Equity Valuation using Methods of Fundamental Analysis

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Documentation for package ‘stockAnalyst’ version 1.0.1

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annulizedHPR Calculates Annualized Holding Period Return of a Stock.
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.
computingBVperShare Calculates the Book Value (BV) per share.
computingEVdollarVal Calculates absolute amount of Enterprise Value.
computingEVmultiple Calculates Enterprise Value Multiple as EV to EBITDA or EV to sales.
computingGusingGGM Computing the Growth Rate Implied by the Current Stock Price.
computingPB Calculates Price to Book Value (PB) Multiple as trailing PB or GGM based PB.
computingPS Calculates Price to Sales (PS) Multiple as trailing PS or GGM based PS.
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.
computingRwithCAPM Calculates CAPM based required rate of return.
computingRwithFFM Calculates required rate of return on equity based on Fama French Model.
computingRwithGGM Calculates Required Rate of Return using the Gordon Growth Model.
computingRwithHmodel Calculates the required rate of return on equity using two stage H-Model.
computingSustainableG Calculates Sustainable Growth Rate.
computingWACC Calculates Weighted Average Cost of Capital(WACC).
earningYieldEP Calculates Earning to Price Ratio, also known as Earning Yield.
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.
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.
firmValueConstantG Calculates the estimated value of the firm when FCFF is growing at a constant rate.
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.
forwardPEG Calculates PE-to-growth (PEG) ratio.
impliedPEbyYardeniModel Calculates Price-to-Earnings Multiple by Yardeni Model that incorporates the impact of long-term expected growth rate of earnings on PE.
justifiedLeadingPE Calculates Justified Leading P/E based on the Gordon Growth Model.
justifiedTrailingPE Calculates Justified Trailing P/E Based on the Gordon Growth Model.
leadingFY1PE Calculates Leading Price to Earning Multiple based on the mean of the current fiscal year (FY1 = Fiscal Year 1) forecasts.
leadingFY2PE Calculates Leading Price to Earning Multiple based on the mean of the following fiscal year (FY2 = Fiscal Year 2) forecasts.
leadingPEnext4Qs Calculates Leading PE Multiple based on average of expected EPS for the next four quarters.
PEforPassThroughInflation Calculates PE Multiple of the companies with different abilities to pass through the inflation to its customers through higher prices.
predictedPEbyFEDmodel Calculates predicted value of Price to Earning Multiple based on yields on bonds.
predictedPEonCSR Calculates Predicted Price to Earning Multiple based on Cross-Sectional Regression.
sharePriceUsingPastPE Calculates justified share price based on median or mean of values of own historical PE Multiples.
shareValConstantG Calculates the share value from total Equity Value (based on single stage constant growth) that is divided by number of outstanding shares.
shareValThreeStg Calculates share value using three-stage Free Cash Flow Model.
shareValTwoStage Calculates share value using two-stage Free Cash Flow Model.
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.
shareValueGGMconstantGrowth Calculates DDM value of share under the assumption that Dividends are to grow at constant rate.
shareValueGGMNegativeGrowth Valuing a share of stock using Gordon Growth Model with Negative Growth.
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.
shareValueNoCurrentDivdend Calculates value of a share of a Non-Dividend-Paying Company.
shareValuePreferredStock Calculates value of non-callable fixed-rate Perpetual Preferred Stock.
shareValueRI Calculates value of a share using the given Residual Income.
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.
shareValueRIplusPVTV Calculates share value using Residual Income plus present value of terminal value (PVTV).
shareValueROE Calculates value of a share using Feltham and Ohlson Model.
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).
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.
shareValUsingThreeStageDDM Calculate value of a share using three stage Dividend Discount Model (DDM).
shareValUsingTwoStageDDM Calculate value of a share using the two-stage Dividend Discount Model (DDM).
shareValUsingTwoStageHmodel Calculates value of share using two stage H-Model that considers half of the length of the super-normal growth period.
singleStageR Calculates value of a share based on single-stage (constant-growth) Residual Income model.
terminalValueUsingPE Calculates Terminal Value (TV) of the stock using PEs.
trailingPEbasicEPS Calculates trailing Price to Earnings Multiple based on basic Earnings Per Share (EPS).
trailingPEdilutedEPS Calculates trailing Price to Earnings Multiple based on diluted Earnings Per Share (EPS).