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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Building predictive models
 ZABLOUDIL, Jakub
This mater thesis is focused on building predictive models. Their fundamental task is to provide an early-warning system, giving information about potential enterprise bankruptcy. The main essence and aim of the thesis is to create multivariate classification models by using discriminant analysis and logistic regression. Emphasis is put on their predictive accuracy, which is assessed for period of three years before bankruptcy declaration. Attempts to optimize classification thresholds in order to increase the initial accuracy are also made. Evaluating classification reliability of several existing models and performing profile analysis assessing predictive ability of univariate ratios were accomplished as well.
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Fundamental analysis and its application on stock market
 ZABLOUDIL, Jakub
A fundamental analysis is a method of securities price analysis by involving all of substantial influences. The aim of this work was to process fundamental analysis of selected stock, to compare its intrinsic value with the market price and to determine investment recommendation for potential investors. The company of which stocks are analyzed is ČEZ. The first part describes the most important theoretical knowledge which is necessary for a successful implementation. Practical part is divided into two sections. The first one is focused on calculation of three input quantities which are required for making next procedure. The input quantities are required rate of return, dividend growth rate and cash flow growth rate. The second part deals with a calculation of the intrinsic value of the selected stock. It was decided to apply four methods which are used for intrinsic value determination. The methods are single-stage dividend discount model with expected infinite holding period, cash flow model Free Cash Flow to Equity, Price/Sales historical model and Price/Dividends historical model. The outcome of all the selected models was the same. That is a fact that calculated intrinsic values are higher compared to the market price. It means that the stock is undervalued on the security market and there is market price growth anticipated. That results into a definite recommendation to potential investors to buy the analyzed stocks.
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4 Zabloudil, Jan
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