"Unlevered beta" Essays and Research Papers

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    Marriott Corp

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    crecimiento de R E decrecerá‚ debido a q los propietarios de la deuda demandaran una mayor rentabilidad sobre esta. Por lo que la elección deuda y capital amplifica la amplitud del diferencial de las rentabilidades en términos porcentuales‚ obteniendo el beta de capital propio como: E  A  D A  D E 1. Administrar en vez de ser propietarios de hoteles Con esta estrategia se destina un mayor esfuerzo y recursos para la elaboración y creación de nuevos negocios para posteriormente implementarlos

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    Corporate Finance

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    Part I – Perfect capital markets‚ capital structure and cost of capital (15 points) GP Corp. has common stock with a market value of $200 million and riskless debt with a value of $100 million. Investors expect a 15% return on the stock and a 6% return on the debt. Assume perfect capital markets without any taxes. a) Suppose GP issues $100 million of new stock to buy back the debt. What is the expected return of the stock after this transaction? (4 points) b) Suppose instead GP issues $50 million

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    Midland Energy

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    Midland Energy Introduction: Midland Energy Resources‚ Inc. is a global multi-division energy company with operations in oil and gas exploration and production (E&P)‚ refining and marketing (R&M)‚ and petrochemicals. On a consolidated level‚ the company had 2006 operating revenue and operating income of $248.5 billion and $42.2 billion‚ respectively. Its largest division is R&M with the Petrochemical division being the smallest. Midland’s most profitable segment is its P&E division which generates

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    Sheet1 Marriott Cost of Capital Lodging Division Tax Rate 0.44 Equity Beta D/D+S Lodging Hilton Holiday La Quinta Ramada Average 0.76 1.35 0.89 1.36 1.09 14% 79% 69% 65% 0.5675 S/D+S 86% 21% 31% 35% 0.4325 D/S Unlevered Beta 0.16 3.76 2.23 1.86 2.00 0.65 0.28 0.28 0.48 0.42 Target D/D+S Target D/S Levered Beta 74% 2.85 1.62 Costs of Equity: Rf Lodging MRP 8.95% 7.43% Beta Requity 1.62 21.02% Costs of Debt: Rf Lodging 8.95% Spread Tax rate Rdebt(1-T) 1.10% 0.44 0.0563 WACCs: Lodging

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    minus Rf)‚ I compare the intercept with 0. The intercept suggest that Boeing’s stock performed 1.13% better than expected. What is the slope of the regression? -What does it tell you about the risk of the stock? The slope of the regression is beta. Beta is a measure of the systematic risk. The slope is greater than 1. When the market change 1%‚ the stock of Boeing will change 1.08% -How precise is this estimate of risk? (Provide a range for the estimate.) The standard error is 0.0523. The range

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    1. How does Berkshire Partners create value? Berkshire partners believes in creating values “based on successful relationships‚ hard work‚ analysis‚ and the open decision making of all individuals” (Partners) They do not see the acquiring company as just a financial investment but as an investment in a relationship between two living entities. They work hard in collaboration with the acquired firm to do the analysis and research and consult all individuals in both firms regarding the future of the

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    Capital Cash Flows: A Simple Approach to Valuing Risky Cash Flows Richard S. Ruback* This paper presents the Capital Cash Flow (CCF) method for valuing risky cash flows. I show that the CCF method is equivalent to discounting Free Cash Flows (FCF) by the weighted average cost of capital. Because the interest tax shields are included in the cash flows‚ the CCF approach is easier to apply whenever debt is forecasted in levels instead of as a percent of total enterprise value. The CCF method retains

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    Investment Case Study

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    asset beta for the Collinsville investment? Using the betas‚ determine the appropriate discount rate for the investment. Evaluate the investment. We are interested in obtaining the asset beta for the Collinsville investment. We can estimate asset betas by 1) looking it up in Bloomberg‚ 2) finding “identical twins” and comparing their betas‚ and 3) un-levering the beta from the company itself. Here‚ using 2 and 3 we are interested in both the asset beta of Dixon as well as the asset betas of companies

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    A Project Report On Tax Benefit of Debt A Case of Pakistani Firms By Mahjabeen (4426-FMS/MBA/F09) Saima Mushtaq (4370-FMS/MBA/F09) A project report submitted to the Department of Accounting & Finance‚ Faculty of Management Sciences‚ International Islamic University‚ Islamabad in partial fulfillment of the requirements for the degree of MASTER OF BUSINESS ADMINISTRATION (FINANCE) Faculty of Management Sciences International Islamic University Islamabad May 2012 A Project Report

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    American Chemical Final

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    become 47% and Debt-toEquity ratio at 89% which was above their targeted D/C at 35%. 5. For the Cost of Equity we first calculated the Market Unlevered and Levered Beta. For this we looked at each of the industry player in Exhibit 5‚ unlevered their Betas to reach an average figure of 0.8833 Unlevered Industry Beta. 6. We re-levered the average Industry Beta with Dixon’s

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