"Unlevered beta" Essays and Research Papers

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    Spyder Sports Case

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    we can easily value its cost of assets with the data immediately available to us in the case. We first unlevered the beta’s of 7 comparable companies and took the average to get a comparable unlevered beta for Spyder (Exhibit 1). Since we are assuming Spyder is entirely equity financed‚ its unlevered asset beta is equal to the beta of its assets. We now have a rough estimate of Spyder’s asset beta‚ we can use CAPM to calculate the cost of assets of the firm (Exhibit 2). With an appropriate discount

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    the initial investment‚ the project is sold to investors as an all-equity firm. The equity holders will receive the cash flows of the project in one year. How much money can be raised in this way—that is‚ what is the initial market value of the unlevered equity? c. a. Suppose the initial $100‚000 is instead raised by borrowing at the risk-free interest rate. What are the cash flows of the levered equity‚ and what is its initial value according to MM? E ⎡C (1)⎤ = ⎣ ⎦ 1 (130‚ 000 + 180‚ 000) = 155

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    Current D/E ratio is 2498.8/3564 = .70 Target D/(D+E) ratio = 60% ( Target D/E ratio = 1.5 Use formula from class notes: (equity at current ratio = [1 + (1-TC)Debt/Equity](unlevered ( 1.11 = [1 + .66 x .70](unlevered ( .759 = (unlevered ← (equity at target ratio = [1 + .66 x 1.5] x .759 ← (equity at target ratio = 1.51 2.

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    Bilal Al- Qureshi‚ Said Business School‚ University of Oxford 2010 American Chemical Corporation HBS Case Number: 9-290-102 Executive Summary The American Chemical Corporation (AMC) is a large‚ diversified chemical producer. In 1979‚ AMC was forced to issue a tender to sell a Sodium Chlorate plant‚ near Collinsville‚ Alabama. Dixon‚ a specialty chemicals company‚ was willing to purchase the aforementioned plant for $12m with the option to invest a further $2.25m on laminate technology. The

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    common stockholders make a decision to finance it with debt. Business risk can be evaluated volatility in earnings and profits (coefficient of variation of returns on assets and of operating profits). A measure of business risk is also asset beta or unlevered beta. In case of AHP‚ it is 1.2 (βa) which is very low signifying low business risk for the firm. AHP’s business risk is low mainly because: 1. It has been operating on four main lines of business that bear less uncertainty about product demand

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    Managerial Finance – Problem Review Set – Capital Structure and Leverage 1) If a firm utilizes debt financing‚ an X% decline in earnings before interest and taxes (EBIT) will result in a decline in earnings per share that is larger than X. a. True b. False 2) Firm A has a higher degree of business risk than Firm B. Firm A can offset this by using less financial leverage. Therefore‚ the variability of both firms ’ expected EBITs could

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    The Wm. Wrigley Jr. Company: capital structure‚ valuation‚ and cost of capital Teaching Note Synopsis In June 2002‚ a managing director of an active-investor hedge fund was considering the possible gains from increasing the debt capitalization of the Wm. Wrigley Jr. Company. Wrigley had been conservatively financed and at the date of the case‚ carried no debt. The tasks for the student are to: Estimate the potential change in value from relevering Wrigley using adjusted present value analysis

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    Sur Mera

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    Recom Leading Finance Teams * Utilizes interpersonal and communication skills to lead‚ influence‚ and encourage others; advocates sound financial/business decision making; demonstrates honesty/integrity; leads by example.  * Communicates the strategic goals‚ the focus and the owner priorities to subordinates in a clear and precise manner.  * Leverages strong functional leadership and communication skills to influence the executive team‚ the property’s strategies and to lead own team.  * Oversees

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    economies in which to invest‚ which one would you choose? Explain. A risk-averse investor would choose the economy in which stock returns are independent because this risk can be diversified away in a large portfolio. 10-30. What does the beta of a stock measure? Beta measures the amount of systemic risk in a stock 10-35. Suppose the market risk premium is 5% and the risk-free interest rate is 4%. Using the data in Table 10.6‚ calculate the expected return of investing in a. Starbucks’ stock. b. Hershey’s

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    Summary The background of this paper we need to mention is that West Coast Fashions‚ Inc. (WCF)‚ a large designer and marketer of branded apparel announced a strategic reorganization calling for a divestiture of certain assets‚ and one of the divisions it intended to shed was Mercury Athletic‚ its wholly owned footwear subsidiary. John Liedtke‚ the head of business development for Active Gear‚ Inc. (AGI)‚ a privately held athletic and casual footwear company‚ contemplated an acquisition opportunity

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