Thread: Risk Free RAte
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Old 7th April 2008, 09:02 PM
StudentInvestor StudentInvestor is offline
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Good Questions,

It appears that most shares that trade on the NSE are over valued. You can easily see this in the high P/E ratio. Unfortunately, we are not able to sell short the over valued securities. I have been wondering how the buyers value the securities. As a CAIA, I have found it difficult to understand how any body will buyt a stock that has a P/E in the thousands.

I assumed that the Beta was 1.5 granting that the banking industry in Nigeria is always on the upward range but I am trying to run a regression analysis of the NSE index and the rest of the sectors to get a more credible Beta.

I thought of using the moving average but I could not get enough information, if you know where I can get that, I will be delighted

I looked at the growth rate of Diamond bank, and assumed it will grow at 8%.
For the discount rate, I looked at the balance sheet of Diamond, and it appears solid, so I felt that the risk premium is not high.

Enough of that now, before I let out all the weapons I have in my kitty.

Thanks for the link.
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