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  • Relative Valuation Regression

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    Kanika Ahuja
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    The document contains financial data for 16 companies including their PE ratio, expected payout, beta, forecasted PE, interest, and expected growth. It provides the average PE ratio of 13.2 and median PE ratio of 12.25. It also includes a regression analysis of the data with an R square value of 0.406788, indicating a moderate fit of the regression model to the data. The regression finds the beta value to be statistically significant in predicting the dependent variable while the other independent variables are not significant predictors.

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    The document contains financial data for 16 companies including their PE ratio, expected payout, beta, forecasted PE, interest, and expected growth. It provides the average PE ratio of 13.2 and median PE ratio of 12.25. It also includes a regression analysis of the data with an R square value of 0.406788, indicating a moderate fit of the regression model to the data. The regression finds the beta value to be statistically significant in predicting the dependent variable while the other independent variables are not significant predictors.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    37 views4 pages

    Relative Valuation Regression

    Uploaded by

    Kanika Ahuja
    The document contains financial data for 16 companies including their PE ratio, expected payout, beta, forecasted PE, interest, and expected growth. It provides the average PE ratio of 13.2 and median PE ratio of 12.25. It also includes a regression analysis of the data with an R square value of 0.406788, indicating a moderate fit of the regression model to the data. The regression finds the beta value to be statistically significant in predicting the dependent variable while the other independent variables are not significant predictors.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 4

    Company PE Ratio Expected Payout Beta Forecasted P/E Int Exp Growth

    Boeing 17.3 0.035 0.28 1.1 12.89833 -2.3300281284556 35.7399229031


    General Dynamics 15.5 0.115 0.4 1.25 17.90096
    General Motors - Hughe 16.5 0.13 0.41 0.85 13.67882
    Grumman 11.4 0.105 0.37 0.8 12.07084
    Lockheed Corporation 10.2 0.095 0.37 0.85 12.31185
    Logicon 12.4 0.14 0.11 0.85 13.16568
    Loral Corporation 13.3 0.165 0.23 0.75 13.21058
    Martin Marietta 11 0.08 0.22 0.85 11.34048
    McDonnell Douglas 22.6 0.13 0.37 1.15 17.15319
    Northrop 9.5 0.09 0.47 1.05 14.81696
    Raytheon 12.1 0.095 0.28 0.75 10.85387
    Rockwell 13.9 0.115 0.38 1 14.85089
    Thiokol 8.7 0.055 0.15 0.95 11.44068
    United Industrial 10.4 0.045 0.5 0.7 9.106863

    Average PE Ratio 13.2


    Median PE Ratio 12.25
    Payout Beta
    2.90178236486 11.96815
    Column1 Column2 Column3 Column4 Column5 Column6 Column7 Column8 Column9
    SUMMARY OUTPUT

    Regression Statistics
    Multiple R 0.637799
    R Square 0.406788
    Adjusted R 0.228824
    Standard E 3.290848
    Observatio 14

    ANOVA
    df SS MS F Significance F
    Regression 3 74.26321 24.7544 2.285793 0.140958
    Residual 10 108.2968 10.82968
    Total 13 182.56

    CoefficientStandard Et Stat P-value Lower 95%Upper 95%Lower 95. Upper 95.0% -2.330028
    Intercept -2.330028 6.162716 -0.378085 0.71327 -16.06141 11.40136 -16.06141 11.40136 35.73992
    Expected 35.73992 24.77441 1.442615 0.17971 -19.4609 90.94074 -19.4609 90.94074 2.901782
    Payout 2.901782 8.026995 0.361503 0.725245 -14.98348 20.78704 -14.98348 20.78704 11.96815
    Beta 11.96815 5.562127 2.151722 0.056899 -0.425042 24.36134 -0.425042 24.36134

    RESIDUAL OUTPUT
    Company Trailing PE Expected Growth SD PEG
    Coca-Cola 29.18 0.095 0.2058 3.07
    Molson Inc. 43.65 0.155 0.2188 2.82
    Anheuser 24.31 0.11 0.2292 2.21
    Corby 16.34 0.075 0.2366 2.16
    Chalone 21.76 0.14 0.2408 1.55
    Andres 8.96 0.035 0.247 2.56
    Todhunter 8.94 0.03 0.2574 2.98
    Brown-Forman 10.07 0.115 0.2943 0.88
    Coors 23.02 0.1 0.2952 2.3
    PepsiCo 33 0.105 0.3135 3.14
    Coca-Cola 44.33 0.19 0.3551 2.33
    Boston Beer 10.59 0.1713 0.3958 0.62
    Whitman 25.19 0.115 0.4426 2.19
    Mondavi 16.47 0.14 0.4584 1.18
    Coca-Cola 37.14 0.27 0.5134 1.38
    Hansen 9.7 0.17 0.6245 0.57

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