. The study will promote further debate and research regarding stock valuation in emerging versus developed countries.
Aún existe un debate respecto a qué múltiplos de valorización pueden estimar el precio de las acciones. Sin embargo, los hallazgos previos no han sido considerados en recientes investigaciones, específicamente delimitaciones geográficas y de tamaño de empresa, particularmente para países emergentes. Ello deja a la valorización de acciones basada en múltiplos en una fase “exploratoria” que apunta a múltiplos de valorización aleatoria. Además, hay validaciones estadísticas que han sido dejadas de lado en muchos casos, y faltan análisis de valorización de acciones a largo plazo que lleven a la comprensión del comportamiento de dichos múltiplos. El propósito de esta investigación es determinar qué tan fuertemente los principals múltiplos de valorización explican el precio de las acciones en un mercado emergente como Perú, a través de una regresión lineal múltiple de tipo panel data, utilizando dos modelos: uno compuesto por los múltiplos de valorización preferidos por la literatura, y el otro compuesto por aquellos utilizados en investigaciones en países emergentes. Además, un conjunto de delimitaciones específicas basadas en la literatura fueron consideradas. El estudio tiene un alcance cuantitativo, un enfoque explicativo, un diseño longitudinal y es no experimental. La investigación es significativa por sus principales hallazgos: (a) el modelo compuesto por los múltiplos de valorización de estudios de países emergentes probó ser considerablemente más fuerte, (b) el modelo puede ser reducido a uno muy corto pero estadísticamente solvente, y (c) una nueva variable dummy es propuesta y validada: empresas vinculadas a commodities. El estudio promoverá mayor debate e investigación respecto a la valorización de acciones en países emergentes versus países desarrollados.
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VISSER, FERNANDO GERVASIO BASTOS. "VALUATION OF EMPLOYEE STOCK OPTIONS WITH STOCHASTIC EXERCISE PRICES". PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2009. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=15356@1.

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As employee stock options (ESOs) podem ser consideradas um dos instrumentos de remuneração e retenção mais importantes do mundo corporativo. Contudo, a crise financeira internacional desencadeada em 2008 despertou a atenção da sociedade para antigas práticas das empresas. Em particular a discussão a respeito dos pacotes de remuneração dos executivos tem ganhado cada vez mais importância. Enquanto muitos defendem que as ESOs forneceram incentivos à tomada irresponsável de decisões por parte dos executivos das grandes corporações, o presente trabalho tomou a crise mundial como motivador para apresentar uma modalidade de opção ainda pouco utilizada: a ESO com preço de exercício atrelado a um índice. Ainda que seu valor seja menor que o de uma opção tradicional, seu desenho fornece incentivos mais poderosos à tomada de decisões que visem à maximização de valor para o acionista. Neste sentido, ESOs indexadas figuram como uma interessante possibilidade na resolução do problema entre principal e agente, neste caso representado pelos acionistas e executivos, respectivamente. O presente trabalho apresenta e desenvolve modelos de apreçamento para ESOs indexadas em linha com as diretrizes gerais definidas pelos padrões contábeis nacionais e internacionais, tais como a política de exercício antecipado e o cancelamento de opções. O objetivo é, portanto servir como motivador para a utilização de modelos de apreçamento mais precisos por parte das empresas.
Employee stock options (ESOs) can be considered one of the most important compensation and retention instruments of the corporate world. The credit crunch crisis of 2008, though, has drawn society’s attention towards certain practices of corporations. In particular, the debate over the compensation packages granted to executives has gained importance. While many stand that ESOs have given incentives to the irresponsible decisions made by large corporation executives, this dissertation takes the economic crisis as a motivator and presents an option that is still barely used: an ESO with an exercise price that follows an index. Even though the value of an indexed ESO is less than the value obtained by a traditional option, its design provides stronger incentives to decisions that maximize shareholder value. In this sense, indexed ESOs appear as an interesting alternative in solving the principal-agent problem, in this case represented by shareholders and executives, respectively. This dissertation presents and develops option pricing models for indexed ESOs that are acceptable under the general guidelines defined by national and international accounting standards; such as premature exercise and option forfeiture. The objective is therefore to motivate corporations in the adoption of more adequate pricing models.
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Patel, Kavir. "Employee Stock Option Valuation with Earnings-Based Vesting Condition". Master's thesis, University of Cape Town, 2018. http://hdl.handle.net/11427/29471.

