Value Scope
JULY 21, 2020
Click to Download: ESG Valuation Considerations – Top Down or Bottom Up? This work can be used to reconcile and support an adjustment to the CAPM, then the WACC, via Alpha and Beta. Adjustments to Beta can accomplish this. The re-levered Beta for the private company we were valuing was 0.56. Executive Summary.
Musings on Markets
FEBRUARY 8, 2022
At the risk of provoking the ire of those who dislike portfolio theory, the most widely model for risk, in practice, is the capital asset pricing model, and beta is the relative risk measure. At the start of 2022, the ten sectors (US) with the highest and lowest relative risk (unlettered betas), are shown below.
This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.
Andrew Stolz
FEBRUARY 4, 2022
Download the full report as a PDF. The company is highly cyclical reflected in the above-average beta of 1.25x. Download the full report as a PDF. Highlights: Heavy gov’t spending on infrastructure drives top-line growth. Costs cuts to drive sustainably higher margins. Strong ROE and ROIC might be overlooked by the market.
Musings on Markets
NOVEMBER 1, 2023
While an autopilot feature is packaged as a standard feature with Teslas, it offers FSD software, which is still in beta version , offers an enhanced autopilot model, albeit at a price of $12,000.
Musings on Markets
JANUARY 5, 2024
Beta & Risk 1. Employee Count & Compensation I nvesting Principle Financing Principle Dividend Principle Hurdle Rate Project Returns Financing Mix Financing Type Cash Return Dividends/Buyback s 1. Return on Equity 1. Debt Ratios & Fundamentals 1. Debt Details 1. Dividends and Potential Dividends (FCFE) 1. Buybacks 2. Be patient.
Musings on Markets
FEBRUARY 10, 2021
I know that many of you are not fans of modern portfolio theory or betas, but ultimately, there is no way around the requirement that you need to measure how risky a business, relative to other businesses. Download country ERPs What does this mean? (More on that issue in a future data update post.)
Musings on Markets
JULY 22, 2021
History and Business Model Zomato was founded in 2008 by Deepinder Goyal and Pankaj Chaddah, as Foodiebay, in response to the difficulties that they noticed that their office mates were having in downloading menus for restaurants. Overall, I will attach a likelihood of failure of 10%, reflecting this balance.
Expert insights. Personalized for you.
130 
Let's personalize your content