Gotowe bibliografie tematyczne / Dividend discount model (DDM)

Spis treści

Artykuły w czasopismach
Rozprawy doktorskie
Części książek
Streszczenia konferencji

Gotowa bibliografia na temat „Dividend discount model (DDM)”

Autor: Grafiati

Data publikacji: 4 czerwca 2021

Data aktualizacji: 3 lutego 2022

Utwórz poprawne odniesienie w stylach APA, MLA, Chicago, Harvard i wielu innych

Wybierz rodzaj źródła:

Zobacz listy aktualnych artykułów, książek, rozpraw, streszczeń i innych źródeł naukowych na temat „Dividend discount model (DDM)”.

Przycisk „Dodaj do bibliografii” jest dostępny obok każdej pracy w bibliografii. Użyj go – a my automatycznie utworzymy odniesienie bibliograficzne do wybranej pracy w stylu cytowania, którego potrzebujesz: APA, MLA, Harvard, Chicago, Vancouver itp.

Możesz również pobrać pełny tekst publikacji naukowej w formacie „.pdf” i przeczytać adnotację do pracy online, jeśli odpowiednie parametry są dostępne w metadanych.

Artykuły w czasopismach na temat "Dividend discount model (DDM)"

Lazzati, Natalia, i Amilcar A. Menichini. "A Dynamic Approach to the Dividend Discount Model". Review of Pacific Basin Financial Markets and Policies 18, nr 03 (wrzesień 2015): 1550018. http://dx.doi.org/10.1142/s0219091515500186.

Pełny tekst źródła

Streszczenie:

We derive a dynamic model of the firm with endogenous investment and leverage ratio within the framework of the dividend discount model (DDM). Our valuation model incorporates two relevant components, namely, managerial flexibility and long-run growth. We dispense with any utility specification capturing the preferences of shareholders and obtain closed-form solutions for the firm problem. A standard parameterization suggests that the value of the real options and long-run growth opportunities can easily represent more than 8% and 10% of share price, respectively. We also find that these two components of the stock price are both complements and countercyclical. We finally identify industries where valuation models that do not incorporate these features can lead to considerable underpricing of securities.

Style APA, Harvard, Vancouver, ISO itp.

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.

Pełny tekst źródła

Streszczenie:

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.

Style APA, Harvard, Vancouver, ISO itp.

Setia, Vandara Vavras. "ANALISIS PENILAIAN HARGA SAHAM MENGGUNAKAN METODE DIVIDEND DISCOUNT MODEL (DDM) SEBAGAI DASAR PENGAMBILAN KEPUTUSAN INVESTASI (Studi pada Perusahaan yang termasuk dalam Indeks LQ-45 di Bursa Efek Indonesia Tahun 2013-2015)." Aplikasi Administrasi: Media Analisa Masalah Administrasi 20, nr 1 (22.03.2018): 26. http://dx.doi.org/10.30649/aamama.v20i1.90.

Pełny tekst źródła

Streszczenie:

LQ-45 is a group share consisting of 45 shares of the elect with the level of market capitalization and liquidity level above the average for the other stocks. So LQ-45 became one of the most volatile due to the high level of liquidity and market activities. The share price berfluktuatif is a risk that must be faced by investors. Assessment of the share price can be done to minimize the risk of one price.This research aims to know and analyze the results from the calculation of the stock valuation using the Dividend Discount Model (DDM) as the basis for decision on investment companies including in the LQ-45 in Indonesia Stock Exchange the year 2013-2015. This research is classified as quantitative descriptive research and sampling used is purposive sampling. A sample of this research as much as 11 companies in accordance with the criteria.Based on the results of research and analysis of the data using the method Dividend Discount Models (DDM) not constant growth shows that the entire company in 2015 including overlavued category among others, ADRO, AKRA, ASII, ( BBCA, BBNI, BBRI, BMRI, CPIN, GGRM, UNTR, UNVR. While, 2013 and 2014 only one company including undervalued categories namely ASII. Investment decision that can be taken when have stocks including overvalued category, should be sold and when the shares including undervalued categories should be purchased or suspended when has. Keywords : Stock Valuation, Dividend Discount Models (DDM), Investment Decision.

