Meldrum CFA
R^2 - answer Regression sum of squares/ regression sum of squares +residual sum of
squares
serial correlation, multicriticality – answer multicollinearity, significant correlation
between variables, also lack fo significance in coefficients, >5% lack significance from p
value standpoint
serial correlation, low durbin
logistic, discriminant, least ordinary - answer logistic, qualitative output, discriminant
linear model creates a n overall score, linear ordinary least squares
SEE - answersum of error squares
Square root ( Residual sum of sqaures/ residual degrees of freedom aka nk1 etc
steady state of growth - answer(TFP/1-a ) + Labor
PV value of terminal growth – answer EPS-cost of equity(book value)/(1+required
return-W) (1+r)^T-1
EVA - answer=Nopat - (C%*TC)
Nopat= (EBIT + Capitalized Expense) * (1-Tax rate)
C% is cost of capital
TC: total capital
Pre money valuation: - answer Post money valuation-investment
Post value= exit value/ROI
sales last 12 months (1.6 gowh rate ) ^5 years
Mean reversion - answer Bo/1-b1
periodic pension cost - answer current service cost (pension benefits earned)+ interest
cost (discount rate)+ past service cost+ actuarial gain-actuarial losses-actual return on
plan assets
R^2 - answer Regression sum of squares/ regression sum of squares +residual sum of
squares
serial correlation, multicriticality – answer multicollinearity, significant correlation
between variables, also lack fo significance in coefficients, >5% lack significance from p
value standpoint
serial correlation, low durbin
logistic, discriminant, least ordinary - answer logistic, qualitative output, discriminant
linear model creates a n overall score, linear ordinary least squares
SEE - answersum of error squares
Square root ( Residual sum of sqaures/ residual degrees of freedom aka nk1 etc
steady state of growth - answer(TFP/1-a ) + Labor
PV value of terminal growth – answer EPS-cost of equity(book value)/(1+required
return-W) (1+r)^T-1
EVA - answer=Nopat - (C%*TC)
Nopat= (EBIT + Capitalized Expense) * (1-Tax rate)
C% is cost of capital
TC: total capital
Pre money valuation: - answer Post money valuation-investment
Post value= exit value/ROI
sales last 12 months (1.6 gowh rate ) ^5 years
Mean reversion - answer Bo/1-b1
periodic pension cost - answer current service cost (pension benefits earned)+ interest
cost (discount rate)+ past service cost+ actuarial gain-actuarial losses-actual return on
plan assets