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The valuation of employee stock options has become a key requirement due to the rapid growth in the use of these options as a means of employee compensation. IFRS 2 Share-based Payment stipulates that these instruments must be valued and expensed on the date the awards are issued. This dissertation aims to value an employee stock option, in a case where both the equity and vesting (performance) condition are based on a reported earnings process. The equity dependency on earnings stems from the fact that we are primarily concerned with the valuation of employee stock options that are issued by a private firm. We implement a capital structure framework provided by Goldstein, Ju and Leland (2001). In this framework, equity and debt are derived from an underlying EBIT process that is governed by a geometric Brownian motion. The model also accounts for taxation and bankruptcy. The research aim is addressed by incorporating the capital structure model into our employee stock option pricing framework.
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Dong, Ming. "A general model of stock valuation : theory and applications". The Ohio State University, 2000. http://rave.ohiolink.edu/etdc/view?acc_num=osu1272983840.

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Svensson, Hanna. "An adjusted Fed-model for valuation of emerging stock markets". Thesis, Stockholm University, School of Business, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-6104.

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This paper examines the possible relationship the earnings yield and long term government bond yield for a number of emerging markets. An adjusted Fed-model is used to judge whether stock prices are too high, too low or at their fair value. The paper examines the relationship between return, earnings yield and long term government bond yield as proposed by the adjusted Fedmodel. The difference between the earnings yield and real bond yield is a shorthand measure for expected returns and I examine the predictive power of this measure by regression analysis. The results show that, when it comes to forecasting returns, the model fails.

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Wheelock, Kevin R. "An analysis of a Navy Stock Fund inventory valuation model". Thesis, Monterey, California. Naval Postgraduate School, 1991. http://hdl.handle.net/10945/26869.

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Approved for public release; distribution is unlimited
The Comptroller General requires federal agencies to determine inventory values in accordance with the lower of cost or market accounting principle. The Naval Supply Systems Command (NAVSUP) is proposing for inclusion into the Department of Defense Stock Fund Regulations a model that determines the value of stock fund inventories in accordance with the Comptroller General's accounting policy. This research makes two recommendations that are intended to improve the proposed NAVSUP model's degree of compliance with the lower of cost or market accounting principle and to approximate the cost of the inventory more accurately. These two recommendations are incorporated into a second model. Using sensitivity analysis techniques, this research examined the differences in final inventory values produced by the two models under varying conditions and assumptions. It was found that under certain conditions the differences in final inventory values could be material
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Książki na temat "Stock valuation"

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Hoover, Scott. Stock Valuation. New York: McGraw-Hill, 2006.

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Pástor, Lubos̆. Stock valuation and learning about profitability. Cambridge, MA: National Bureau of Economic Research, 2002.

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Great Britain. Board of Inland Revenue. Farming: Stock valuation for income tax purposes. [London]: Inland Revenue, 1990.

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Stock valuation: A practical guide to Wall Street's most popular valuation models. New York: McGraw-Hill, 2005.

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1949-, Dodd Peter, i Kimpton Mary Hamilton, red. The stock market: Theories and evidence. Wyd. 2. Homewood, Ill: Dow Jones-Irwin, 1985.

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Lorie, James Hirsch. The stock market: Theories and evidence. Wyd. 2. Homewood, Ill: R.D. Irwin, 1985.

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Lorie, James. The stock market: Theories and evidence. Wyd. 2. Homewood, Ill: R.D. Irwin, 1985.

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Lorie, James Hirsch. The stock market: Theories and evidence. Wyd. 2. Homewood, Ill: R.D. Irwin, 1985.

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Tech stock valuation: Investor psychology and economic analysis. San Diego, CA: Academic Press, 2003.

