Sanna, Dario (2020): A Fast and Parsimonious Way to Estimate the Implied Rate of Return on Equity.
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Abstract
I propose a fast and parsimonious way to estimate the implied rate of return on common equity of single stocks and indexes, resulting from the combination of two easily computable ratios.
Item Type: | MPRA Paper |
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Original Title: | A Fast and Parsimonious Way to Estimate the Implied Rate of Return on Equity |
Language: | English |
Keywords: | Earnings Yield, Implied Cost of Equity, Price Earnings Ratio, Quadratic Roe Ratio, Roe Discount Model |
Subjects: | G - Financial Economics > G1 - General Financial Markets > G12 - Asset Pricing ; Trading Volume ; Bond Interest Rates |
Item ID: | 102072 |
Depositing User: | Dario Sanna |
Date Deposited: | 28 Jul 2020 10:11 |
Last Modified: | 12 Dec 2024 09:11 |
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URI: | https://mpra.ub.uni-muenchen.de/id/eprint/102072 |