Session 6: Estimating Hurdle Rates - Equity Risk Premiums - Historical & Survey

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  • Опубліковано 14 гру 2024

КОМЕНТАРІ • 19

  • @richardscott9797
    @richardscott9797 Рік тому +3

    As someone who studied investment analysis in university back in the 80s (CAPM etc) what a pleasure it is to revisit all this but with so many more bells and whistles this time, and with real life examples and relevancy. I'll be honest, I'm here as a capitalist looking to avoid over-priced assets and to make money on the funds I put at risk buying equities. That you have chosen to make these lectures available free of charge is highly commendable and, in and of itself, removes any risk I might incur in signing up for a course or buying a book, the contents of which I am not completely certain. Thank you soooo much for this.

  • @goodlack9093
    @goodlack9093 4 роки тому +11

    Thank you for your determination to making such valuable knowledge free! Respect for you from Russia;)

  • @alecouto
    @alecouto 4 роки тому +10

    This course is a hidden gem.
    Everyone learning Corp. Fin. should know this amazing classes.
    Thank you Damodaran! Hope you get inspiration to post more full courses like this.

  • @jamesdadd9488
    @jamesdadd9488 9 років тому +6

    I noticed on slide 18 that the formula says (std deviation equity)/(std deviation country bond).
    Just want to verify the top line should really be (std deviation country equity) to match the bottom.
    And I really want to extend my gratitude to you for all the information you post. It is much appreciated.

  • @SFW7
    @SFW7 8 місяців тому

    THIS IS GOLD!
    Thank you so much, Professor. May God bless you!

  • @yuan1
    @yuan1 4 роки тому +5

    Thank you for teaching us Professor!

  • @ashokanselliah9571
    @ashokanselliah9571 9 місяців тому

    Many thanks the wonderful videos series. hugely helpful. Truly respect your dedication towards the community....

  • @surakshachoudhary2880
    @surakshachoudhary2880 9 років тому +2

    It is interesting that surveys show a higher risk premium following equity rallies and lower ones following sell-offs. Intuitively, wouldn't we expect risk-aversion to increase following equity sell-offs, resulting in higher risk premiums?

    • @oompaloompa3730
      @oompaloompa3730 8 років тому +5

      No, because sell-offs indicate that equities have become cheaper. Why would you want more compensation to buy something cheaper?

  • @pratik4309
    @pratik4309 Рік тому +1

    But sir you did not tell us,how to calculate std error.
    Yes, you mentioned the formula but dont know what is that annualized std deviation in stock price?

  • @peterlau9731
    @peterlau9731 4 роки тому +2

    The more risk-averse, the less return you will demand as the less risk you want right? So why does option b between 3-5% represents the least averse group? video at 3:20

    • @TastyChina666
      @TastyChina666 4 роки тому +4

      in my understanding, more risk-averse people require more reward to get into an investment sounds risky to them, that's why 3-5% (which equity risk premium is 0-2%) is for those people who would like to take any kind of risk and try, less risk-averse in a way.

    • @peterlau9731
      @peterlau9731 4 роки тому +2

      @@TastyChina666 I see I forgot the problem being discussed is shifting your asset to a mutual fund; the more return we require the more risk-averse we are. Thanks!

  • @dark_star_br_467
    @dark_star_br_467 3 роки тому

    you are amazing. cheers from Brazil

  • @atulbakshi8949
    @atulbakshi8949 2 роки тому +1

    Can someone clear the confusion that i have. Sir has used default spread but also using the name country risk premium whereas the two rates are different aren't they?

  • @cameronmckenna6939
    @cameronmckenna6939 3 роки тому

    excellent teacher

  • @sarbeswarjena4589
    @sarbeswarjena4589 6 місяців тому

    Can i get these notes for revision please

  • @renarayana4177
    @renarayana4177 7 років тому +1

    Sir please do make notes for the people who can't really hear your voice my friend has hearing problem so please do give the recitation notes

    • @stocksguy
      @stocksguy 3 роки тому +2

      There are subtitles