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  • Beta + DCF

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    Phạm Chi
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    The document appears to contain historical annual return data for various asset classes and investment strategies from 2010 to 2023. It includes columns for returns of different asset types labeled RM, RA, RM-Rbq, etc. along with variance and beta statistics. There is also a section with projections for future dividend payouts, dividend yield, and present value for years 2023 to 2031 with assumptions and valuations provided.

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    The document appears to contain historical annual return data for various asset classes and investment strategies from 2010 to 2023. It includes columns for returns of different asset types labeled RM, RA, RM-Rbq, etc. along with variance and beta statistics. There is also a section with projections for future dividend payouts, dividend yield, and present value for years 2023 to 2031 with assumptions and valuations provided.

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    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    3 views3 pages

    Beta + DCF

    Uploaded by

    Phạm Chi
    The document appears to contain historical annual return data for various asset classes and investment strategies from 2010 to 2023. It includes columns for returns of different asset types labeled RM, RA, RM-Rbq, etc. along with variance and beta statistics. There is also a section with projections for future dividend payouts, dividend yield, and present value for years 2023 to 2031 with assumptions and valuations provided.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    of 3

    RM RA RM-Rbq RM-Rbq DxE D^2

    2,010 -6.95% -15.90% -15.03% -28.93% 4.35% 2.26%


    2,011 -27.79% -69.51% -35.87% -82.54% 29.61% 12.87%
    2,012 19.53% -46.67% 11.45% -59.70% -6.83% 1.31%
    2,013 20.60% 61.90% 12.51% 48.87% 6.12% 1.57%
    2,014 8.15% 63.24% 0.07% 50.20% 0.03% 0.00%
    2,015 6.12% -16.36% -1.96% -29.40% 0.58% 0.04%
    2,016 14.82% 8.89% 6.74% -4.14% -0.28% 0.45%
    2,017 48.03% -4.08% 39.95% -17.12% -6.84% 15.96%
    2,018 -9.32% -4.17% -17.40% -17.20% 2.99% 3.03%
    2,019 7.67% 27.47% -0.41% 14.44% -0.06% 0.00%
    2,020 14.87% 60.53% 6.79% 47.49% 3.22% 0.46%
    2,021 35.73% 132.65% 27.65% 119.62% 33.07% 7.64%
    2,022 -32.64% -47.51% -40.72% -60.54% 24.65% 16.58%
    2,023 14.32% 31.98% 6.24% 18.95% 1.18% 0.39%
    8.08% 13.03%
    Tổng 91.79% 62.56%

    COV Var
    7.65% 5.21%
    Beta = 1.47
    1 2 3 4 5 6 7 8 9
    chỉ tiêu 2023 2024 2025 2026 2027 2028 2029 2030 2031
    g 6.2% 6.2% 6.2% 6.2% 6.2% 6.2% 6.2% 6.2% 6.2%
    cổ tức 500 531 564 599 636 675 717 762 809
    tỷ lệ CK 14.80% 14.80% 14.80% 14.80% 14.80% 14.80% 14.80% 14.80% 14.80%
    PV 436 403 373 345 319 295 273 253 234

    V1= 3145
    V2= 1722
    V 4867
    10 10
    2032 2032 trở đi
    6.2% 2%
    859 6847
    14.80% 14.80%
    216 1722

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