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stockAnalyst (version 1.0.1)

Equity Valuation using Methods of Fundamental Analysis

Description

Methods of Fundamental Analysis for Valuation of Equity included here serve as a quick reference for undergraduate courses on Stock Valuation and Chartered Financial Analyst Levels 1 and 2 Readings on Equity Valuation. Jerald E. Pinto (“Equity Asset Valuation (4th Edition)”, 2020, ISBN: 9781119628194). Chartered Financial Analyst Institute ("Chartered Financial Analyst Program Curriculum 2020 Level I Volumes 1-6. (Vol. 4, pp. 445-491)", 2019, ISBN: 9781119593577). Chartered Financial Analyst Institute ("Chartered Financial Analyst Program Curriculum 2020 Level II Volumes 1-6. (Vol. 4, pp. 197-447)", 2019, ISBN: 9781119593614).

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Install

install.packages('stockAnalyst')

Monthly Downloads

240

Version

1.0.1

License

GPL-3

Maintainer

MaheshP Kumar

Last Published

September 13th, 2022

Functions in stockAnalyst (1.0.1)

computingGusingGGM

Computing the Growth Rate Implied by the Current Stock Price.
computingRwithGGM

Calculates Required Rate of Return using the Gordon Growth Model.
PEforPassThroughInflation

Calculates PE Multiple of the companies with different abilities to pass through the inflation to its customers through higher prices.
computingBVperShare

Calculates the Book Value (BV) per share.
computingAbsRI

Calculates Residual Income using given values of Earnings Per Share (EPS) and beginning Book Values Per Share(bgnBVPS) for a specified number of years.
computingSustainableG

Calculates Sustainable Growth Rate.
justifiedTrailingPE

Calculates Justified Trailing P/E Based on the Gordon Growth Model.
computingWACC

Calculates Weighted Average Cost of Capital(WACC).
annulizedHPR

Calculates Annualized Holding Period Return of a Stock.
leadingFY1PE

Calculates Leading Price to Earning Multiple based on the mean of the current fiscal year (FY1 = Fiscal Year 1) forecasts.
shareValueGGMNegativeGrowth

Valuing a share of stock using Gordon Growth Model with Negative Growth.
shareValueGGMconstantGrowth

Calculates DDM value of share under the assumption that Dividends are to grow at constant rate.
predictedPEonCSR

Calculates Predicted Price to Earning Multiple based on Cross-Sectional Regression.
computingRwithFFM

Calculates required rate of return on equity based on Fama French Model.
computingRwithCAPM

Calculates CAPM based required rate of return.
predictedPEbyFEDmodel

Calculates predicted value of Price to Earning Multiple based on yields on bonds.
shareValThreeStg

Calculates share value using three-stage Free Cash Flow Model.
shareValuePreferredStock

Calculates value of non-callable fixed-rate Perpetual Preferred Stock.
shareValueRI

Calculates value of a share using the given Residual Income.
shareValTwoStage

Calculates share value using two-stage Free Cash Flow Model.
forwardPEG

Calculates PE-to-growth (PEG) ratio.
computingRwithHmodel

Calculates the required rate of return on equity using two stage H-Model.
firmValueUsingDiscFCFF

Calculates the estimated value of the firm as the present value of given amount of future Free Cash Flow to the Firm (FCFF) that is discounted at WACC.
shareValueRImultiStageEPS

Calculates value of a share based on EPS growth under the Multistage Residual Income Valuation.
shareValueRImultiStg

Calculates value of a share based on return on equity (ROE) growth under the Multistage Residual Income Valuation.
equityValueGivenDebtMV

Calculates the amount of estimated total equity value by deducting the given Market Value of Debt from Value of firm based on Discounted FCFF.
shareValueUsingDiscFCFE

Calculates the share value from total Equity Value (that is present value of given amount of future FCFE) divided by number of outstanding shares.
firmValueConstantG

Calculates the estimated value of the firm when FCFF is growing at a constant rate.
singleStageR

Calculates value of a share based on single-stage (constant-growth) Residual Income model.
earningYieldEP

Calculates Earning to Price Ratio, also known as Earning Yield.
shareValUsingThreeStageDDM

Calculate value of a share using three stage Dividend Discount Model (DDM).
equityValueConstantG

Calculates the amount of estimated total equity value by deducting the given Market Value of Debt from Value of firm based on single stage constant growth of FCFF.
shareValUsingTwoStageDDM

Calculate value of a share using the two-stage Dividend Discount Model (DDM).
computingPB

Calculates Price to Book Value (PB) Multiple as trailing PB or GGM based PB.
leadingPEnext4Qs

Calculates Leading PE Multiple based on average of expected EPS for the next four quarters.
shareValueROE

Calculates value of a share using Feltham and Ohlson Model.
leadingFY2PE

Calculates Leading Price to Earning Multiple based on the mean of the following fiscal year (FY2 = Fiscal Year 2) forecasts.
shareValUsingTwoStageHmodel

Calculates value of share using two stage H-Model that considers half of the length of the super-normal growth period.
shareValueComputedRI

Calculates value of a share using given values of Earnings Per Share (EPS) and beginning Book Values Per Share (bgnBVPS) for a specified number of years.
impliedPEbyYardeniModel

Calculates Price-to-Earnings Multiple by Yardeni Model that incorporates the impact of long-term expected growth rate of earnings on PE.
sharePriceUsingPastPE

Calculates justified share price based on median or mean of values of own historical PE Multiples.
shareValueRIplusPVTV

Calculates share value using Residual Income plus present value of terminal value (PVTV).
justifiedLeadingPE

Calculates Justified Leading P/E based on the Gordon Growth Model.
shareValueNoCurrentDivdend

Calculates value of a share of a Non-Dividend-Paying Company.
shareValueGivenDebtMV

Calculates the share value from Equity Value obtained by deducting the given Market Value of Debt from Discounted Value of FCFF and then dividing the output by number of outstanding shares.
trailingPEbasicEPS

Calculates trailing Price to Earnings Multiple based on basic Earnings Per Share (EPS).
terminalValueUsingPE

Calculates Terminal Value (TV) of the stock using PEs.
shareValConstantG

Calculates the share value from total Equity Value (based on single stage constant growth) that is divided by number of outstanding shares.
shareValueUsingDDM1yr

Calculates value of a share that is held for a single period (that is one year) using the Dividend Discount Model(DDM).
shareValueUsingDDMnYrs

Calculates value of a share that is held for multiple holding periods (for n years) using the Dividend Discount Model (DDM).
trailingPEdilutedEPS

Calculates trailing Price to Earnings Multiple based on diluted Earnings Per Share (EPS).
computingPS

Calculates Price to Sales (PS) Multiple as trailing PS or GGM based PS.
computingEVmultiple

Calculates Enterprise Value Multiple as EV to EBITDA or EV to sales.
computingRI

Calculates per share Residual Income using given values of Earnings Per Share (EPS) and beginning Book Values Per Share (bgnBVPS) for a specified number of years.
computingEVdollarVal

Calculates absolute amount of Enterprise Value.