, 증권시장 전체의 변동에 대한 개별 자산의 수익률의 민감도(sensitivity)를 나타낸다. 즉, 베타계수는 증권시장 전체의 수익률의 변동이 발생했을 때 이에 대해 개별기업 주가수익률이 얼마나 민감하게 반응하는가를 측정하는 계수이다.
증권에 따라 기울기가 다르다. 베타가 1보다 크면, 시
(4) Comparative Analysis of Individual Companies and the Index
Considering LG Fashion’ 2011F EPS growth of 24% and PER of 8.3x, the company is undervalued compared to major fashion companies and consumer goods providers. Given the substantial EPS growth and the consumer goods providers’average 2011F PER of 12x, we believe the stock merits attention.
Domestic mid- to long-term growth
stocks in this industry as well as Apple’s are sensitive to the economy, they seem to reflect that the economy will improve soon.
Is the stock of Apple Inc. Defensive or Cyclical?
What is the type of the stock of Apple Inc.? We acquired some hints from these graphs.
This is a graph for 3 years from February 2008 to November 2010. The 3 lines which are blue, red, and gr
return
RSIZE – the log ratio of a firm’s market capitalization to that of the S&P 500 index
SIGMA – the standard deviation of the firm’s daily stockreturn over the previous 3 months
PRICE – the firm’s log price per share, truncated above at a price of $15 per share
CASHMTA – the ratio of cash to market value of total assets
MB – the market-to-book ratio