stockAnalyst1.0.1 package

Equity Valuation using Methods of Fundamental Analysis

annulizedHPR

Calculates Annualized Holding Period Return of a Stock.

computingAbsRI

Calculates Residual Income using given values of Earnings Per Share (E...

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 bas...

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 Pe...

computingRwithCAPM

Calculates CAPM based required rate of return.

computingRwithFFM

Calculates required rate of return on equity based on Fama French Mode...

computingRwithGGM

Calculates Required Rate of Return using the Gordon Growth Model.

computingRwithHmodel

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

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...

equityValueGivenDebtMV

Calculates the amount of estimated total equity value by deducting the...

firmValueConstantG

Calculates the estimated value of the firm when FCFF is growing at a c...

firmValueUsingDiscFCFF

Calculates the estimated value of the firm as the present value of giv...

forwardPEG

Calculates PE-to-growth (PEG) ratio.

impliedPEbyYardeniModel

Calculates Price-to-Earnings Multiple by Yardeni Model that incorporat...

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 ...

leadingFY2PE

Calculates Leading Price to Earning Multiple based on the mean of the ...

leadingPEnext4Qs

Calculates Leading PE Multiple based on average of expected EPS for th...

PEforPassThroughInflation

Calculates PE Multiple of the companies with different abilities to pa...

predictedPEbyFEDmodel

Calculates predicted value of Price to Earning Multiple based on yield...

predictedPEonCSR

Calculates Predicted Price to Earning Multiple based on Cross-Sectiona...

sharePriceUsingPastPE

Calculates justified share price based on median or mean of values of ...

shareValConstantG

Calculates the share value from total Equity Value (based on single st...

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 (...

shareValueGGMconstantGrowth

Calculates DDM value of share under the assumption that Dividends are ...

shareValueGGMNegativeGrowth

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

shareValueGivenDebtMV

Calculates the share value from Equity Value obtained by deducting the...

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 R...

shareValueRImultiStg

Calculates value of a share based on return on equity (ROE) growth und...

shareValueRIplusPVTV

Calculates share value using Residual Income plus present value of ter...

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 ...

shareValueUsingDDMnYrs

Calculates value of a share that is held for multiple holding periods ...

shareValueUsingDiscFCFE

Calculates the share value from total Equity Value (that is present va...

shareValUsingThreeStageDDM

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

shareValUsingTwoStageDDM

Calculate value of a share using the two-stage Dividend Discount Model...

shareValUsingTwoStageHmodel

Calculates value of share using two stage H-Model that considers half ...

singleStageR

Calculates value of a share based on single-stage (constant-growth) Re...

terminalValueUsingPE

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

trailingPEbasicEPS

Calculates trailing Price to Earnings Multiple based on basic Earnings...

trailingPEdilutedEPS

Calculates trailing Price to Earnings Multiple based on diluted Earnin...

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).

  • Maintainer: MaheshP Kumar
  • License: GPL-3
  • Last published: 2022-09-13