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VC Acquisitions Paper (view source)
Revision as of 17:38, 19 February 2012
, 17:38, 19 February 2012no edit summary
*Target NAIC
*Acquirer NAIC (if available)
*Age(of target)*Sales(of target)*Leverage?(of target)*Intangible Assets(of target)
From COMPUSTAT:
*Total Assets
*Market Value (SHROUT*Price at announcement)
*Sales*Leverage variables*Intangible Assets
From VentureExpert:
*<math> AR^S_i = R_i - R_m </math>
*Let <math>\epsilon</math> be the residual from the mkt model regression. Then calc: <math>\sigma_{\epsilon}={( \mathbb{E}(\epsilon - \mathbb{E} \epsilon))}^{\frac{1}{2}}</math>
*RMSE of the Mkt Model: <math>RMSE={( \mathbb{E}(X- \mathbb{E} X))}^{\frac{1}{2}}</math> - this is in the ereturn list in STATA.
SDC:
