Tuesday, August 24, 2010

Chapter 7 study guide

STOCK VALUATION

Topical review
  • Discuss the advantages/benefits of owning stock
  • Define the three important dates related to dividend payments
  • Value stocks as the PV of future expected dividends – general DDM formula
  • Find the market capitalization rate of stocks - CAPM (See ch. 6)
  • Use the Gordon constant growth dividend discount model to value stocks
  • Segregate total stock returns into dividend and capital gains yields
  • Understand the assumptions and shortfalls of the constant growth DDM
  • Use the multi-stage DDM to value stocks whose dividends grow at non-constant rates in the short term
  • Use market multiples to value stocks that do not pay dividends
  • Explain the implications of the efficient market hypothesis
  • Differentiate three forms of the efficient market hypothesis based on the type of information embedded in stock prices
Definitions
  • Stock definitions: announcement/declaration date, ex-dividend date, payable date, proxy, market equilibrium, efficient market hypothesis, weak/semi-strong/strong form market efficiency
  • Valuation: intrinsic value, Gordon model, multi-stage DDM, market multiple analysis
Basic numerical problems from the textbook

ST-2, # 2,

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