Data Analysis and Regressions: US companies in January 2011

Descriptive Statistics

PE Ratio

a.     PE versus Expected Growth in EPS – Scatter Plot

 

b.     PE Market Regression

With intercept

 

 

 

PEG Ratio

a.     PEG versus Expected Growth in EPS – Scatter Plot

 

b.     PEG versus ln (Expected Growth Rate)

 

c.      PEG Market Regression

With intercept

Without intercept

EV/EBITDA

 

EV/EBIT

 

Price to Book Ratio

Regression with intercept

Without intercept

 

 

EV/Invested Capital

 

Price to Sales

With intercept

Without intercept

EV/Sales

 

Debt to Capital Ratio (Market)

 

Dividend Payout Ratio

 

Dividend Yield