|
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 $) |
|
|
||||
|
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 $) |
|
|
||||
|
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 $) |
|
|
||||
|
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 $) |
|
|
||||
|
Model Summary |
||||
|
Model |
R |
R Square |
Adjusted R Square |
Std. Error of the Estimate |
|
1 |
.588a |
.346 |
.344 |
2.049582855978426E3 |
|
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) |
15.871 |
1.835 |
|
8.650 |
.000 |
|
Expected Earnings Growth (if
available) |
5.561 |
1.532 |
.074 |
3.631 |
.000 |
|
|
Tax Rate |
-22.014 |
4.074 |
-.112 |
-5.404 |
.000 |
|
|
Market Debt to Capital |
48.663 |
2.407 |
.518 |
20.216 |
.000 |
|
|
ROIC |
-13.087 |
5.159 |
-.065 |
-2.537 |
.011 |
|
|
a. Dependent Variable: EV/EBIT |
|
|
|
|
||
|
b. Weighted Least Squares Regression
- Weighted by Market Cap (US $) |
|
|
||||
|
Model Summary |
||||
|
Model |
R |
R Square |
Adjusted R Square |
Std. Error of the Estimate |
|
1 |
.526a |
.277 |
.277 |
1.197075458641619E2 |
|
a. Predictors: (Constant),
Market Debt to Capital, ROIC |
||||
|
Coefficientsa,b |
||||||
|
Model |
Unstandardized Coefficients |
Standardized Coefficients |
t |
Sig. |
||
|
B |
Std. Error |
Beta |
||||
|
1 |
(Constant) |
2.446 |
.069 |
|
35.369 |
.000 |
|
ROIC |
4.702 |
.249 |
.304 |
18.880 |
.000 |
|
|
Market Debt to Capital |
-2.290 |
.124 |
-.297 |
-1.842E1 |
.000 |
|
|
a. Dependent Variable: Firm
Value/BV |
|
|
|
|
||
|
b. Weighted Least Squares
Regression - Weighted by Market Cap (US $) |
|
|
||||
|
Model Summary |
||||
|
Model |
R |
R Square |
Adjusted R Square |
Std. Error of the Estimate |
|
1 |
.506a |
.256 |
.256 |
2.243554444495063E2 |
|
a. Predictors: (Constant),
After-tax Margin, Market Debt to Capital |
||||
|
Coefficientsa,b |
||||||
|
Model |
Unstandardized Coefficients |
Standardized Coefficients |
t |
Sig. |
||
|
B |
Std. Error |
Beta |
||||
|
1 |
(Constant) |
.955 |
.097 |
|
9.879 |
.000 |
|
Market Debt to Capital |
6.785 |
.197 |
.474 |
34.387 |
.000 |
|
|
After-tax Margin |
6.064 |
.436 |
.192 |
13.894 |
.000 |
|
|
a. Dependent Variable: EV/Sales |
|
|
|
|
||
|
b. Weighted Least Squares
Regression - Weighted by Market Cap (US $) |
|
|
||||