Package: stockAnalyst 1.0.1

stockAnalyst: Equity Valuation using Methods of Fundamental Analysis

Methods of Fundamental Analysis for Valuation of Equity included here serve as a quick reference for undergraduate courses on Stock Valuation and Chartered Financial Analyst Levels 1 and 2 Readings on Equity Valuation. Jerald E. Pinto (“Equity Asset Valuation (4th Edition)”, 2020, ISBN: 9781119628194). Chartered Financial Analyst Institute ("Chartered Financial Analyst Program Curriculum 2020 Level I Volumes 1-6. (Vol. 4, pp. 445-491)", 2019, ISBN: 9781119593577). Chartered Financial Analyst Institute ("Chartered Financial Analyst Program Curriculum 2020 Level II Volumes 1-6. (Vol. 4, pp. 197-447)", 2019, ISBN: 9781119593614).

Authors:MaheshP Kumar [aut, cre]

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# Install 'stockAnalyst' in R:
install.packages('stockAnalyst', repos = c('https://maheshpkumar.r-universe.dev', 'https://cloud.r-project.org'))

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Last updated 2 years agofrom:8c66867500. Checks:OK: 7. Indexed: yes.

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Doc / VignettesOKNov 18 2024
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R-4.4-winOKNov 18 2024
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Exports:annulizedHPRcomputingAbsRIcomputingBVperSharecomputingEVdollarValcomputingEVmultiplecomputingGusingGGMcomputingPBcomputingPScomputingRIcomputingRwithCAPMcomputingRwithFFMcomputingRwithGGMcomputingRwithHmodelcomputingSustainableGcomputingWACCearningYieldEPequityValueConstantGequityValueGivenDebtMVfirmValueConstantGfirmValueUsingDiscFCFFforwardPEGimpliedPEbyYardeniModeljustifiedLeadingPEjustifiedTrailingPEleadingFY1PEleadingFY2PEleadingPEnext4QsPEforPassThroughInflationpredictedPEbyFEDmodelpredictedPEonCSRsharePriceUsingPastPEshareValConstantGshareValThreeStgshareValTwoStageshareValueComputedRIshareValueGGMconstantGrowthshareValueGGMNegativeGrowthshareValueGivenDebtMVshareValueNoCurrentDivdendshareValuePreferredStockshareValueRIshareValueRImultiStageEPSshareValueRImultiStgshareValueRIplusPVTVshareValueROEshareValueUsingDDM1yrshareValueUsingDDMnYrsshareValueUsingDiscFCFEshareValUsingThreeStageDDMshareValUsingTwoStageDDMshareValUsingTwoStageHmodelsingleStageRterminalValueUsingPEtrailingPEbasicEPStrailingPEdilutedEPS

Dependencies:

