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L’ALBERO DEL RISCHIO: RELAZIONI STOCASTICHE (ELEMENTARI) TRA GLI INDICATORI DI BILANCIO [The tree of risk: (elementary) stochastic relations between financial ratios]

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Abstract

Starting from a map of financial ratios organized to analyse the corporate profitability, here is proposed a closed formula approach to compute the averages of ratios and their variabilities over the whole map. An application is provided using the 2016 edition of Mediobanca’s Dati Cumulativi. The proposed approach is easily generalizable and could be use in the domain of risk analysis of non-financial companies.

Suggested Citation

  • Franco Varetto, 2016. "L’ALBERO DEL RISCHIO: RELAZIONI STOCASTICHE (ELEMENTARI) TRA GLI INDICATORI DI BILANCIO [The tree of risk: (elementary) stochastic relations between financial ratios]," IRCrES Working Paper 201604, CNR-IRCrES Research Institute on Sustainable Economic Growth - Moncalieri (TO) ITALY - former Institute for Economic Research on Firms and Growth - Torino (TO) ITALY.
    • Handle: RePEc:csc:ircrwp:201604
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    More about this item

    Keywords

    financial ratios; financial statements analysis; statistical methods; risk analysis;
    All these keywords.

    JEL classification:

    • M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
    • C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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