PE Ratio Regression
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 |
|
The Model
|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 |
|a Dependent Variable: Current PE
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 |
|The Model
|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 |
|a Dependent Variable: RELPE
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 |
|
With intercept
|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 |
|
Without intercept
|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 |
|
Model output
|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
PBV Ratio Regression
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 |
|
With intercept
|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 |
|a Dependent Variable: PBV Ratio
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 |
|With intercept
|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 |
|Without intercept
|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 |
|a Dependent Variable: Value/BV of Capital
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 |
|With intercept
|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 |
|Without intercept
|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 |
|With intercept
| 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 |
|Without intercept
|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 |
|a Dependent Variable: EV/Sales
b Linear Regression through the Origin
c Weighted Least Squares Regression - Weighted by Market Cap
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