Style APA, Harvard, Vancouver, ISO itp.

Ali Tareq, Mohammad. "‘Is Residual Income Model (RIM) REALLY Superior to Dividend Discount Model (DDM)?’ – A Misconception". IOSR Journal of Business and Management 5, nr 6 (2012): 36–44. http://dx.doi.org/10.9790/487x-0563644.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

STUKOV, V. V., i P. S. SHCHERBACHENKO. "ESTIMATION OF THE FAIR VALUE OF SBERBANK PJSC USING THE DIVIDEND DISCOUNT MODEL (DDM)". EKONOMIKA I UPRAVLENIE: PROBLEMY, RESHENIYA 4, nr 5 (2021): 66–77. http://dx.doi.org/10.36871/ek.up.p.r.2021.05.04.008.

Pełny tekst źródła

Streszczenie:

This article evaluates the fair value of SBERBANK's share capital using a two-stage dividend discounting model, analyzes the sensitivity of the model to the initial data, and evaluates the effectiveness of the proposed dividend policy.

Style APA, Harvard, Vancouver, ISO itp.

Ismunarti, Nurbani Aulia, Bambang Sunarko i Tohir Tohir. "ANALISIS PENILAIAN HARGA WAJAR SAHAM MENGGUNAKAN PENDEKATAN DIVIDEND DISCOUNT MODEL, PRICE EARNING RATIO DAN PRICE TO BOOK VALUE". Performance 23, nr 2 (10.08.2017): 47. http://dx.doi.org/10.20884/1.performance.2016.23.2.277.

Pełny tekst źródła

Streszczenie:

The purpose of this research is to determine the intrinsic value of coal mining company stock listed in LQ45 Index during 2010-2014 period used Dividend Discount Model (DDM) Pertumbuhan Berganda, Price Earning Ratio (PER) and Price to Book Value (PBV) approach. Intrinsic value will compared with market stock value, henceforth be one of basic for taking investment decision in capial market. Difference of intrinsic stock value with market stock value is tasted by Paired Sample T-Test. For this research, the sample used is PT. Adaro Energy Tbk (ADRO), PT. Indo Tambangraya Megah Tbk (ITMG) and PT. Bukit Asam Tbk (PTBA).The result of this research showed that the market stock value of the coal mining company listed in LQ45 Index is higher than intrinsic stock value (overvalued) based DDM Pertumbuhan Berganda and PBV approach. While based PER approach, the market stock value of the coal mining company is lower than intrinsic stock value (undervalued). And then, for the result of paired sample t-test showed that based on DDM Pertumbuhan Berganda , PER and PBV approach has a significant difference between intrinsic value with market stock value.

Style APA, Harvard, Vancouver, ISO itp.

Rasheed, Abdul, Muhammad Khalid Sohail, Shahab-Ud Din i Muhammad Ijaz. "How Do Investment Banks Price Initial Public Offerings? An Empirical Analysis of Emerging Market". International Journal of Financial Studies 6, nr 3 (5.09.2018): 77. http://dx.doi.org/10.3390/ijfs6030077.

Pełny tekst źródła

Streszczenie:

This study investigates that how investment banks select alternative valuation models to price Initial Public Offerings (IPOs) and examine the value-relevance of each valuation model using the data of 88 IPOs listed on the Pakistan Stock Exchange (PSX) during 2000–2016. This study investigates that investment banks used Dividend Discount Model (DDM), Discounted Cash Flow (DCF) and comparable multiples valuation models on the basis of firm-specific characteristics, aggregate stock market returns and volatility before the IPOs. In this study, a binary logit regression model is used to estimate the cross-sectional determinants of the choice of valuation models by investment banks. The results reveal that underwriters are more likely to use DDM to value firms that have dividends payout trail. The investment banks select DCF when valuing the younger firms, that have more assets-in-tangible, firms that have negative sales growth and positive market returns before the IPO; while comparable multiples are used for mature firms and firms that have less assets-in-tangible. Furthermore, this study also used OLS regressions to examine the value-relevance of each valuation model and Wald-test to examine the predictive power of cross-sectional variation in the market values. The findings unveil that P/B ratio has highest but DCF has lowest predictive power to market values. The Wald-test results depict that none of the valuation methods produces an unbiased estimate of market values.

