Equity asset valuation
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| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J
Wiley
2010
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| Ausgabe: | 2nd ed. |
| Schriftenreihe: | CFA Institute investment series
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| Online-Zugang: | Inhaltsverzeichnis |
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Datensatz im Suchindex
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|---|---|
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| _version_ | 1820807869661970432 |
| adam_text | EQUITY ASSET VALUATION SECOND EDITION JERALD E. PINTO, CFA ELAINE HENRY,
CFA THOMAS R. ROBINSON, CFA JOHN D. STOWE, CFA WITH A CONTRIBUTION BY
RAYMOND D. RATH, CFA WILEY JOHN WILEY & SONS, INC. CONTENTS FOREWORD *
XI ACKNOWLEDGMENTS XV INTRODUCTION XVII CHAPTER 1 EQUITY VALUATION:
APPLICATIONS,AND PROCESSES 1 LEARNING OUTCOMES 1 1. INTRODUCTION 1 IS
VALUE DEFINITIONS AND VALUATION APPLICATIONS 2 2.1. WHAT IS VALUE? 2
2.1.1. INTRINSIC VALUE 2 2.1.2. GOING-CONCERN VALUE AND LIQUIDATION
VALUE 4 2.1.3. FAIR MARKET VALUE AND INVESTMENT VALUE 4 2.1.4.
DEFINITIONS OF VALUE: SUMMARY 5 2.2. APPLICATIONS OF EQUITY VALUATION 5
3. THE VALUATION PROCESS 7 3.1. UNDERSTANDING THE BUSINESS 8 3.1.1.
INDUSTRY AND COMPETITIVE ANALYSIS 8 3.1.2. ANALYSIS OF FINANCIAL REPORTS
10 3.1.3. SOURCES OF INFORMATION 11 3.1.4. CONSIDERATIONS IN USING
ACCOUNTING INFORMATION - 12 3.2. FORECASTING COMPANY PERFORMANCE 17 3.3.
SELECTING THE APPROPRIATE VALUATION MODEL 18 3.3.1. ABSOLUTE VALUATION
MODELS 18 3.3.2. RELATIVE VALUATION MODELS 20 3.3.3. VALUATION OF THE
TOTAL ENTITY AND ITS COMPONENTS 22 3.3.4. ISSUES IN MODEL SELECTION AND
INTERPRETATION 24 3.4. CONVERTING FORECASTS TO A VALUATION 25 3.5.
APPLYING THE VALUATION CONCLUSION: THE ANALYST S ROLE AND
RESPONSIBILITIES 26 4. COMMUNICATING VALUATION RESULTS, 28 4.1. CONTENTS
OF A RESEARCH REPORT 29 4.2. FORMAT OF A RESEARCH REPORT 31 4.3.
RESEARCH REPORTING RESPONSIBILITIES 32 VI CONTENTS 5. SUMMARY 33
PROBLEMS 35 CHAPTER 2 RETURN CONCEPTS 37 LEARNING OUTCOMES 37 1.
INTRODUCTION 37 2. RETURN CONCEPTS 38 2.1. HOLDING PERIOD RETURN 38 2.2.
REALIZED AND EXPECTED (HOLDING PERIOD) RETURN 39 2.3. REQUIRED RETURN
39 2.4. EXPECTED RETURN ESTIMATES FROM INTRINSIC VALUE ESTIMATES 40 2.5.
DISCOUNT RATE 43 2.6. INTERNAL RATE OF RETURN 43 3. THE EQUITY RISK
PREMIUM 44 3.1. HISTORICAL ESTIMATES 45 3.1.1. ARITHMETIC MEAN OR
GEOMETRIC MEAN 49 3.1.2. LONG-TERM GOVERNMENT BONDS OR SHORT-TERM
GOVERNMENT BILLS 50 3.1.3. ADJUSTED HISTORICAL ESTIMATES 51 3.2.
