R: Equity Valuation using Methods of Fundamental Analysis

# Equity Valuation using Methods of Fundamental Analysis

## Documentation for package ‘stockAnalyst’ version 1.0.1

- DESCRIPTION file.

## Help Pages

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