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What is Monte Carlo Simulation for Equity Valuation about?
This document summarizes a paper that uses Monte Carlo simulation of an equity growth model to estimate the probability distributions of future equity, earnings, payouts, stock returns, and stock option values for companies and stock market indices. The model simulates equity growth based on historical returns on equity and retention rates. It then uses historical price-to-book ratios to estimate future stock prices. The paper applies this model to the S&P 500 index, US government bonds, the Dow Jones Ventu
- Author
- Tu Shirota
- Language
- EN