FORWARD-LOOKING ESTIMATES 53 3.2.1. GORDON GROWTH MODEL ESTIMATES 54
3.2.2. MACROECONOMIC MODEL ESTIMATES 55 3.2.3. SURVEY ESTIMATES 57 4.
THE REQUIRED RETURN ON EQUITY 57 4.1. THE CAPITAL ASSET PRICING MODEL 57
4.1.1. BETA ESTIMATION FOR A PUBLIC COMPANY 58 4.1.2. BETA ESTIMATION
FORTHINLY TRADED STOCKS AND NONPUBLIC COMPANIES 62 4.2. MULTIFACTOR
MODELS 64 4.2.1. THE FAMA-FRENCH MODEL 65 4.2.2. EXTENSIONS TO THE
FAMA-FRENCH MODEL 69 4.2.3. MACROECONOMIC AND STATISTICAL MULTIFACTOR
MODELS 70 4.3. BUILD-UP METHOD ESTIMATES OF THE REQUIRED RETURN ON
EQUITY 71 4.3.1. BUILD-UP APPROACHES FOR PRIVATE BUSINESS VALUATION . 71
4.3.2. BOND YIELD PLUS RISK PREMIUM 73 4.4. THE REQUIRED RETURN ON
EQUITY: INTERNATIONAL ISSUES 75 5. THE WEIGHTED AVERAGE COST OF CAPITAL
76 6. DISCOUNT RATE SELECTION IN RELATION TO CASH FLOWS 78 7. SUMMARY 78
PROBLEMS 80 CHAPTER 3 DISCOUNTED DIVIDEND VALUATION 83 LEARNING OUTCOMES
83 1. INTRODUCTION 84 2. PRESENT VALUE MODELS 85 CONTENTS VII 2.1.
VALUATION BASED ON THE PRESENT VALUE OF FUTURE CASH FLOWS 85 2.2.
STREAMS OF EXPECTED CASH FLOWS 87 3. THE DIVIDEND DISCOUNT MODEL 93 3.1.
THE EXPRESSION FOR A SINGLE HOLDING PERIOD 93 3.2. THE EXPRESSION FOR
MULTIPLE HOLDING PERIODS 94 4. THE GORDON GROWTH MODEL 97 4.1. THE
GORDON GROWTH MODEL EQUATION 97 4.2. THE LINKS AMONG DIVIDEND GROWTH,
EARNINGS GROWTH, AND VALUE APPRECIATION IN THE GORDON GROWTH MODEL 104
4.3. SHARE REPURCHASES 104 4.4. THE IMPLIED DIVIDEND GROWTH RATE 105
4.5. THE PRESENT VALUE OF GROWTH OPPORTUNITIES 106 4.6. GORDON GROWTH
MODEL AND THE PRICE-TO-EARNINGS RATIO 109 4.7. ESTIMATING A REQUIRED
RETURN USING THE GORDON GROWTH MODEL 111 4.8. THE GORDON GROWTH MODEL:
CONCLUDING REMARKS 111 5. MULTISTAGE DIVIDEND DISCOUNT MODELS 112 5.1.
TWO-STAGE DIVIDEND DISCOUNT MODEL 113 5.2. VALUING A NON-DIVIDEND-PAYING
COMPANY 116 5.3. THEH-MODEL 117 5.4. THREE-STAGE DIVIDEND DISCOUNT
MODELS 119 5.5. SPREADSHEET (GENERAL) MODELING 123 5.6. ESTIMATING A
REQUIRED RETURN USING ANY DDM 125 5.7. MULTISTAGE DDM: CONCLUDING
REMARKS 127 6. THE FINANCIAL DETERMINANTS OF GROWTH RATES 127 6.1.
