Yet more on a stochastic economic model: Supplement to Part 4: A model for share earnings, dividends and prices

A. D. Wilkie and Şule Şahin

Annals of Actuarial Science, 2020, vol. 14, issue 1, 138-149

Abstract: In this paper, we revisit the Earnings, Cover (the ratio of earnings over dividends) and Price/Earnings (P/E) Ratio models which we introduced in Part 4 of this series. Although we suggested that the significant decline in the Earnings Index over 2015-2016 might be followed by dividends and share prices, this has not happened. Instead, Earnings have risen substantially over the years 2016 to 2018. Therefore, we revise our models based on the updated data and compare the new set of models with the one in Part 4 as well as with themselves. We then compare different methods for forecasting Dividends and Share Prices.

Date: 2020
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