0% found this document useful (0 votes)
6 views6 pages

Chapter 4 Formula

Chapter 4 of the document covers various models and methods for security analysis, including the Dividend Valuation Model, Dividend Growth Model, and moving averages. It explains key formulas for calculating present value, price-earnings ratios, and methods for assessing randomness in price changes. Additionally, it discusses trading strategies and calculations for growth rates and moving averages.

Uploaded by

sachinpremvp
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
6 views6 pages

Chapter 4 Formula

Chapter 4 of the document covers various models and methods for security analysis, including the Dividend Valuation Model, Dividend Growth Model, and moving averages. It explains key formulas for calculating present value, price-earnings ratios, and methods for assessing randomness in price changes. Additionally, it discusses trading strategies and calculations for growth rates and moving averages.

Uploaded by

sachinpremvp
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Chapter 4 Security Analysis

1. Dividend Valuation Model (Uniform Dividends)

𝐷(1) = 𝐷(2) = 𝐷(3) = ⋯ = 𝐷

• 𝐷(𝑡): Dividend per share at time 𝑡

• 𝐷: Constant dividend amount per share every year

𝐷 𝐷 𝐷
𝑃(0) = + + +⋯
1 + 𝑘 (1+𝑘)2 (1+𝑘)3

• 𝑃(0): Present value (price) of the share at time 0

• 𝐷: Dividend per share per period (constant)

• 𝑘: Required rate of return or discount rate

• Terms represent the discounted value of dividends over infinite time

𝐷
𝑃(0) =
𝑘

• Simplified formula for price with constant dividends

• 𝑃(0): Price of share today

• 𝐷: Dividend per share

• 𝑘: Required rate of return

2. Dividend Growth Model (Gordon Growth Model)


𝐷(1)
𝑃(0) =
𝑘−𝑔

• 𝑃(0): Present value (price) of the share

• 𝐷(1): Dividend expected at end of first period

• 𝑘: Required rate of return

• 𝑔: Constant growth rate of dividends, 𝑔 < 𝑘


Chapter 4 Security Analysis
Equivalent form:
𝐷(0)(1 + 𝑔)
𝑃(0) =
𝑘−𝑔

• 𝐷(0): Dividend in the current period (time 0)

• 𝑔: Dividend growth rate

• 𝑘: Required rate of return

3. Dividend Growth Model with Dividend Payout Ratio and Earnings

𝑏 × 𝐸(1)
𝑃(0) =
𝑘−𝑔

• 𝑃(0): Present value (price) of the share

• 𝑏: Dividend payout ratio (fraction of earnings paid as dividends)

• 𝐸(1): Earnings per share at end of first period

• 𝑘: Required rate of return

• 𝑔: Growth rate of dividends/earnings

Equivalent form:
𝑏 × 𝐸(0)(1 + 𝑔)
𝑃(0) =
𝑘−𝑔

• 𝐸(0): Earnings per share at current period

• Other variables as above

4. Arithmetic Moving Average (AMA)


𝑛−1
1
𝐴𝑀𝐴𝑛,𝑡 = ∑ 𝑃𝑡−𝑖
𝑛
𝑖=0

• 𝐴𝑀𝐴𝑛,𝑡 : n-period arithmetic moving average at time 𝑡

• 𝑃𝑡−𝑖 : Price at time 𝑡 − 𝑖

• 𝑛: Number of periods over which average is calculated


Chapter 4 Security Analysis

5. Exponential Moving Average (EMA)

𝐸𝑀𝐴𝑡 = 𝛼𝑃𝑡 + (1 − 𝛼)𝐸𝑀𝐴𝑡−1

• 𝐸𝑀𝐴𝑡 : Exponential moving average at time 𝑡

• 𝑃𝑡 : Price at time 𝑡

• 𝐸𝑀𝐴𝑡−1 : EMA at time 𝑡 − 1 (previous period)

• 𝛼: Smoothing constant (exponent), 0 < 𝛼 ≤ 1

Calculation of the smoothing constant:


2
𝛼=
𝑛+1

• 𝑛: Number of periods for moving average

Alternate formula for calculation:

𝐸𝑀𝐴𝑡 = (𝑃𝑡 − 𝐸𝑀𝐴𝑡−1 ) × 𝛼 + 𝐸𝑀𝐴𝑡−1

• 𝑃𝑡 : Current price

• 𝐸𝑀𝐴𝑡−1 : Previous EMA

• 𝛼: Smoothing factor

6. Run Test for Randomness

Mean number of runs (𝜇𝑟 ):


2𝑛1 𝑛2
𝜇𝑟 = +1
𝑛1 + 𝑛2

• 𝑛1 : Number of positive changes

• 𝑛2 : Number of negative changes

• 𝜇𝑟 : Expected number of runs in a random sequence


Chapter 4 Security Analysis
Standard deviation of runs (𝜎𝑟 ):

2𝑛1 𝑛2 (2𝑛1 𝑛2 − 𝑛1 − 𝑛2 )
𝜎𝑟 = √
(𝑛1 + 𝑛2 )2 (𝑛1 + 𝑛2 − 1)

• Variables as defined above

Test statistic 𝑍:
∣ 𝑟 − 𝜇𝑟 ∣
𝑍=
𝜎𝑟

• 𝑟: Observed number of runs

• 𝜇𝑟 : Expected runs (mean)