SUSTAINABLE GROWTH RATE 128 6.2. DIVIDEND GROWTH RATE, RETENTION RATE,
AND ROE ANALYSIS 129 6.3. FINANCIAL MODELS AND DIVIDENDS 132 7. SUMMARY
; 134 PROBLEMS 137 CHAPTER 4 FREE CASH FLOW VALUATION 145 LEARNING
OUTCOMES 145 1. INTRODUCTION TO FREE CASH FLOWS 146 2. FCFF ARID FCFE
VALUATION APPROACHES 146 2.1. DEFINING FREE CASH FLOW 147 2.2. PRESENT
VALUE OF FREE CASH FLOW 148 2.2.1. PRESENT VALUE OF FCFF 148 2.2.2.
PRESENT VALUE OF FCFE 149 2.3. SINGLE-STAGE (CONSTANT-GROWTH) FCFF AND
FCFE MODELS 149 2.3.1. CONSTANT-GROWTH FCFF VALUATION MODEL 149 2.3.2.
CONSTANT-GROWTH FCFE VALUATION MODEL 150 3. FORECASTING FREE CASH FLOW
151 3.1. COMPUTING FCFF FROM NET INCOME 151 3.2. COMPUTING FCFF FROM THE
STATEMENT OF CASH FLOWS 155 3.3. NONCASH CHARGES 157 3.4. COMPUTING FCFE
FROM FCFF 163 VIII CONTENTS 3.5. FINDING FCFF AND FCFE FROM EBIT OR
EBITDA 169 3.6. FCFF AND FCFE ON A USES-OF-FREE-CASH-FLOW BASIS 171 3.7.
FORECASTING FCFF AND FCFE 172 3.8. OTHER ISSUES IN FREE CASH FLOW
ANALYSIS 177 3.8.1. ANALYST ADJUSTMENTS TO CFO 177 3.8.2. FREE CASH FLOW
VERSUS DIVIDENDS AND OTHER EARNINGS COMPONENTS 177 3.8.3. FREE CASH FLOW
AND COMPLICATED CAPITAL STRUCTURES 180 4. FREE CASH FLOW MODEL
VARIATIONS 182 4.1. AN INTERNATIONAL APPLICATION OF THE SINGLE-STAGE
MODEL 182 4.2. SENSITIVITY ANALYSIS OF FCFF AND FCFE VALUATIONS 184 4.3.
TWO-STAGE FREE CASH FLOW MODELS 185 4.3.1. FIXED GROWTH RATES IN STAGE 1
AND STAGE 2 186 4.3.2. DECLINING GROWTH RATE IN STAGE 1 AND CONSTANT
GROWTH IN STAGE 2 188 4.4. THREE-STAGE GROWTH MODELS 192 5. NONOPERATING
ASSETS AND FIRM VALUE 194 6. SUMMARY 194 PROBLEMS 196 CHAPTER 5 RESIDUAL
INCOME VALUATION 209 LEARNING OUTCOMES 209 1. INTRODUCTION 210 2.
RESIDUAL INCOME 210 2.1. THE USE OF RESIDUAL INCOME IN EQUITY VALUATION
213 2.2. COMMERCIAL IMPLEMENTATIONS 214 3. THE RESIDUAL INCOME MODEL 215
3.1. THE GENERAL RESIDUAL INCOME MODEL 219 3.2. FUNDAMENTAL DETERMINANTS
OF RESIDUAL INCOME 223 3.3. SINGLE-STAGE RESIDUAL INCOME VALUATION 224
3.4. MULTISTAGE RESIDUAL INCOME VALUATION 225 4. RESIDUAL INCOME
VALUATION IN RELATION TO OTHER APPROACHES 230 4.1. STRENGTHS AND
WEAKNESSES OF THE RESIDUAL INCOME MODEL 232 4.2. BROAD GUIDELINES FOR
USING A RESIDUAL INCOME MODEL 233 5. ACCOUNTING AND INTERNATIONAL
CONSIDERATIONS 234 5.1. VIOLATIONS OF THE CLEAN SURPLUS RELATIONSHIP 235
5.2. BALANCE SHEET ADJUSTMENTS FOR FAIR VALUE 243 5.3. INTANGIBLE ASSETS
244 5.4. NONRECURRING ITEMS 247 5.5. OTHER AGGRESSIVE ACCOUNTING
PRACTICES 248 5.6. INTERNATIONAL CONSIDERATIONS 248 6. SUMMARY 249
PROBLEMS 252 CONTENTS IX CHAPTER 6 MARKET-BASED VALUATION: PRICE AND
ENTERPRISE VALUE MULTIPLES 257 LEARNING OUTCOMES 257 1. INTRODUCTION 258
2. PRICE AND ENTERPRISE VALUE MULTIPLES IN VALUATION 259 2.1. THE METHOD
OF COMPARABLES 259 2.2. THE METHOD BASED ON FORECASTED FUNDAMENTALS 260
3. PRICE MULTIPLES 262 3.1. PRICE TO EARNINGS 262 3.1.1. ALTERNATIVE
DEFINITIONS OF P/E 263 3.1.2. CALCULATING THE TRAILING P/E 265 3.1.3.
