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SEC Risk Factors Disclosure Analysis

Harvard Corporate Governance

Opportunities remain to better align external risk reporting with internal risk management and reporting processes, improve the readability and categorization of risks, and make disclosures less generic.

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Addressing Market Volatility and Risk in M&A Agreements

Harvard Corporate Governance

This additional regulatory delay means that transactions, and in particular deals involving stock consideration, are increasingly vulnerable to market risk over a longer time horizon. more…).

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How to Value a Real Estate Holding Company

BV Specialists

Discount these cash flows to their present value using an appropriate discount rate, factoring in market risk. Make sure to consider market and industry conditions by reviewing current macro trends such as interest rates, inflation, and supply-demand dynamics, which can influence property values and company performance.

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The Future of Business: Dynamic Risk and Hyper-Efficiency with AI

Gergory Caruso

Let’s break down how AI can help you with both risk navigation and efficiency. Using AI to Understand Your Company and Market Risks AI offers a powerful solution by enabling dynamic risk assessment. The key is to view AI not as a replacement, but as an intelligent assistant that amplifies your capabilities.

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Valuation for Selling an eCommerce Business

Peak Business Valuation

Identifying Risks When Selling an eCommerce Store As part of a business valuation for an eCommerce store, valuation experts assess business risks. Th is includes industry risks, financial risks, or market risks. By identifying these risks early, you can better address them before selling.

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What is the Capital Asset Pricing Model (CAPM)?

Andrew Stolz

Beta is a multiple used to adjust up (Beta > 1) the equity risk premium if a stock is expected to be riskier than the market, and down (Beta < 1) if the stock is lower risk than the market. Investments are exposed to two types of risk: systematic and unsystematic. E(r) = Rf + ??(Rm

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Arbitrage Pricing Theory (APT) - Can it Enhance Valuation?

Equilest

The theory suggests that the expected return on an asset can be modeled as a linear function of various macroeconomic factors or "factor loadings" that affect the asset's risk, such as market risk, industry risk, and country risk. First, we need to estimate the factor loadings for each risk factor.