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ANALYSIS OF CAPM AND SYSTEMATIC RISK AS A FUNDAMENTAL FACTOR OF EQUITY VALUATION IN SLOVAKIA
(STEF92 Technology, 2015, HORVATHOVA, J., MOKRISOVA, M., SUHANYIOVA, A., SUHANYI, L.)
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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 predictio...



