A Fast and Parsimonious Way to Estimate the Implied Rate of Return on Equity

Dario Sanna

MPRA Paper from University Library of Munich, Germany

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.

Keywords: Earnings Yield; Implied Cost of Equity; Price Earnings Ratio; Quadratic Roe Ratio; Roe Discount Model (search for similar items in EconPapers)
JEL-codes: G12 (search for similar items in EconPapers)
Date: 2020-07-01
New Economics Papers: this item is included in nep-cfn
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https://mpra.ub.uni-muenchen.de/102072/1/MPRA_paper_102003.pdf original version (application/pdf)
https://mpra.ub.uni-muenchen.de/102072/9/MPRA_paper_102072.pdf original version (application/pdf)
https://mpra.ub.uni-muenchen.de/102072/10/MPRA_paper_102072.pdf original version (application/pdf)

Related works:
Working Paper: A Fast and Parsimonious Way to Estimate the Implied Rate of Return of Equity (2020)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:102072

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