How to calculate CAPM using this data? Historic beta 1996 0.95 1997 0.82 1998 0.82 1999 0.62
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How to calculate CAPM using this data?
Historic beta |
1996 | 0.95 |
1997 | 0.82 |
1998 | 0.82 |
1999 | 0.62 |
2000 | 0.81 |
YTD(2001) | 0.61 |
Average | 0.7 |
UK historical equity premiums |
Geometric mean | 5.30% |
Arithmetic mean | 7.20% |
Consensus EPS estimates |
Fiscal year2002 | £2.31 |
Fiscal Year 2003 | £2.66 |
Current Yield on UK Treasury |
3 months | 3.58% |
6 months | 3.58% |
1 year | 3.58% |
5 year | 4.87% |
10 year | 5.38% |
20 year | 5.73% |
Current yield on Debt |
coupon (semi-annual) | 6.74% |
Issued | 7/14/96 |
Maturity | 7/14/21 |
Current price | £95.50 |
Dividend history payment date and forecast |
year | quarter 1 | quarter 2 | quarter 3 | quarter 4 | total |
1997 | 0.11 | 0.11 | 0.11 | 0.11 | 0.44 |
1998 | 0.12 | 0.12 | 0.12 | 0.12 | 0.48 |
1999 | 0.12 | 0.12 | 0.12 | 0.12 | 0.48 |
2000 | 0.12 | 0.12 | 0.12 | 0.12 | 0.48 |
2001 | 0.12 | 0.12 | 0.12 | 0.12 | 0.48 |
value line forecast from 1998/2000 to 2004-2006- 5.40%
Related Book For
Understanding Basic Statistics
ISBN: 9781111827021
6th Edition
Authors: Charles Henry Brase, Corrinne Pellillo Brase
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