predictedPEbyFEDmodel: Calculates predicted value of Price to Earning Multiple based...
In stockAnalyst: Equity Valuation using Methods of Fundamental Analysis
predictedPEbyFEDmodel R Documentation
Calculates predicted value of Price to Earning Multiple based on yields on bonds.
Description
The US FED model based on a paper written by three analysts, Lander, Orphanides, and Douvogiannis in 1997, at the US Federal Reserve, predicts the return on the S&P 500 on the basis of the relationship between forecasted earnings yields and yields on bonds (as cited in Jerald E. Pinto, 2020).
Usage
predictedPEbyFEDmodel(tenYrBondYield)
Arguments
tenYrBondYield
number.
Details
According to information provided by Jerald E. Pinto (2020), the method predictedPEbyFEDmodel is developed for computing predicted value of Price to Earning Multiple based on yields on bonds.
Value
Input values to tenYrBondYield.
Author(s)
MaheshP Kumar, maheshparamjitkumar@gmail.com
References
Pinto, J. E. (2020). Equity Asset Valuation (4th ed.). Wiley Professional Development (P&T). https://bookshelf.vitalsource.com/books/9781119628194
Examples
predictedPEbyFEDmodel(tenYrBondYield=0.0293)
stockAnalyst documentation built on Sept. 13, 2022, 5:07 p.m.
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| predictedPEbyFEDmodel | R Documentation |
Calculates predicted value of Price to Earning Multiple based on yields on bonds.
Description
The US FED model based on a paper written by three analysts, Lander, Orphanides, and Douvogiannis in 1997, at the US Federal Reserve, predicts the return on the S&P 500 on the basis of the relationship between forecasted earnings yields and yields on bonds (as cited in Jerald E. Pinto, 2020).
Usage
predictedPEbyFEDmodel(tenYrBondYield)
Arguments
tenYrBondYield |
number. |
Details
According to information provided by Jerald E. Pinto (2020), the method predictedPEbyFEDmodel is developed for computing predicted value of Price to Earning Multiple based on yields on bonds.
Value
Input values to tenYrBondYield.
Author(s)
MaheshP Kumar, maheshparamjitkumar@gmail.com
References
Pinto, J. E. (2020). Equity Asset Valuation (4th ed.). Wiley Professional Development (P&T). https://bookshelf.vitalsource.com/books/9781119628194
Examples
predictedPEbyFEDmodel(tenYrBondYield=0.0293)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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