• 𝜎𝑟 : Standard deviation of runs

7. T-test for Run Test at significance level

Lower limit:

𝐿𝐿 = 𝜇𝑟 − 𝑡 × 𝜎𝑟

Upper limit:

𝑈𝐿 = 𝜇𝑟 + 𝑡 × 𝜎𝑟

• 𝑡: Critical value from t-distribution for given degrees of freedom and significance level

• 𝜇𝑟 : Mean runs

• 𝜎𝑟 : Standard deviation of runs

8. Price-Earnings Ratio (P/E)


𝑀𝑎𝑟𝑘𝑒𝑡 𝑃𝑟𝑖𝑐𝑒 𝑝𝑒𝑟 𝑆ℎ𝑎𝑟𝑒
𝑃/𝐸 =
𝐸𝑎𝑟𝑛𝑖𝑛𝑔𝑠 𝑝𝑒𝑟 𝑆ℎ𝑎𝑟𝑒

• Market Price per Share: Current trading price of share

• Earnings per Share (EPS): Net earnings divided by number of shares outstanding
Chapter 4 Security Analysis
9. Calculation of Price Changes Sign (used in Run Test)

Sign of price change at time 𝑡:


+ if 𝑃𝑡 > 𝑃𝑡−1
𝑆𝑡 = {
− if 𝑃𝑡 < 𝑃𝑡−1

• 𝑃𝑡 : Price at time 𝑡

• 𝑃𝑡−1 : Price at previous time

10. Breadth Index


𝑁𝑒𝑡 𝐴𝑑𝑣𝑎𝑛𝑐𝑒𝑠 𝑜𝑟 𝐷𝑒𝑐𝑙𝑖𝑛𝑒𝑠
𝐵𝑟𝑒𝑎𝑑𝑡ℎ 𝐼𝑛𝑑𝑒𝑥 =
𝑇𝑜𝑡𝑎𝑙 𝑁𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝐼𝑠𝑠𝑢𝑒𝑠 𝑇𝑟𝑎𝑑𝑒𝑑

• Net Advances or Declines: Number of advancing stocks minus declining stocks

• Total Number of Issues Traded: Total stocks traded in the market

11. Confidence Index


𝑌𝑖𝑒𝑙𝑑 𝑜𝑛 𝐻𝑖𝑔ℎ − 𝑔𝑟𝑎𝑑𝑒 𝐵𝑜𝑛𝑑𝑠
𝐶𝑜𝑛𝑓𝑖𝑑𝑒𝑛𝑐𝑒 𝐼𝑛𝑑𝑒𝑥 =
𝑌𝑖𝑒𝑙𝑑 𝑜𝑛 𝐿𝑜𝑤 − 𝑔𝑟𝑎𝑑𝑒 𝐵𝑜𝑛𝑑𝑠

• Yield on High-grade Bonds: Return on government or high-quality bonds

• Yield on Low-grade Bonds: Return on lower-quality or riskier bonds

12. Filter Rule (Trading Strategy)

Buy Signal:

If 𝑃𝑡 ≥ 𝑃𝑝𝑟𝑒𝑣𝑖𝑜𝑢𝑠 𝑏𝑢𝑦 × (1 + 𝑁%)

Sell Signal:

If 𝑃𝑡 ≤ 𝑃𝑝𝑟𝑒𝑣𝑖𝑜𝑢𝑠 ℎ𝑖𝑔ℎ × (1 − 𝑁%)

• 𝑃𝑡 : Price at time 𝑡

• 𝑁%: Percentage threshold for triggering buy/sell

• 𝑃𝑝𝑟𝑒𝑣𝑖𝑜𝑢𝑠 𝑏𝑢𝑦 : Price at last buy


Chapter 4 Security Analysis
• 𝑃𝑝𝑟𝑒𝑣𝑖𝑜𝑢𝑠 ℎ𝑖𝑔ℎ : Highest price after last buy

13. Calculation of Percentage Growth Rate


𝑉𝑎𝑙𝑢𝑒𝑡 − 𝑉𝑎𝑙𝑢𝑒𝑡−1
𝐺𝑟𝑜𝑤𝑡ℎ 𝑅𝑎𝑡𝑒 = ( ) × 100
𝑉𝑎𝑙𝑢𝑒𝑡−1

• 𝑉𝑎𝑙𝑢𝑒𝑡 : Value at current period

• 𝑉𝑎𝑙𝑢𝑒𝑡−1: Value at previous period

14. Relationship for Exponential Moving Average Exponent (from text)

Given exponent 𝑎 is expressed as:


2
𝑎=
𝑛+1

• 𝑛: Number of days for which average is calculated

• 𝑎: Exponential smoothing constant

15. Calculation of Moving Average Sum (from Practical Illustration)

Sum of last 𝑛 closing prices:


𝑛−1

𝑆𝑡 = ∑ 𝑃𝑡−𝑖
𝑖=0

• 𝑆𝑡 : Sum of closing prices over last 𝑛 periods up to time 𝑡

• 𝑃𝑡−𝑖 : Closing price at period 𝑡 − 𝑖

16. Calculation of Two-item Centered Moving Average (Practical Example)


𝑀𝐴𝑡 + 𝑀𝐴𝑡−1
Centered MA at 𝑡 =
2

• 𝑀𝐴𝑡 : Moving average at time 𝑡

• Centered MA smoothes moving averages by averaging two consecutive MAs

You might also like