'Capital asset pricing model' presentation slideshows

Financial Statement Analysis

Financial Statement Analysis Industry Analysis and Competitive Strategy Accounting Analysis Financial Analysis Prospective Analysis Forecasting Valuation Forecasting: Summary Forecasting involves all prior steps in the framework Comprehensive, iterative approach

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Diversification and the CAPM

Diversification and the CAPM . The relationship between risk and expected returns. Introduction . Investors are concerned with Risk Returns What determines the required compensation for risk? It will depend on The risks faced by investors The tradeoff between risk and return they face.

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Real Options and Mean-Reverting Prices

Real Options and Mean-Reverting Prices Gregory F. Robel Mathematics & Engineering Analysis July 14, 2001 gregory.f.robel@boeing.com Acknowledgements

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FINC4101 Investment Analysis

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Chapter 15

Chapter 15 COMPANY ANALYSIS AND STOCK VALUATION Chapter 15 Questions Why is it important to differentiate between company analysis and stock analysis? What is the difference between a growth company and a growth stock? When valuing an asset, what are the required inputs?

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CHAPTER 5 Risk and Rates of Return

CHAPTER 5 Risk and Rates of Return Stand-alone risk Portfolio risk Risk & return: CAPM / SML Investment returns The rate of return on an investment can be calculated as follows:

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CHAPTER 4: Risk and Return: The Basics

CHAPTER 4: Risk and Return: The Basics. Basic return concepts Basic risk concepts Stand-alone risk Portfolio (market) risk Risk and return: CAPM/SML. What are investment returns?. Investment returns measure the financial results of an investment.

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Chapter 9

Chapter 9. Capital Market Theory. Learning Objectives. Explain capital market theory and the Capital Asset Pricing Model (CAPM). Discuss the importance and composition of the market portfolio.

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The Effects of Mergers

The Effects of Mergers. Burcin Yurtoglu University of Vienna Department of Economics. Three sets of consequences of mergers. They can affect the performance of the merging firms such as Profits, growth rates, markets shares, productivity, ...

635 views • 33 slides

Finance Theories, Case Analysis, and Valuation

Finance Theories, Case Analysis, and Valuation. January 12, 2006. FBE 532 Objectives. Analyze and communicate implications of financial theory using cases Understand finance careers and functions Refine and expand specific financial analytical skills Responsibility for learning is with you

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Lecture 5: Portfolio Diversification and Supporting Financial Institutions

Lecture 5: Portfolio Diversification and Supporting Financial Institutions. Portfolio Diversification. All that should matter to an investor is the performance of the entire portfolio. Mean and variance of portfolio matter

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T14.1 Chapter Outline

CLICK MOUSE OR HIT SPACEBAR TO ADVANCE. T14.1 Chapter Outline. Chapter 14 Cost of Capital Chapter Organization 14.1 The Cost of Capital: Some Preliminaries 14.2 The Cost of Equity 14.3 The Costs of Debt and Preferred Stock 14.4 The Weighted Average Cost of Capital

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Fundamental Economic Concepts

Fundamental Economic Concepts. Chapter 2 Total, Average, and Marginal Finding the Optimum Point Present Value, Discounting & NPV Risk and Uncertainty Risk-Return & Probability Standard Deviation & Coefficient of Variation Expected Utility & Risk-Adjusted Discount Rates Use of a z-value.

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MPR Price Risk Presentation

MPR Price Risk Presentation. March 27, 2008 2008 MPR Workshop. Agenda. Frame the questions Fuel Price Risk Forecasting Fixed Forward Fuel Price Portfolio Analysis (CAPM). The MPR Proxy Plant. Best estimate of market price for long-term fixed price electricity

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Capital Asset Pricing Model Part 1: The Theory

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Return and Risk : CAPM and APT Reference: RWJ Chp. 11

Return and Risk : CAPM and APT Reference: RWJ Chp. 11. Arbitrage Pricing Theory. Arbitrage - arises if an investor can construct a zero investment portfolio with a sure profit. Since no investment is required, an investor can create large positions to secure large levels of profit.

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Firm Valuation: A Summary

Firm Valuation: A Summary . P.V. Viswanath Class Notes for Corporate Finance and Equity Valuation. Discounted Cashflow Valuation. where, n = life of the asset CF t = cashflow in period t r = discount rate reflecting the riskiness of the estimated cashflows.

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FINANCE FOR EXECUTIVES Managing for Value Creation

FINANCE FOR EXECUTIVES Managing for Value Creation. Gabriel Hawawini Claude Viallet. ESTIMATING THE COST OF CAPITAL. EXHIBIT 10.1: Risk and Return for the Sun Cream and Umbrella Investments. EXHIBIT 10.2: SMC Stock Monthly Returns versus the S&P 500 Monthly Returns.

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Stock Market Valuation

522 views • 8 slides