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Assessing Value With The New Method Of Stochastic Risk Factors

Table 1:

Firm BP Coca-Cola Shell Apple** Facebook** Wall-Mart
A 0,72 0,95 0,92 0,84 0,97 0,88
A- stand. err. 0,09 0,04 0,055 0,09 0,05 0,047
B 3,19 0,248 0,93 2,03 0,5 1,33
B- stand. err. 0,085 0,22 0,66 1,27 0,7 0,48
Sign. of regr. F (p-value) 5,08E-12 3,01E-26 2,56Е-25 2,9E-08 5,47E-13 4,12E-29
Sign. for A (p-value) 5,08E-12 3,01E-26 2,56Е-25 2,9E-08 5,47E-13 4,12E-29
Sign. for B (p-value) 0,002 0,258 0,16 0,122 0,48 0,02
R2 0,72 0,95 0,9 0,89 0,96 0,916
R2 - stand. err. 0,116 0,08 0,126 0,15 0,2 0,2
Sample 66 49 68 22 22 71
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