Style APA, Harvard, Vancouver, ISO itp.

Aamir, Muhammad, Hafiz Muhammad Nadeem, Khawer Naheed i Allah Bakhsh Khan. "How Companies Value Stock Prices After Going Public: Evidence from Emerging Pakistan economy". Journal of Accounting and Finance in Emerging Economies 4, nr 1 (30.06.2018): 29–38. http://dx.doi.org/10.26710/jafee.v4i1.338.

Pełny tekst źródła

Streszczenie:

The purpose of this study is to estimate the accuracy and authenticity of valuation methods used by underwriters to set preliminary offer price. This study uses complete universe of all newly listed companies during 2000 to 2015 on Pakistan Stock Exchange. We analyzed the determinants of the Initial Public Offering (IPOs) by comparing the ex-ante and ex-post characteristics of IPOs firms. Binary logistic model was used for evaluation of variables. Results revealed that underwriters use four different valuation methods to set IPO preliminary offer price namely as dividend discount model (DDM), discounted cash flow method (DCF), peer groups multiple (MULT) and economic valuation method (EVA). This study used Binary Logistic Regression model to estimate the accuracy and authenticity of these valuation methods. Results of this study can help the portfolio managers for constructing their effective portfolio strategies. This study also helps to highly levered firms to get cheaper long term capital by going public. This study is also important for underwriters to counter check their valuation patterns for IPO firms.

Style APA, Harvard, Vancouver, ISO itp.

Nogueira Reis, Pedro M., i Marion Gomes Augusto. "Determinants Of Firm Terminal Value: The Perspective Of North American And European Financial Analysts". International Business & Economics Research Journal (IBER) 13, nr 4 (30.06.2014): 793. http://dx.doi.org/10.19030/iber.v13i4.8687.

Pełny tekst źródła

Streszczenie:

Company valuation models attempt to estimate the value of a company in two stages: (1) comprising of a period of explicit analysis and (2) based on unlimited production period of cash flows obtained through a mathematical approach of perpetuity, which is the terminal value. In general, these models, whether they belong to the Dividend Discount Model (DDM), the Discount Cash Flow (DCF), or RIM (Residual Income Models) group, discount one attribute (dividends, free cash flow, or results) to a given discount rate. This discount rate, obtained in most cases by the CAPM (Capital asset pricing model) or APT (Arbitrage pricing theory) allows including in the analysis the cost of invested capital based on the risk taking of the attributes. However, one cannot ignore that the second stage of valuation that is usually 53-80% of the company value (Berkman et al., 1998) and is loaded with uncertainties. In this context, particular attention is needed to estimate the value of this portion of the company, under penalty of the assessment producing a high level of error. Mindful of this concern, this study sought to collect the perception of European and North American financial analysts on the key features of the company that they believe contribute most to its value. For this feat, we used a survey with closed answers. From the analysis of 123 valid responses using factor analysis, the authors conclude that there is great importance attached (1) to the life expectancy of the company, (2) to liquidity and operating performance, (3) to innovation and ability to allocate resources to R&D, and (4) to management capacity and capital structure, in determining the value of a company or business in long term. These results contribute to our belief that we can formulate a model for valuating companies and businesses where the results to be obtained in the evaluations are as close as possible to those found in the stock market.

Style APA, Harvard, Vancouver, ISO itp.