FORWARD P/E 272 3.1.4. VALUATION BASED ON FORECASTED FUNDAMENTALS 275
3.1.5. VALUATION BASED ON COMPARABLES 279 3.1.6. P/ES IN CROSS-COUNTRY
COMPARISONS 291 3.1.7. USING P/ES TO OBTAIN TERMINAL VALUE IN MULTISTAGE
DIVIDEND DISCOUNT MODELS 293 3.2. PRICE TO BOOK VALUE 295 3.2.1.
DETERMINING BOOK VALUE F 298 3.2.2. VALUATION BASED ON FORECASTED
FUNDAMENTALS 304 3.2.3. VALUATION BASED ON COMPARABLES 305 3.3. PRICE TO
SALES 306 3.3.1. DETERMINING SALES 307 3.3.2. VALUATION BASED ON
FORECASTED FUNDAMENTALS 310 3.3.3. VALUATION BASED ON COMPARABLES 311
3.4. PRICE TO CASH FLOW 312 3.4.1. DETERMINING CASH FLOW 314 3.4.2.
VALUATION BASED ON FORECASTED FUNDAMENTALS 316 3.4.3. VALUATION BASED ON
COMPARABLES 317 3.5. PRICE TO DIVIDENDS AND DIVIDEND YIELD 318 3.5.1.
CALCULATION OF DIVIDEND YIELD 318 3.5.2. VALUATION BASED ON FORECASTED
FUNDAMENTALS 319 3.5.3. VALUATION BASED ON COMPARABLES 320 4. ENTERPRISE
VALUE MULTIPLES 320 4.1. ENTERPRISE VALUE TO EBITDA 321 4.1.1.
DETERMINING ENTERPRISE VALUE 322 4.1.2. VALUATION BASED ON FORECASTED
FUNDAMENTALS 325 4.1.3. VALUATION BASED ON COMPARABLES 325 4.2. OTHER
ENTERPRISE VALUE MULTIPLES 326 4.3. ENTERPRISE VALUE TO SALES 327 4.4.
PRICE AND ENTERPRISE VALUE MULTIPLES IN A COMPARABLE ANALYSIS: SOME
ILLUSTRATIVE DATA 328 5. INTERNATIONAL CONSIDERATIONS WHEN USING
MULTIPLES 330 6. MOMENTUM VALUATION INDICATORS 332 7. VALUATION
INDICATORS: ISSUES IN PRACTICE 337 CONTENTS 7.1. AVERAGING MULTIPLES:
THE HARMONIC MEAN 338 7.2. USING MULTIPLE VALUATION INDICATORS 340 8.
