Chapter 11
Stock Valuation and Risk
Outline
Stock Valuation Methods
Price-Earnings (PE) Method
Dividend Discount Model
Adjusted Dividend Discount Model
Free Cash Flow Model
Required Rate of Return on Stocks
Capital Asset Pricing Model
Factors That Affect Stock Prices
Economic Factors
Market-Related Factors
Firm-Specific Factors
Tax Effects
Integration of Factors Affecting Stock Prices
Stock Risk
Volatility of a Stock
Beta of a Stock
Value at Risk
Risk-Adjusted Stock Performance
Sharpe Index
Treynor Index
Stock Market Efficiency
Forms of Efficiency
Tests of the Efficient Market Hypothesis
Foreign Stock Valuation and Performance
Valuation of Foreign Stocks
International Market Efficiency
Measuring Performance from Investing in Foreign Stocks
Performance from Global Diversification
Key Concepts
1. Explain stock valuation models.
2. Explain how to assess the risk of stocks and stock portfolios.
POINT/COUNTER-POINT:
Is The Stock Market Efficient?
POINT: Yes. Investors fully incorporate all available information when trading stocks. Thus, the
prices of stocks fully reflect all information.
COUNTER-POINT: No. The high degree of stock price volatility offers evidence of how much
disagreement there is among stock prices. The fact that many stocks declined by more than 40
percent during the end of 2008 and beginning of 2009 suggests that stock prices are not always
properly valued to reflect available information.
WHO IS CORRECT? Use the Internet to learn more about this issue and then formulate your own
opinion.
ANSWER: There is no perfect answer, and there are valid arguments for and against whether markets are
efficient. However, an abrupt decline of stock prices does not refute market efficiency. If new information
about stock market conditions (such as a weakening economy) occurs, prices could possibly fully reflect
all information and yet adjust abruptly as the new information becomes available.