Banca de QUALIFICAÇÃO: FELIPE OLIVEIRA LINS E SILVA

Uma banca de QUALIFICAÇÃO de MESTRADO foi cadastrada pelo programa.
STUDENT : FELIPE OLIVEIRA LINS E SILVA
DATE: 28/06/2023
TIME: 15:00
LOCAL: videoconferência zoom
TITLE:

CAPM model adjustment for company valuation using accounting variables

KEY WORDS:

CAPM. Extension. Model.

PAGES: 35
BIG AREA: Ciências Sociais Aplicadas
AREA: Administração
SUBÁREA: Ciências Contábeis
SUMMARY:

The present research aims to propose an extension to the financial asset pricing model usingaccounting variables and logistic regression. To achieve this objective, data from all companies traded on the New York Stock Exchange (NYSE) were used, extracted from the Economatica©platform, covering the period from 2005 to 2021. Based on the data of accounting indicatorssuch as Return on Assets, Return on Invested Capital, EBITDA, Market Capitalization, CompanyBeta (relative to the S&P 500 index), Free Cash Flow, Operating Cycle, Financial Cycle, EBIT, and Degree of Financial Leverage, an indicator σ was created for the development of the study.

COMMITTEE MEMBERS:
Interno - 1561014 - ADILSON DE LIMA TAVARES
Presidente - 2241320 - ATELMO FERREIRA DE OLIVEIRA
Externo à Instituição - JOSÉ ALVES DANTAS