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Value Per Share Forecast Analysis

The document contains the results of simulations of the value per share for a company under different scenarios: the base case, an IPO, taking on debt, issuing equity, and the post-IPO case. Statistics such as the mean, median, standard deviation, minimum and maximum values are reported for each simulation run 1,000 times. Graphs also show trends over time for liquidity, profitability, and financial leverage ratios.

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SM Azahar
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7 views13 pages

Value Per Share Forecast Analysis

The document contains the results of simulations of the value per share for a company under different scenarios: the base case, an IPO, taking on debt, issuing equity, and the post-IPO case. Statistics such as the mean, median, standard deviation, minimum and maximum values are reported for each simulation run 1,000 times. Graphs also show trends over time for liquidity, profitability, and financial leverage ratios.

Uploaded by

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

Simulation

Base Case Simulation:


Forecast: Value Per Share (Base)
Statistic Forecast values
Trials 1,000
Base Case 16.19
Mean 16.22
Median 15.41
Mode '---
Standard Deviation 14.03
Variance 196.98
Skewness 0.406
Kurtosis 4.75
Coeff. of Variation 0.4653
Minimum -38.29
Maximum 97.14
Mean Std. Error 0.44

IPO:
Forecast: Value Per Share(IPO)
Statistic Forecast values
Trials 1,000
Base Case 15.67
Mean 16.5
Median 15.42
Mode '---
Standard Deviation 11.32
Variance 128.07
Skewness 1.24
Kurtosis 13.25
Coeff. of Variation 0.486
Minimum -20.7
Maximum 130.73
Mean Std. Error 0.36
Debt:
Forecast: Value Per Share(debt)
Statistic Forecast values
Trials 1,000
Base Case 8.25
Mean 8.37
Median 7.87
Mode '---
Standard Deviation 8.72
Variance 75.96
Skewness 0.3284
Kurtosis 3.38
Coeff. of Variation 0.42
Minimum -17.72
Maximum 45.26
Mean Std. Error 0.28

Equity:
Forecast: Value Per Share(Equity)
Statistic Forecast values
Trials 1,000
Base Case 15.35
Mean 15.76
Median 15.15
Mode '---
Standard Deviation 11.28
Variance 127.21
Skewness 0.1786
Kurtosis 7.03
Coeff. of Variation 0.4158
Minimum -67.67
Maximum 67.79
Mean Std. Error 0.36
Post IPO:

Forecast: Value Per Share(Post IPO)


Statistic Forecast values
Trials 1,000
Base Case 14.52
Mean 15.66
Median 14.7
Mode '---
Standard Deviation 11.7
Variance 136.84
Skewness 2.94
Kurtosis 34.04
Coeff. of Variation 0.4468
Minimum -23.2
Maximum 168.61
Mean Std. Error 0.37

Graph for Ratio

Liquidity ratio
1.2000

1.0000
0.9580
0.8000

0.6000

0.4937
0.4000

0.2000

0.0000
2003 2004
Profi tability
4.5
4 4.09
3.5
3
2.5
2
1.5 1.67
1
0.5
0
2003 2004

Solvency

Equity Multiplier

Debt to Equity Ratio

Debt Ratio

0% 10% 20% 30% 40% 50% 60% 70% 80% 90% 100%

2003 2004
ROE
4.5
4.09
4
3.5
3
2.5
2 1.67
1.5
1
0.5
0
2003 2004

DOL
30

20

10

0
2001 2002 2003 2004

-10

-20

-30
DFL
2
1.17 1.42 1.36
1 1.09
0
2000 2001 2002 2003 2004
-1
-2
-3
-4
-5
-6
-6.71
-7
-8

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