Project: Earnings yield statistics
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Earnings yield statistics

Published

Started: 20/02/2019
Last update: 30/05/2019
Date of publication: 30/05/2019

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Synopsis

When you buy a stock, you want your expected return to exceed some discount rate. That return differs across stocks depending on their quality. It also fluctuates over time. As a first step before deep analysis of any particular company you may utilize a quantitative screening which may indicate if your selected company has a chance of exceeding your discount rate, at that very moment and in principle. We propose a methodology for such screening and build a data-base with data on how did the expected yield behave for most of the liquid stocks in Russia and in the US.

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