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McGrattan, Ellen R. Is the stock market overvalued? Cambridge, MA: National Bureau of Economic Research, 2001.

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Części książek na temat "Stock valuation"

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Stevens, P. "Stock Valuation". W Work Out Principles of Accounts for First Examinations, 157–64. London: Macmillan Education UK, 1986. http://dx.doi.org/10.1007/978-1-349-18141-4_20.

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Stevens, P. "Stock Valuation". W Work Out Accounting GCSE, 163–70. London: Macmillan Education UK, 1987. http://dx.doi.org/10.1007/978-1-349-09460-8_20.

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Stevens, P., i B. Kriefman. "Valuation of Stock". W Work Out Accounting A-Level, 121–30. London: Macmillan Education UK, 1991. http://dx.doi.org/10.1007/978-1-349-12640-8_13.

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Stevens, P., i B. Kriefman. "Valuation of Stock". W Work Out Accounting A Level, 132–42. London: Macmillan Education UK, 1995. http://dx.doi.org/10.1007/978-1-349-13781-7_13.

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Stevens, P., i B. Kriefman. "Valuation of Stock". W Work Out Accounting ‘A’ Level, 121–30. London: Macmillan Education UK, 1988. http://dx.doi.org/10.1007/978-1-349-09807-1_13.

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Islam, Sardar M. N., i Sethapong Watanapalachaikul. "Stock Valuation Models". W Contributions to Economics, 65–89. Heidelberg: Physica-Verlag HD, 2005. http://dx.doi.org/10.1007/978-3-7908-2666-1_5.

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Wolff, Florian Cornelis. "Utility-based stock-option valuation". W Employee Stock Option Compensation, 79–144. Wiesbaden: Deutscher Universitätsverlag, 2004. http://dx.doi.org/10.1007/978-3-322-81849-2_4.

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Zavanelli, Max. "GRAPES: A Theory of Stock Prices". W The Valuation Handbook, 367–85. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118268179.ch14.

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Wolff, Florian Cornelis. "Review of risk-neutral valuation models". W Employee Stock Option Compensation, 53–77. Wiesbaden: Deutscher Universitätsverlag, 2004. http://dx.doi.org/10.1007/978-3-322-81849-2_3.

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Rutterford, Janette, i Marcus Davison. "Equities: analysis and valuation". W An Introduction to Stock Exchange Investment, 152–93. London: Macmillan Education UK, 2007. http://dx.doi.org/10.1007/978-0-230-21350-0_5.

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Streszczenia konferencji na temat "Stock valuation"

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Kydyraliev, Syrgak, i Anarkül Urdaletova. "Stock Valuation: Dividend Discount Models". W International Conference on Eurasian Economies. Eurasian Economists Association, 2011. http://dx.doi.org/10.36880/c02.00370.

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One of the most widespread problems on a securities market is the problem of definition of an estimated stock value. It is necessary to note, that the stock price as well as the price of any good in the market is defined as the result of supply and demand interaction. Our task is to offer the mechanism, which allows making decision on purchase or sale. For this purpose the method of asset estimation by future cash flows will be used – i.e. we believe that the estimated value of an asset is equal to present value of the future cash flows which are provided by the asset. In our paper we will introduce methods for the valuation of stocks with arithmetic and pseudo-arithmetic growth of dividends.
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Siddiaui, Sehba Shahabuddin, i Vandana A. Patil. "Stock Market Valuation using Monte Carlo Simulation". W 2018 International Conference on Current Trends towards Converging Technologies (ICCTCT). IEEE, 2018. http://dx.doi.org/10.1109/icctct.2018.8550864.

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He, Chengying, Qinghzen Xu i Ying Liu. "A New Model between Stock Valuation Index and Volatility of Stock Price". W 2010 International Conference on Intelligent Computing and Cognitive Informatics (ICICCI). IEEE, 2010. http://dx.doi.org/10.1109/icicci.2010.122.

