PE
Ratio Regression
Model Summary
Dependent variable: PE Ratio
Independent variables: See below
Number of observations: 1565
|
R |
R Square |
Adjusted R Square |
Std. Error of the Estimate |
| .406 |
.165 |
.164 |
862.78368 |
|
Independent variable |
Unstandardized Coefficients |
Std. Error |
t |
Sig. |
| (Constant) |
9.880 |
1.083 |
9.125 |
.000 |
| Expected
Growth in EPS: next 5 years |
.859 |
.052 |
16.360 |
.000 |
| Payout
Ratio |
.02565 |
.014 |
1.785 |
.074 |
| Regression
Beta |
1.817 |
.553 |
3.285 |
.001 |
b Weighted Least Squares Regression -
Weighted by Market Cap
Relative PE Ratio Regression
Model Summary
Dependent variable:
Relative PE Ratio
Independent variables:
See below
Number of observations:
1565
Model Summary
|
R |
R Square |
Adjusted R Square |
Std. Error of the Estimate |
| .406 |
.165 |
.164 |
40.9096 |
|
Independent variable |
Unstandardized Coefficients |
Std. Error |
t |
Sig. |
| (Constant) |
.468 |
.051 |
9.125 |
.000 |
| Relative
Growth |
.696 |
.043 |
16.360 |
.000 |
| Relative
Payout |
.01903 |
.011 |
1.785 |
.074 |
| Regression
Beta |
.08618 |
.026 |
3.285 |
.001 |
b Weighted Least Squares Regression -
Weighted by Market Cap
PEG Ratio Regression
Model Summary
Dependent
variable: PEG Ratio
Independent
variables: See below
Number of
observations: 1577
Model Summary
|
R |
R Square |
Adjusted R Square |
Std. Error of the Estimate |
| .502 |
.252 |
.251 |
88.895707 |
|
Independent variable |
Unstandardized Coefficients |
Std. Error |
t |
Sig. |
| (Constant) |
11.218 |
.447 |
25.072 |
.000 |
| Payout Ratio |
.001606 |
.001 |
1.089 |
.277 |
| Regression Beta |
.348 |
.055 |
6.270 |
.000 |
| Ln (Growth) |
-1.348 |
.062 |
-21.779 |
.000 |
|
Independent variable |
Unstandardized Coefficients |
Std. Error |
t |
Sig. |
|
Payout Ratio |
.01640 |
.002 |
10.254 |
.000 |
|
Regression Beta |
.474 |
.065 |
7.258 |
.000 |
| Ln (Growth) |
.178 |
.013 |
13.298 |
.000 |
a Dependent Variable: PEG Ratio
b Linear Regression through the
Origin
c Weighted Least Squares Regression
- Weighted by Market Cap
EV/EBITDA Ratio Regression
Model
Summary
Dependent
variable: Enterprise Value/ EBITDA
Independent
variables: See below
Number of
observations: 2122
Model
Summary
|
R |
R Square |
Adjusted R Square |
Std. Error of the Estimate |
| .346 |
.120 |
.119 |
386.233516 |
|
Independent variable |
Unstandardized Coefficients |
Std. Error |
t |
Sig. |
|
(Constant) |
7.795 |
.514 |
15.162 |
.000 |
| Effective
Tax Rate |
-.08270 |
.011 |
-7.813 |
.000 |
| ROC |
.02316 |
.008 |
2.777 |
.006 |
| Expected
Growth in EPS: next 5 years |
.265 |
.019 |
14.141 |
.000 |
a Dependent Variable: EV/EBITDA
b Weighted Least Squares Regression
- Weighted by Market Cap
Dependent
variable: Price to Book (Market Value of equity/ Book value of equity)
Independent
variables: See below
Number of
observations: 2122
Model Summary
|
R |
R Square |
Adjusted R Square |
Std. Error of the Estimate |
| .776 |
.602 |
.601 |
142.228264 |
Independent variable |
Unstandardized Coefficients |
Std Error |
t |
Sig. |
| (Constant) |
-1.531 |
.204 |
-7.518 |
.000 |
| Expected Growth in EPS: next 5 years |
.125 |
.008 |
15.137 |
.000 |
| Payout Ratio |
.006129 |
.002 |
2.640 |
.008 |
| Regression Beta |
.357 |
.090 |
3.965 |
.000 |
| ROE |
.189 |
.004 |
46.662 |
.000 |
Without intercept
Independent variable |
Unstandardized Coefficients |
Std. Erro |
t |
Sig. |
| Expected Growth in EPS: next 5 years |