SUMMARY 344 PROBLEMS 346 CHAPTER 7 PRIVATE COMPANY VALUATION 353
LEARNING OUTCOMES 353 1. INTRODUCTION 354 2. THE SCOPE OF PRIVATE
COMPANY VALUATION 354 2.1. PRIVATE AND PUBLIC COMPANY VALUATION:
SIMILARITIES AND CONTRASTS 354 2.1.1. COMPANY-SPECIFIC FACTORS 355
2.1.2. STOCK-SPECIFIC FACTORS 356 2.2. REASONS FOR PERFORMING VALUATIONS
356 3. DEFINITIONS (STANDARDS) OF VALUE 358 4. PRIVATE COMPANY VALUATION
APPROACHES 360 4.1. EARNINGS NORMALIZATION AND CASH FLOW ESTIMATION
ISSUES 361 4.1.1. EARNINGS NORMALIZATION ISSUES FOR PRIVATE COMPANIES
361 4.1.2. CASH FLOW ESTIMATION ISSUES FOR PRIVATE COMPANIES 365 4.2.
INCOME APPROACH METHODS OF PRIVATE COMPANY VALUATION 367 4.2.1. REQUIRED
RATE OF RETURN: MODELS AND ESTIMATION ISSUES 368 4.2.2. FREE CASH FLOW
METHOD 373 4.2.3. CAPITALIZED CASH FLOW METHOD 373 4.2.4. EXCESS
EARNINGS METHOD 375 4.3. MARKET APPROACH METHODS OF PRIVATE COMPANY
VALUATION 377 4.3.1. GUIDELINE PUBLIC COMPANY METHOD 379 4.3.2.
GUIDELINE TRANSACTIONS METHOD 382 4.3-3. PRIOR TRANSACTION METHOD 384
4.4. ASSET-BASED APPROACH TO PRIVATE COMPANY VALUATION 385 4.5.
VALUATION DISCOUNTS AND PREMIUMS 386 4.5.1. LACK OF CONTROL DISCOUNTS
388 4.5.2. LACK 1 OF MARKETABILITY DISCOUNTS 389 4.6. BUSINESS VALUATION
STANDARDS AND PRACTICES 393 5. SUMMARY 395 PROBLEMS . 397 GLOSSARY 405
REFERENCES 413 ABOUT THE AUTHORS 419 ABOUT THE CFA PROGRAM 421 INDEX 423
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| id | DE-604.BV035793832 |
| illustrated | Illustrated |
| indexdate | 2024-12-23T22:44:14Z |
| institution | BVB |
| isbn | 9780470571439 |
| language | English |
| lccn | 2009029121 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018653105 |
| oclc_num | 706961724 |
| open_access_boolean | |
| owner | DE-91 DE-BY-TUM DE-858 DE-92 |
| owner_facet | DE-91 DE-BY-TUM DE-858 DE-92 |
| physical | xx, 441 S. graph. Darst. |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | Wiley |
| record_format | marc |
| series2 | CFA Institute investment series |
| spellingShingle | Equity asset valuation Investment analysis Securities / Valuation Investments / Valuation Investments Valuation Securities Valuation Portfolio Selection (DE-588)4046834-3 gnd Finanzanalyse (DE-588)4133000-6 gnd |
| subject_GND | (DE-588)4046834-3 (DE-588)4133000-6 |
| title | Equity asset valuation |
| title_alt | Equity asset valuation |
| title_auth | Equity asset valuation |
| title_exact_search | Equity asset valuation |
| title_full | Equity asset valuation Jerald E. Pinto ... [et al.] |
| title_fullStr | Equity asset valuation Jerald E. Pinto ... [et al.] |
| title_full_unstemmed | Equity asset valuation Jerald E. Pinto ... [et al.] |
| title_short | Equity asset valuation |
| title_sort | equity asset valuation |
| topic | Investment analysis Securities / Valuation Investments / Valuation Investments Valuation Securities Valuation Portfolio Selection (DE-588)4046834-3 gnd Finanzanalyse (DE-588)4133000-6 gnd |
| topic_facet | Investment analysis Securities / Valuation Investments / Valuation Investments Valuation Securities Valuation Portfolio Selection Finanzanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018653105&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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