Harasheh, Murad, Andrea Amaduzzi i Fairouz Darwish. "The relevance of valuation models: insights from Palestine exchange". International Journal of Islamic and Middle Eastern Finance and Management 13, nr 5 (15.07.2020): 827–45. http://dx.doi.org/10.1108/imefm-08-2019-0367.

Pełny tekst źródła

Streszczenie:

Purpose This paper aims to investigate the relevance of two groups of valuations models as follows: the accounting models based on the residual income (RIM) and the standard market model, on equity price, return and volatility relevance. Design/methodology/approach The models are tested on companies traded on Palestine exchange from 2009 to 2018, using panel regression analysis. Two-price and two-return models derived from RIM to compare with the market model and four volatility models. Findings The standard RIM outperformed other models in equity price modeling. The dividend discount model (DDM) outperformed the rest of the models in terms of return estimation. However, the authors find that the market model can explain equity variance better than RIM and DDM models. Practical implications For investors, market beta does not necessarily capture all relevant factors of value and traditional financial statements are still important in providing relevant information and different models are used for different values perspectives (price, return and volatility). Originality/value Previous studies focus on comparing the price and return relevance of accounting-based models (RIM and cash flow models). Three aspects differentiate this paper and contribute to its originality, namely, the uniqueness of the context, incorporating the market model into the picture along with the accounting-based models and adding Volatility dimensions of relevance.

Style APA, Harvard, Vancouver, ISO itp.

Więcej źródeł

Rozprawy doktorskie na temat "Dividend discount model (DDM)"

Josefsson, Niklas, i Anders Karlsson. "Stock Price Valuation : A Case study in Dividend Discount models & Free Cash Flow to Equity models". Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-16794.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Lehmann, Christopher, i Alexander Alfredsson. "Intrinsic Equity Valuation : An Emprical Assessment of Model Accuracy". Thesis, Södertörns högskola, Institutionen för samhällsvetenskaper, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-30377.

Pełny tekst źródła

Streszczenie:

The discounted cash flow model and relative valuation models are ever-increasingly prevalent in today’s investment-heavy environment. In other words, theoretically inferior models are used in practice. It is this paradox that has lead us to compare the discounted cash flow model (DCFM), discounted dividend model (DDM), residual income-based model (RIVM) and the abnormal earnings growth model (AEGM) and their relative accuracy to observed stockprices. Adding to previous research, we investigate their performance in relation to the OMX30 index. What is more, we test how the performance of each model is affected by an extension of the forecast horizon. The study finds that AEGM outperforms the other models, both before and after extending the horizon. Our analysis was conducted by looking at accuracy, spread and the inherent speculative nature of each model. Taking all this into account, RIVM outperforms the other models. In this sense, one can question the rationale behind investor’s decision to primarily use the discounted cash flow model in equity valuation.

Style APA, Harvard, Vancouver, ISO itp.

Blomberg, Albin. "Market valuation : Observed differences in valuation between small and large cap stocks, when Dividend Discount Model and Free Cash Flow to Equity is applied in the Swedish stock market". Thesis, Internationella Handelshögskolan, Jönköping University, IHH, Center for Finance and Governance (CFG), 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-48686.

Pełny tekst źródła

Streszczenie:

Purpose:This thesis is examining two of the most common valuation methods put into practice on firms of different sizes in order to see if the market capitalization has any impact on said valuations. Relevance: Despite the widespread use of the intrinsic valuation methods both in academia and the professional world the amount of coverage concerning real life usage and analysis seems to be somewhat lacking. The numerous studies that cover the pros and cons of different valuation models and their supposed accuracy towards current stock prices. The studies rarely try to analyze whether or not the invisible hand of the market treats the firms differently depending on the market capitalization. Method: In this thesis the Free Cash Flow to Equity and Dividend Discount Model have been applied to 10 different firms of different sizes. The 10 firms were from a market capitalization perspective viewed as 5 “large” and 5 “small”. For comparison matter, for each of the “large” firms there was one corresponding “small” firm that operates in a similar line of business. The future growth projections were based on historical data and for the discount rate the Capital Asset Pricing Model (CAPM) was used. Conclusion: The two valuation models showed remarkably similar results, even when applied to firms of greatly different market capitalizations. Within the constraints and delimitations of this thesis, the conclusion is that according to Free Cash Flow to Equity model and Dividend Discount Model models the market does not value the firms differently with regards to market capitalization. In fact the divergencies in terms of absolute numbers of the valuations as a whole only show a 1% percentage unit difference in the Dividend Discount Model and a 2% percentage unit of difference in the Free Cash Flow to Equity model between the large and small cap segments.

