pe ratio regression市盈率回归

《pe ratio regression市盈率回归》由会员上传分享，免费在线阅读，更多相关内容在应用文档-天天文库。

1、PERatioRegressionModelSummaryDependentvariable:PERatioIndependentvariables:SeebelowNumberofobservations:1565RRSquareAdjustedRSquareStd.ErroroftheEstimate.406.165.164862.78368TheModelIndependentvariableUnstandardizedCoefficientsStd.ErrortSig.(Constant)9.8801.0839.125.000ExpectedGrowthinEP

2、S:next5years.859.05216.360.000PayoutRatio.02565.0141.785.074RegressionBeta1.817.5533.285.001aDependentVariable:CurrentPEbWeightedLeastSquaresRegression-WeightedbyMarketCapRelativePERatioRegressionModelSummaryDependentvariable:RelativePERatioIndependentvariables:SeebelowNumberofobservatio

3、ns:1565ModelSummaryRRSquareAdjustedRSquareStd.ErroroftheEstimate.406.165.16440.9096TheModelIndependentvariableUnstandardizedCoefficientsStd.ErrortSig.(Constant).468.0519.125.000RelativeGrowth.696.04316.360.000RelativePayout.01903.0111.785.074RegressionBeta.08618.0263.285.001aDependentVar

4、iable:RELPEbWeightedLeastSquaresRegression-WeightedbyMarketCapPEGRatioRegressionModelSummaryDependentvariable:PEGRatioIndependentvariables:SeebelowNumberofobservations:1577ModelSummaryRRSquareAdjustedRSquareStd.ErroroftheEstimate.502.252.25188.895707WithinterceptIndependentvariableUnstan

5、dardizedCoefficientsStd.ErrortSig.(Constant)11.218.44725.072.000PayoutRatio.001606.0011.089.277RegressionBeta.348.0556.270.000Ln(Growth)-1.348.062-21.779.000WithoutinterceptIndependentvariableUnstandardizedCoefficientsStd.ErrortSig.PayoutRatio.01640.00210.254.000RegressionBeta.474.0657.2

6、58.000Ln(Growth).178.01313.298.000aDependentVariable:PEGRatiobLinearRegressionthroughtheOrigincWeightedLeastSquaresRegression-WeightedbyMarketCapEV/EBITDARatioRegressionModelSummaryDependentvariable:EnterpriseValue/EBITDAIndependentvariables:SeebelowNumberofobservations:2122ModelSummaryR

7、RSquareAdjustedRSquareStd.ErroroftheEstimate.346.120.119386.233516ModeloutputIndependentvariableUnstandardizedCoefficientsStd.ErrortSig.(Constant)7.795.51415.162.000EffectiveTaxRate-.08270.011-7.813.000ROC.02316.0082.777.006ExpectedGrowthinEPS:next5years.265.01914.141.000