Readme and manuals

Help Manual

Help pageTopics
Calculates Annualized Holding Period Return of a Stock.annulizedHPR
Calculates Residual Income using given values of Earnings Per Share (EPS) and beginning Book Values Per Share(bgnBVPS) for a specified number of years.computingAbsRI
Calculates the Book Value (BV) per share.computingBVperShare
Calculates absolute amount of Enterprise Value.computingEVdollarVal
Calculates Enterprise Value Multiple as EV to EBITDA or EV to sales.computingEVmultiple
Computing the Growth Rate Implied by the Current Stock Price.computingGusingGGM
Calculates Price to Book Value (PB) Multiple as trailing PB or GGM based PB.computingPB
Calculates Price to Sales (PS) Multiple as trailing PS or GGM based PS.computingPS
Calculates per share Residual Income using given values of Earnings Per Share (EPS) and beginning Book Values Per Share (bgnBVPS) for a specified number of years.computingRI
Calculates CAPM based required rate of return.computingRwithCAPM
Calculates required rate of return on equity based on Fama French Model.computingRwithFFM
Calculates Required Rate of Return using the Gordon Growth Model.computingRwithGGM
Calculates the required rate of return on equity using two stage H-Model.computingRwithHmodel
Calculates Sustainable Growth Rate.computingSustainableG
Calculates Weighted Average Cost of Capital(WACC).computingWACC
Calculates Earning to Price Ratio, also known as Earning Yield.earningYieldEP
Calculates the amount of estimated total equity value by deducting the given Market Value of Debt from Value of firm based on single stage constant growth of FCFF.equityValueConstantG
Calculates the amount of estimated total equity value by deducting the given Market Value of Debt from Value of firm based on Discounted FCFF.equityValueGivenDebtMV
Calculates the estimated value of the firm when FCFF is growing at a constant rate.firmValueConstantG
Calculates the estimated value of the firm as the present value of given amount of future Free Cash Flow to the Firm (FCFF) that is discounted at WACC.firmValueUsingDiscFCFF
Calculates PE-to-growth (PEG) ratio.forwardPEG
Calculates Price-to-Earnings Multiple by Yardeni Model that incorporates the impact of long-term expected growth rate of earnings on PE.impliedPEbyYardeniModel
Calculates Justified Leading P/E based on the Gordon Growth Model.justifiedLeadingPE
Calculates Justified Trailing P/E Based on the Gordon Growth Model.justifiedTrailingPE
Calculates Leading Price to Earning Multiple based on the mean of the current fiscal year (FY1 = Fiscal Year 1) forecasts.leadingFY1PE
Calculates Leading Price to Earning Multiple based on the mean of the following fiscal year (FY2 = Fiscal Year 2) forecasts.leadingFY2PE
Calculates Leading PE Multiple based on average of expected EPS for the next four quarters.leadingPEnext4Qs
Calculates PE Multiple of the companies with different abilities to pass through the inflation to its customers through higher prices.PEforPassThroughInflation
Calculates predicted value of Price to Earning Multiple based on yields on bonds.predictedPEbyFEDmodel
Calculates Predicted Price to Earning Multiple based on Cross-Sectional Regression.predictedPEonCSR
Calculates justified share price based on median or mean of values of own historical PE Multiples.sharePriceUsingPastPE
Calculates the share value from total Equity Value (based on single stage constant growth) that is divided by number of outstanding shares.shareValConstantG
Calculates share value using three-stage Free Cash Flow Model.shareValThreeStg
Calculates share value using two-stage Free Cash Flow Model.shareValTwoStage
Calculates value of a share using given values of Earnings Per Share (EPS) and beginning Book Values Per Share (bgnBVPS) for a specified number of years.shareValueComputedRI
Calculates DDM value of share under the assumption that Dividends are to grow at constant rate.shareValueGGMconstantGrowth
Valuing a share of stock using Gordon Growth Model with Negative Growth.shareValueGGMNegativeGrowth
Calculates the share value from Equity Value obtained by deducting the given Market Value of Debt from Discounted Value of FCFF and then dividing the output by number of outstanding shares.shareValueGivenDebtMV
Calculates value of a share of a Non-Dividend-Paying Company.shareValueNoCurrentDivdend
Calculates value of non-callable fixed-rate Perpetual Preferred Stock.shareValuePreferredStock
Calculates value of a share using the given Residual Income.shareValueRI
Calculates value of a share based on EPS growth under the Multistage Residual Income Valuation.shareValueRImultiStageEPS
Calculates value of a share based on return on equity (ROE) growth under the Multistage Residual Income Valuation.shareValueRImultiStg
Calculates share value using Residual Income plus present value of terminal value (PVTV).shareValueRIplusPVTV
Calculates value of a share using Feltham and Ohlson Model.shareValueROE
Calculates value of a share that is held for a single period (that is one year) using the Dividend Discount Model(DDM).shareValueUsingDDM1yr
Calculates value of a share that is held for multiple holding periods (for n years) using the Dividend Discount Model (DDM).shareValueUsingDDMnYrs
Calculates the share value from total Equity Value (that is present value of given amount of future FCFE) divided by number of outstanding shares.shareValueUsingDiscFCFE
Calculate value of a share using three stage Dividend Discount Model (DDM).shareValUsingThreeStageDDM
Calculate value of a share using the two-stage Dividend Discount Model (DDM).shareValUsingTwoStageDDM
Calculates value of share using two stage H-Model that considers half of the length of the super-normal growth period.shareValUsingTwoStageHmodel
Calculates value of a share based on single-stage (constant-growth) Residual Income model.singleStageR
Calculates Terminal Value (TV) of the stock using PEs.terminalValueUsingPE
Calculates trailing Price to Earnings Multiple based on basic Earnings Per Share (EPS).trailingPEbasicEPS
Calculates trailing Price to Earnings Multiple based on diluted Earnings Per Share (EPS).trailingPEdilutedEPS