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"MACRO MEASUREMENT AND VALUATION OF THE BUILDING STOCK". W 17th Annual European Real Estate Society Conference: ERES Conference 2010. ERES, 2010. http://dx.doi.org/10.15396/eres2010_338.

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Chen, Dongmei, Xinru Ma i Runzhi Yan. "Stock Prices and DCF valuation – Evidence from China". W 2021 International Conference on Financial Management and Economic Transition (FMET 2021). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/aebmr.k.210917.061.

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Li, Ge, Ming Xiao i Ying Guo. "Application of Deep Learning in Stock Market Valuation Index Forecasting". W 2019 IEEE 10th International Conference on Software Engineering and Service Science (ICSESS). IEEE, 2019. http://dx.doi.org/10.1109/icsess47205.2019.9040833.

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Karta�ova, Jekaterina, i Deimant� Venclauskien�. "Valuation Of Fundamental Analysis Reliability In Stock Pricing: Theoretical Approach". W The 8th International Scientific Conference "Business and Management 2014". Vilnius, Lithuania: Vilnius Gediminas Technical University Publishing House Technika, 2014. http://dx.doi.org/10.3846/bm.2014.032.

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Wang, Jun, i Jiguang Shao. "The Behavior of Stock Prices and Valuation by Continuum Percolation Theory". W 2008 4th International Conference on Wireless Communications, Networking and Mobile Computing (WiCOM). IEEE, 2008. http://dx.doi.org/10.1109/wicom.2008.2291.

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Hasan, Marfani, i Riko Hendrawan. "Metal and Mineral Mining Firm’s Equity Valuation in Indonesia Stock Exchange". W The 2nd International Conference on Inclusive Business in the Changing World. SCITEPRESS - Science and Technology Publications, 2019. http://dx.doi.org/10.5220/0008435106620673.

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Po-Chang Ko, Ping-Chen Lin i Chih-Shu Shih. "Stock valuation and dynamic asset allocation with genetic algorithm and cubic spline". W 2008 International Conference on Machine Learning and Cybernetics (ICMLC). IEEE, 2008. http://dx.doi.org/10.1109/icmlc.2008.4621101.

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Raporty organizacyjne na temat "Stock valuation"

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Pastor, Lubos, i Pietro Veronesi. Stock Valuation and Learning about Profitability. Cambridge, MA: National Bureau of Economic Research, czerwiec 2002. http://dx.doi.org/10.3386/w8991.

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van Binsbergen, Jules. Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility. Cambridge, MA: National Bureau of Economic Research, czerwiec 2020. http://dx.doi.org/10.3386/w27367.

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Chan, Louis K. C., Josef Lakonishok i Theodore Sougiannis. The Stock Market Valuation of Research and Development Expenditures. Cambridge, MA: National Bureau of Economic Research, lipiec 1999. http://dx.doi.org/10.3386/w7223.

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Campbell, John, i Robert Shiller. Valuation Ratios and the Long-Run Stock Market Outlook: An Update. Cambridge, MA: National Bureau of Economic Research, kwiecień 2001. http://dx.doi.org/10.3386/w8221.

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Cockburn, Iain, i Zvi Griliches. Industry Effects and Appropriability Measures in the Stock Markets Valuation of R&D and Patents. Cambridge, MA: National Bureau of Economic Research, grudzień 1987. http://dx.doi.org/10.3386/w2465.

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Research Department - Central Bank - General - Miscellaneous Committees - Rural Credits Department Fund - File 1 - Valuation and Control of Rural Stocks - 20/2/1957. Reserve Bank of Australia, wrzesień 2021. http://dx.doi.org/10.47688/rba_archives_2006/16811.

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Financial Stability Report - September 2015. Banco de la República, sierpień 2021. http://dx.doi.org/10.32468/rept-estab-fin.sem2.eng-2015.

