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Equity Valuation and Portfolio Management
book

Equity Valuation and Portfolio Management

by Frank J. Fabozzi, Harry M. Markowitz
October 2011
Beginner
576 pages
16h 32m
English
Wiley
Content preview from Equity Valuation and Portfolio Management

BUILDING FACTORS FROM COMPANY CHARACTERISTICS

The following sections focus on the techniques for building factors from company characteristics. Often we desire our factors to relate the financial data provided by a company to metrics that investors use when making decisions about the attractiveness of a stock such as valuation ratios, operating efficiency ratios, profitability ratios, and solvency ratios. Factors should also relate to the market data such as analysts' forecasts, prices and returns, and trading volume.

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Publisher Resources

ISBN: 9780470929919Purchase book