.08834 |
.007 |
13.021 |
.000 |
| Payout Ratio |
-.004511 |
.002 |
-2.409 |
.016 |
| Regression Beta |
-.005398 |
.073 |
-.741 |
.459 |
| ROE |
.172 |
.003 |
49.917 |
.000 |
b Linear Regression through the
Origin
c Weighted Least Squares
Regression - Weighted by Market Cap
Value
to Book Capital Ratio Regression
Dependent
variable: Value to Book (Enterprise value/ Invested Capital)
Independent
variables: See below
Number
of observations: 1585
Model Summary
|
R |
R Square |
Adjusted R Square |
Std. Error of the Estimate |
| .673 |
.452 |
.450 |
170.030766 |
Independent variable |
Unstandardized Coefficients |
Std. Error |
t |
Sig. |
| (Constant) |
-1.420 |
.239 |
-5.941 |
.000 |
| ROC |
.133 |
.006 |
24.087 |
.000 |
| Expected Growth in EPS: next 5 years |
.129 |
.013 |
9.766 |
.000 |
| Standard Deviation |
-.006530 |
.005 |
-1.401 |
.161 |
| Reinvestment Rate |
.02708 |
.003 |
8.661 |
.000 |
Independent variable |
Unstandardized Coefficients |
Std. Error |
t |
Sig. |
| (Constant) |
-1.420 |
.239 |
-5.941 |
.000 |
| ROC |
.133 |
.006 |
24.087 |
.000 |
| Expected Growth in EPS: next 5 years |
.129 |
.013 |
9.766 |
.000 |
| Standard Deviation |
-.006530 |
.005 |
-1.401 |
.161 |
| Reinvestment Rate |
.02708 |
.003 |
8.661 |
.000 |
b Weighted Least Squares
Regression - Weighted by Market Cap
Price
to Sales Ratio Regression
Dependent
variable: Price to Sales Ratio
Independent
variables: See below
Number
of observations: 1408
Model Summary
|
R |
R Square |
Adjusted R Square |
Std. Error of the Estimate |
| .839 |
.704 |
.703 |
116.104054 |
Independent variable |
Coefficient |
Std. Error |
T statistic |
Significant at |
| (Constant) |
-2.124 |
.156 |
-13.596 |
.000 |
| Expected Growth in
EPS: next 5 years |
.114 |
.007 |
16.658 |
.000 |
| Payout Ratio |
.00114 |
.002 |
2.455 |
.014 |
| Regression Beta |
.702 |
.076 |
9.281 |
.000 |
| Net Margin |
.239 |
.005 |
51.937 |
.000 |
Independent variable |
Unstandardized
Coefficients |
Std. Error |
t |
Sig. |
|
Expected
Growth in EPS: next 5 years |
.05565 |
.006 |
9.810 |
.000 |
|
Payout
Ratio |
-.01533 |
.002 |
-9.992 |
.000 |
|
Regression
Beta |
.167 |
.069 |
2.430 |
.015 |
|
Net
Margin |
.218 |
.005 |
47.275 |
.000 |
a Dependent Variable: PS
b Linear Regression through
the Origin
c Weighted Least Squares
Regression - Weighted by Market Cap
EV to Sales Ratio
Regression
Dependent
variable: Enterprise value to Sales Ratio
Independent
variables: See below
Number of
observations: 1447
Model
Summary
|
Model |
R |
R Square |
Adjusted R Square |
Std. Error of the
Estimate |
| 1 |
.720 |
.518 |
.516 |
130.407896 |
|
Independent
variable
|
Coefficient |
Std. Error |
T statistic |
Significant at |
| (Constant) |
-.997 |
.185 |
-5.385 |
.000 |
| Expected Growth in
EPS: next 5 years |
.122 |
.010 |
11.966 |
.000 |
| Pre-tax Operating
Margin |
.102 |
.004 |
23.854 |
.000 |
| Standard Deviation |
.002949 |
.004 |
.809 |
.419 |
| Reinvestment Rate |
-.007176 |
.003 |
-2.791 |
.005 |
Independent variable |
Unstandardized
Coefficients |
Std Error |
t |
Sig. |
| Expected Growth in
EPS: next 5 years |
.103 |
.010 |
10.561 |
.000 |
| Pre-tax Operating
Margin |
.08998 |
.004 |
24.296 |
.000 |
| Standard Deviation |
-.004928 |
.003 |
-1.450 |
.147 |
| Reinvestment Rate |
-.01221 |
.002 |
-5.003 |
.000 |
b Linear Regression through
the Origin
c Weighted Least Squares
Regression - Weighted by Market Cap