Style APA, Harvard, Vancouver, ISO itp.

Claesson, Gustav. "Firm Valuation : Which model gives me the most accurate share price, the Dividend Discount Model or the Free Cash Flow to Equity model?" Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Economics, Finance and Statistics, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-15647.

Pełny tekst źródła

Streszczenie:

Purpose: The purpose of this thesis is to investigate the applicability of the Free Cash Flow to Equity Model and the Dividend Discount Model on ten large cap firms on the Stockholm Stock Exchange. Moreover the author intends to examine whether these valuation methods differs in regards of the companies’ operational segment, business cycle and turnover. The target prices will hereafter be benchmarked with actual closing prices and professional analysts to observe similarities and deviations. Method: The focus lies on Swedish companies listed on Nasdaq OMX Stockholm’s Large Cap list. The companies are valued by collecting financial information from 2006- 2010 in order to find out what the share price in the beginning of 2011 should be. The models that are used to value the share are the Dividend Discount Model, which basically discounts actual dividends in order to find the present value of the share, and the Free Cash Flow to Equity model, which is discounting the firms’ cash flow available to its stockholders, i.e. the potential dividends. Since both of the valuation models require assumptions on future growth to be made, a combination of calculations and goals presented by the companies has been made in order to assume growth rates. Findings: The findings reveal that out of the twenty valuations that were made half of the most accurate ones came from the Dividend Discount Model, and half came from the Free Cash Flow to Equity model. It was however the Dividend Discount Model that provided the most accurate share prices, in comparison to the actual share prices from January 2011. It is also concluded that the turnover of the firm being evaluated does not have an impact on the valuation process, whilst the industry in which the firm operates as well as its payout ratio are factors that need to be taken into consideration when choosing between the Dividend Discount Model and the Free Cash Flow to Equity model.

Style APA, Harvard, Vancouver, ISO itp.

Sotkasiira, Monica, i Fredrik Enberg. "Aktievärdering : En kvantitativ studie i värdering med Dividend Discount Model och Residual Income Model i förhållande till P/B-tal som referensvärde". Thesis, Södertörns högskola, Institutionen för ekonomi och företagande, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16601.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Stoffers, Rickard, i Deibrant Helena Eriksson. "Business Valuation : A study of the accuracy of the free cash flow to equity approach and the dividend discount model". Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-43883.

Pełny tekst źródła

Streszczenie:

Background: In an inefficient market, the intrinsic value of an asset may not be equal to its true market value. Therefore, before engaging in a stock transaction, both the seller and the buyer would want to know the intrinsic value of the stock as neither would want to lose money during the process. An effective valuation model enabling investors to efficiently determine firm values is therefore considered to be a crucial factor. Purpose: The purpose of this thesis is to analyze the free cash flow to equity (FCFE) approach and the dividend discount model (DDM) on 30 Swedish companies. This to conclude if they are considered to be accurate valuation models and to determine if one of the methods gives a more accurate estimation of the companies’ share prices than the other. Additionally, the report will examine if one model is preferred for a specific sector and if a payout ratio exists where the DDM generates a particularly realistic valuation. Method: A database will be produced to estimate share prices for each company using both the FCFE approach and the DDM over five consecutive years. The accuracy of the models will be evaluated by dividing the projected share prices with their corresponding actual stock prices to calculate the percentage deviations. The smaller the percentage deviation, the more accurate is the estimated share price considered to be. Conclusion: It is evident from the findings of this thesis that the FCFE approach and the DDM produce accurate valuations for Swedish companies. It is difficult to determine that one is preferred over the other altogether, instead the FCFE approach is preferred in some cases and the DDM in others. This depends on the companies’ actual stock prices, which industry the companies operate in and the amount the companies are assumed to pay out as dividends.

