Stock return spreadsheet
[DOCX File]Implied Excess Return
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This spreadsheet presents a new screen called Excess Implied Return (EIR), which corrects for factors omitted by the PEG. EIR is the difference between the implied expected return for a stock and its required return. The expected return is inferred from the current stock price and forecasted earnings and dividends while the required return is ...
[DOC File]PROPERTIES OF ACCRUAL INCOME, CASH FLOW, …
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p price of IBM's common stock as of its year-end. ret annual return to investors of IBM during the year (%change in price + dividend yield) Required: In a new spreadsheet column compute IBM's short-term accruals as follows: stacc = -(ncfo-ib-depn). For example, in …
[DOC File]Risk and Return
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Historical: The average rate of return earned on a stock during some past period. The historical return on an average large stock varied from –3% to +37% during the 1990s, and the average annual return was about 15%. The worm turned after 1999—the average return was negative in 2000, 2001, and 2002, with the S&P 500 down 23.4% in 2002.
[DOC File]Risk and Return - University of Connecticut
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Stock C’s required return is greater than its expected return; therefore, Stock C is not in equilibrium. Equilibrium will be restored when the expected return on Stock C is driven up to 19%. With an expected return of 18% on Stock C, investors should sell it, driving its price down and its yield up.
[DOC File]CHAPTER 9
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The average return is the sum of the returns, divided by the number of returns. The average return for each stock was: We calculate the variance of each stock as: The standard deviation is the square root of the variance, so the standard deviation of each stock is: sX = (.016850)1/2 . sX = .1298 or 12.98%. sY = (.061670)1/2 . sY = .2483 or 24 ...
[DOCX File]Financial Statement Analysis: The Basic Spreadsheets
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The spreadsheet provides the framework for making the decision to invest in a stock. The first part of the spreadsheet computes intrinsic value using the DCF valuation model and the second step develops net income forecasts, which can be compared with analyst forecasts and are used to compute the forward PE ratio. ... return is the discount ...
[DOC File]New York University
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In fact, the normal approximation doesn’t help answer this question exactly, as shown in this Excel spreadsheet: 17. Consider the following two stocks: Expected Return Std Dev Return Stock A 24% 20% Stock B 18% 5% Assuming the returns on both stocks are normally distributed, which is more likely to lose money? Z transformations: Stock A:
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