Value Scope

JULY 21, 2020

This work can be used to reconcile and support an adjustment to the CAPM, then the WACC, via Alpha and Beta. ESG in Equity Analysis and Credit Analysis” was published in 2018 by the PRI, the Principles of Responsible Investment arm of the UN, and the CFA Institute. Adjustments to Beta can accomplish this.

Intangible Assets 130

Intangible Assets Beta Alpha Unlevered Beta 130

Valutico

APRIL 25, 2023

The ESG score feeds into our proprietary algorithm to derive an appropriate adjustment to the Cost of Equity and Cost of Debt, which impacts the final valuation. ValutECO is still in Alpha Phase – what does this mean? Users complete a streamlined ESG assessment of the target company to arrive at an ESG score.

Discounted Cash Flow 52

Discounted Cash Flow Equity Beta Alpha 52

Valutico

APRIL 25, 2023

The ESG score feeds into our proprietary algorithm to derive an appropriate adjustment to the Cost of Equity and Cost of Debt, which impacts the final valuation. ValutECO is still in Alpha Phase – what does this mean? Users complete a streamlined ESG assessment of the target company to arrive at an ESG score.

Discounted Cash Flow 52

Discounted Cash Flow Equity Beta Alpha 52

Musings on Markets

JANUARY 5, 2024

Beta & Risk 1. Return on Equity 1. Equity Risk Premiums 2. Costs of equity & capital 4. Costs of equity & capital 4. Costs of equity & capital 1. Fundamental Growth in Equity Earnings 2. Return on Equity 2. Standard Deviation in Equity/Firm Value 2. Debt Details 1.

Dividends 98

Dividends Risk Premium Equity Book Value 98

Value Scope

SEPTEMBER 24, 2020

As companies continue to legitimately integrate ESG into business strategy, the ability to achieve “alpha,” which is an excess return or performance above a codified index or peer group, might become more difficult to do. Adjustments to Beta can accomplish this. The re-levered Beta for the private company we were valuing was 0.56.

Intangible Assets 130

Intangible Assets Alpha Beta Marketability 130