Style APA, Harvard, Vancouver, ISO itp.

Reis, Tomé Alexandre Torres dos. "Equity research - Kering S.A". Master's thesis, Instituto Superior de Economia e Gestão, 2019. http://hdl.handle.net/10400.5/19999.

Pełny tekst źródła

Streszczenie:

Mestrado em Finanças
Equity research a Kering S.A com o intuito de determinar um determinado price target para o valores das acções da Kering S.A a 31 de Dezembro de 2019. No processo para determinar o price target foram utilizados 3 modelos de avaliação distintos, Discounted Cash Flow Model, Dividend Discount Model e Multiples Valuation dos quais se obteve um price target de 576.44 EUR representando um upside de 8.9% face ao preço base utilizado para esta analise de 520.10 EUR de 1 de Julho de 2019.
This project is mainly comprised on an Equity Research of Kering S.A. to determine a certain price target of Kering's stock by 31st December 2019. This assessment is mostly assembled by a set of assumptions, made the author of these document, for the time period of 2019F-2023F which reflect the historical performance of the company and the current market settings that may impact such target price. In regards of the computations around the price target definition, three valuation models were covered, the Discounted Cash Flow Model, which discounted all future cash flows generated in the period under analysis and through perpetuity, totaling a price of 580.12 EUR / share, and the Dividend Discount Model and Multiples Valuation Model which totaled 567.00 EUR and 582.22 EUR respectively. Based on these there valuation models, by assigning an equal weight to each one of them, a price target of 576.44 EUR was reached translating into a 8.9% upside potential regarding the reference date of analysis of 525.10 EUR in 1st July 2019. Once, computed the price target, the final recommendation for these equity research document was defined based on the risk criteria that better described Kering S.A market environment settings, providing this way a solid statement for Kering's share price within the period under analysis
info:eu-repo/semantics/publishedVersion

Style APA, Harvard, Vancouver, ISO itp.

Juráš, Dalibor. "Analýza metód océňovania bánk". Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-80923.

Pełny tekst źródła

Streszczenie:

The diploma thesis deals with the bank valuation and this theme is viewed on in terms of standard as well as brand new approach. In its first part, the thesis focuses on understanding of the difference between the valuation of non-financial companies and banks in particular. The following section describes the above mentioned basic method which is represented by the dividend discount model and it also analyzes some partial problems associated with it. The core of this thesis represents the Sonntag model,that solves the evaluation by closing of counter-positions arising from the individual business cases -- namely taking of deposits and lending. Another part of this thesis is devoted to the issue of the discount rate, respectively the discounted value. Here I concentrate on the evaluation of applicability of the CAPM model in domestic conditions and compare it with the certainty equivalent concept based on the Black-Scholes theory of option valuation. Finally, the thesis presents a practical example -- i.e. valuation of Banco Popolare ČR (nowadays Equa Bank), application and comparison of the both mentioned models and formulation of the final recommendations for appraisers

Style APA, Harvard, Vancouver, ISO itp.

Kálal, Tomáš. "Fundamentální a technická analýza akcie Telefonica 02 Czech Republic, a. s". Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-15468.

Pełny tekst źródła

Streszczenie:

First part of this graduation theses "Fundamental and technical analysis of the Telefonica O2 Czech Republic, a.s. equity" concern more about the teoretical approach of the characteristics of the company Telefonica O2, his competitors on the country level as well as on the regional level. This description should prepare the reader to know better the telecomunication sector. The second part is a empirical study. Primarily from the fundamental approach and then from the technical one. These two parts concern about discovering the "buy" os "sell" recommendation for a real investor. Each of the methods are first described and then a brief comment of the results is made.

