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ANALYSIS OF CAPM AND SYSTEMATIC RISK AS A FUNDAMENTAL FACTOR OF EQUITY VALUATION IN SLOVAKIA
Abstract
This contribution is devoted to the issue of CAPM with a more detailed elaboration of its input parameters. It analysis and elaborates beta coefficient, individual ways of its calculation and summarizes findings obtained. It is dedicated to the development of Country Risk Premium and Equity Risk Premium of the Slovak Republic. The analysed input parameters are applied when calculating the Cost of Equity of selected Slovak industry. The most problematic point of solution was the calculation and acceptable prediction of beta coefficient. The benefit of this paper is analysis of the impact of systematic risk on Equity valuation and on the performance of selected Slovak industry. Equally beneficial is the forecast of beta coefficient and summarizing of CAPM findings mainly for businesses operating in the Slovak market conditions. Equity valuation applying CAPM can be considered as one of the best methods of Equity valuation in Slovakia.
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