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From this edition, the Financial Stability Report will have fewer pages with some changes in its structure. The purpose of this change is to present the most relevant facts of the financial system and their implications on the financial stability. This allows displaying the analysis more concisely and clearly, as it will focus on describing the evolution of the variables that have the greatest impact on the performance of the financial system, for estimating then the effect of a possible materialization of these risks on the financial health of the institutions. The changing dynamics of the risks faced by the financial system implies that the content of the Report adopts this new structure; therefore, some analyses and series that were regularly included will not necessarily be in each issue. However, the statistical annex that accompanies the publication of the Report will continue to present the series that were traditionally included, regardless of whether or not they are part of the content of the Report. In this way we expect to contribute in a more comprehensive way to the study and analysis of the stability of the Colombian financial system. Executive Summary During the first half of 2015, the main advanced economies showed a slow recovery on their growth, while emerging economies continued with their slowdown trend. Domestic demand in the United States allowed for stabilization on its average growth for the first half of the year, while other developed economies such as the United Kingdom, the euro zone, and Japan showed a more gradual recovery. On the other hand, the Chinese economy exhibited the lowest growth rate in five years, which has resulted in lower global dynamism. This has led to a fall in prices of the main export goods of some Latin American economies, especially oil, whose price has also responded to a larger global supply. The decrease in the terms of trade of the Latin American economies has had an impact on national income, domestic demand, and growth. This scenario has been reflected in increases in sovereign risk spreads, devaluations of stock indices, and depreciation of the exchange rates of most countries in the region. For Colombia, the fall in oil prices has also led to a decline in the terms of trade, resulting in pressure on the dynamics of national income. Additionally, the lower demand for exports helped to widen the current account deficit. This affected the prospects and economic growth of the country during the first half of 2015. This economic context could have an impact on the payment capacity of debtors and on the valuation of investments, affecting the soundness of the financial system. However, the results of the analysis featured in this edition of the Report show that, facing an adverse scenario, the vulnerability of the financial system in terms of solvency and liquidity is low. The analysis of the current situation of credit institutions (CI) shows that growth of the gross loan portfolio remained relatively stable, as well as the loan portfolio quality indicators, except for microcredit, which showed a decrease in these indicators. Regarding liabilities, traditional sources of funding have lost market share versus non-traditional ones (bonds, money market operations and in the interbank market), but still represent more than 70%. Moreover, the solvency indicator remained relatively stable. As for non-banking financial institutions (NBFI), the slowdown observed during the first six months of 2015 in the real annual growth of the assets total, both in the proprietary and third party position, stands out. The analysis of the main debtors of the financial system shows that indebtedness of the private corporate sector has increased in the last year, mostly driven by an increase in the debt balance with domestic and foreign financial institutions. However, the increase in this latter source of funding has been influenced by the depreciation of the Colombian peso vis-à-vis the US dollar since mid-2014. The financial indicators reflected a favorable behavior with respect to the historical average, except for the profitability indicators; although they were below the average, they have shown improvement in the last year. By economic sector, it is noted that the firms focused on farming, mining and transportation activities recorded the highest levels of risk perception by credit institutions, and the largest increases in default levels with respect to those observed in December 2014. Meanwhile, households have shown an increase in the financial burden, mainly due to growth in the consumer loan portfolio, in which the modalities of credit card, payroll deductible loan, revolving and vehicle loan are those that have reported greater increases in risk indicators. On the side of investments that could be affected by the devaluation in the portfolio of credit institutions and non-banking financial institutions (NBFI), the largest share of public debt securities, variable-yield securities and domestic private debt securities is highlighted. The value of these portfolios fell between February and August 2015, driven by the devaluation in the market of these investments throughout the year. Furthermore, the analysis of the liquidity risk indicator (LRI) shows that all intermediaries showed adequate levels and exhibit a stable behavior. Likewise, the fragility analysis of the financial system associated with the increase in the use of non-traditional funding sources does not evidence a greater exposure to liquidity risk. Stress tests assess the impact of the possible joint materialization of credit and market risks, and reveal that neither the aggregate solvency indicator, nor the liquidity risk indicator (LRI) of the system would be below the established legal limits. The entities that result more individually affected have a low share in the total assets of the credit institutions; therefore, a risk to the financial system as a whole is not observed. José Darío Uribe Governor
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