Style APA, Harvard, Vancouver, ISO itp.

Mašek, Pavel. "Fundamentální analýza vybrané investiční příležitosti". Master's thesis, Vysoká škola ekonomická v Praze, 2017. http://www.nusl.cz/ntk/nusl-360674.

Pełny tekst źródła

Streszczenie:

The aim of the thesis is to decide, whether to invest in the shares of E4U, a. s. as of January 1st, 2016. The work is divided into several parts, which can be grouped in notional terms into thirds. The first one deals with the analysis of the surveyed company, from the macroeconomic environment and its development, in which the subject is working, to the internal financial strength. The second third is devoted to the forecast of the future of the company, which is shown in its financial plan. The last part, which is developed in 3 scenarios to see how the results can change, deals with the determining of the possible length of the investment and its expected return.

Style APA, Harvard, Vancouver, ISO itp.

Więcej źródeł

Części książek na temat "Dividend discount model (DDM)"

Lee, Cheng-Few, i Alice C. Lee. "Derivation of dividend discount model". W Encyclopedia of Finance, 753. Boston, MA: Springer US, 2006. http://dx.doi.org/10.1007/978-0-387-26336-6_77.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Oni, Olabanji, i Prince Sivalo Mahlangu. "Promoting Entrepreneurship Education Through Valuation of Cost of Equity". W Advances in Business Strategy and Competitive Advantage, 321–47. IGI Global, 2021. http://dx.doi.org/10.4018/978-1-7998-3171-6.ch015.

Pełny tekst źródła

Streszczenie:

This chapter provided an extensive discussion on promoting entrepreneurship education using capital asset pricing model (CAPM) and Gordon dividend discount Model in the valuation of cost of equity. Researchers have debated on the valid model for valuation cost of equity capital. There are two main models that can be used in the valuation of cost of equity capital; these are CAPM and the Gordon dividend discount model. The Gordon dividend discount model proposed by Myron Gordon is grounded on conventional assumptions. Gordon dividend discount model is built around the future value of dividends expected by the company's shareholders in line with the anticipated growth rate provided. However, CAPM sets its estimation of determining the expected return of a single asset on beta coefficient (β), which is difficult to predict. Predicting of β is based on a company's historical returns and the model asserts that historical returns of a company's stock can help in determining the future return of that stock. Practically, this is undoubtedly difficult to ascertain.

Style APA, Harvard, Vancouver, ISO itp.

Sim, Thaddeus, i Ronald H. Wright. "Stock Valuation Using the Dividend Discount Model: An Internal Rate of Return Approach". W Research in Finance, 19–32. Emerald Publishing Limited, 2017. http://dx.doi.org/10.1108/s0196-382120170000033002.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Streszczenia konferencji na temat "Dividend discount model (DDM)"

"Cyclical Dividend Discount Model, One Step Beyond". W 9th European Real Estate Society Conference: ERES Conference 2002. ERES, 2002. http://dx.doi.org/10.15396/eres2002_108.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Shi, Xinyan, Ying Miao, Ning Sun i Hongbo Lv. "Analysis of Stock Intrinsic Value of Logistics Listed Company Based on the Dividend Discount Model". W 2014 International Conference of Logistics Engineering and Management. Reston, VA: American Society of Civil Engineers, 2014. http://dx.doi.org/10.1061/9780784413753.103.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Hendrawan, R., i T. Z. Rahayu. "Test of FCFE Model and Dividend Discount Model in Book 4 Banking Companies Listed in Indonesia Stock Exchange". W 3rd Global Conference On Business, Management, and Entrepreneurship (GCBME 2018). Paris, France: Atlantis Press, 2020. http://dx.doi.org/10.2991/aebmr.k.200131.030.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Oferujemy zniżki na wszystkie plany premium dla autorów, których prace zostały uwzględnione w tematycznych zestawieniach literatury. Skontaktuj się z nami, aby uzyskać unikalny kod promocyjny!