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Pricing firms on the basis of fundamentals

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Author Info
Mark Kamstra

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Abstract

Determining the right or fair price of a stock is one of the oldest problems in finance. Business mergers and acquisitions rely on this information, but only in the last several decades have formal models been developed to address the question. This article focuses on fundamental valuation, a technique that determines the right price by forecasting cash flows from a stock market investment and calculating what that income is worth. ; The author first provides an overview of the literature and an illustration of commonly used fundamental valuation techniques based on relative valuation and the Gordon growth model and then discusses a valuation approach he developed in 2001. His work incorporates the proceeds from share liquidation into the cash flows that are used to value the firm, accounting for the reduction in future growth of cash flows from this liquidation of shares. The author demonstrates these methods by applying them to pricing BellSouth shares, the S&P 500 index, and some new-economy stocks. The discussion also looks at prices and estimated fundamental values during severe market turndowns. ; Pricing BellSouth using sales and sales growth is consistent with its dramatic rise and recent decline in price, the author finds; this method is also appropriate for a small group of high-growth stocks. Fundamental models, however, have more trouble explaining the price movements of the overall market. The author concludes that algorithmic valuation techniques provide, at best, a rough starting point for firm valuation.

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Publisher Info
Article provided by Federal Reserve Bank of Atlanta in its journal Economic Review.

Volume (Year): (2003)
Issue (Month): Q1 ()
Pages: 49-70
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Handle: RePEc:fip:fedaer:y:2003:i:q1:p:49-70:n:v.88no.1

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Related research
Keywords: Asset pricing

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Basu, S, 1977. "Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: A Test of the Efficient Market Hypothesis," Journal of Finance, American Finance Association, vol. 32(3), pages 663-82, June. [Downloadable!] (restricted)
  2. Garber, Peter M, 1990. "Famous First Bubbles," Journal of Economic Perspectives, American Economic Association, vol. 4(2), pages 35-54, Spring. [Downloadable!] (restricted)
  3. Mark Kamstra, 2001. "Rational exuberance: The fundamentals of pricing firms, from blue chip to “dot com”," Working Paper 2001-21, Federal Reserve Bank of Atlanta. [Downloadable!]
  4. Kirby, Chris, 1997. "Measuring the Predictable Variation in Stock and Bond Returns," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 10(3), pages 579-630.
  5. Campbell, J.Y. & Kyle, A.S., 1988. "Smart Money, Noise Trading And Stock Price Behavior," Papers 95, Princeton, Department of Economics - Financial Research Center.
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  6. Philippe Jorion & William N. Goetzmann, 1999. "Global Stock Markets in the Twentieth Century," Journal of Finance, American Finance Association, vol. 54(3), pages 953-980, 06. [Downloadable!] (restricted)
  7. Barsky, Robert B & De Long, J Bradford, 1993. "Why Does the Stock Market Fluctuate?," The Quarterly Journal of Economics, MIT Press, vol. 108(2), pages 291-311, May. [Downloadable!] (restricted)
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. James DiGabriele, 2007. "Do Court Preferences for Valuation Approaches of Closely Held Companies Vary by Industry?," Journal of Business Valuation and Economic Loss Analysis, Berkeley Electronic Press, vol. 2(1), pages 5. [Downloadable!] (restricted)
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