PE Regression

 

 

Model Summary

Model

R

R Square

Adjusted R Square

Std. Error of the Estimate

1

.425a

.180

.179

1.523233323064045E3

a. Predictors: (Constant), Expected Earnings Growth (if available), Payout Ratio, Beta

 

 

Coefficientsa,b

Model

Unstandardized Coefficients

Standardized Coefficients

t

Sig.

B

Std. Error

Beta

1

(Constant)

14.148

1.301

 

10.872

.000

Beta

-2.620

.868

-.074

-3.018

.003

Payout Ratio

7.488

.654

.277

11.453

.000

Expected Earnings Growth (if available)

29.061

2.272

.311

12.789

.000

a. Dependent Variable: PE

 

 

 

 

 

b. Weighted Least Squares Regression - Weighted by Market Cap (US $)

 

 

 

PBV Regression

 

 

Model Summary

Model

R

R Square

Adjusted R Square

Std. Error of the Estimate

1

.623a

.388

.386

2.266149512376126E2

a. Predictors: (Constant), ROE, Expected Earnings Growth (if available), Payout Ratio, Beta

 

 

 

Coefficientsa,b

Model

Unstandardized Coefficients

Standardized Coefficients

t

Sig.

B

Std. Error

Beta

1

(Constant)

1.475

.225

 

6.547

.000

Beta

-.881

.129

-.144

-6.803

.000

Payout Ratio

.051

.103

.010

.491

.624

Expected Earnings Growth (if available)

2.374

.339

.148

7.009

.000

ROE

12.581

.447

.589

28.122

.000

a. Dependent Variable: PBV

 

 

 

 

b. Weighted Least Squares Regression - Weighted by Market Cap (US $)

 

 

 

PS Regression

 

 

Model Summary

Model

R

R Square

Adjusted R Square

Std. Error of the Estimate

1

.574a

.330

.328

1.897233704811547E2

a. Predictors: (Constant), Net Margin, Beta, Payout Ratio, Expected Earnings Growth (if available)

 

 

Coefficientsa,b

Model

Unstandardized Coefficients

Standardized Coefficients

t

Sig.

B

Std. Error

Beta

1

(Constant)

1.085

.173

 

6.262

.000

Beta

-.605

.108

-.124

-5.596

.000

Payout Ratio

-.034

.082

-.009

-.417

.677

Expected Earnings Growth (if available)

1.676

.284

.130

5.913

.000

Net Margin

12.343

.496

.544

24.872

.000

a. Dependent Variable: PS

 

 

 

 

 

b. Weighted Least Squares Regression - Weighted by Market Cap (US $)

 

 

 

EV/EBITDA Regression

 

Model Summary

Model

R

R Square

Adjusted R Square

Std. Error of the Estimate

1

.563a

.317

.315

1.725943743700766E3

a. Predictors: (Constant), ROIC, Expected Earnings Growth (if available), Tax Rate, Market Debt to Capital

 

 

Coefficientsa,b

Model

Unstandardized Coefficients

Standardized Coefficients

t

Sig.

B

Std. Error

Beta

1

(Constant)

6.540

1.535

 

4.261

.000

Expected Earnings Growth (if available)

2.913

1.287

.047

2.264

.024

Tax Rate

-12.445

3.405

-.077

-3.655

.000

Market Debt to Capital

43.753

2.020

.561

21.658

.000

ROIC

4.279

4.323

.026

.990

.322

a. Dependent Variable: EV/EBITDA

 

 

 

 

b. Weighted Least Squares Regression - Weighted by Market Cap (US $)

 

 

EV/EBIT Regression

 

Model Summary

Model

R

R Square

Adjusted R Square