Publications by Nico
Walkthrough: Valuation - Public Comparables
1 Objective Our goal is to extract the public comparables table from each workbook and transform it into a list of vectors that each contain all the observations corresponding to a heading. When finished it should look like the following: 1.1 COMP1 1.1.1 Insurance Brokers 1.2 COMP2 1.2.1 Insurance Brokers 1.2.2 Asset Management / Wealth Advi...
5785 sym R (7582 sym/16 pcs)
Walkthrough: Valuation - Trading Levels
1 Objective Our goal is to extract the trading levels of company securities table from each workbook and transform it into a list containing lists that detail the properties of each security. When finished it should look like the following: 2 Isolating the Data To start, we need to isolate the table of cells containing the properties and corresp...
2350 sym R (1679 sym/4 pcs)
Walkthrough: Valuation - Financial Performance
1 Objective Our goal is to extract the Long Term Financial Performance table from each workbook and transform it into a vector of two vectors detailing financial performance and covenant ratios. When finished, our output should look like the following for COMP1 and COMP2: 2 Isolating the Data Our first step is to examine the workbook imported in...
6585 sym R (7044 sym/19 pcs)
Mexico Excess Returns and Capital Structure Analysis
1 Stock Screener 2 Risk Premium 3 Businesses 3.1 Excess Returns 3.2 Capital Structure 4 Industries 5 Data Mexico data sets 6 References Optimal Capital Structure Risk Premium ...
207 sym
Singapore Excess Returns and Capital Structure Analysis
1 Stock Screener 2 Risk Premium 3 Businesses 3.1 Excess Returns 3.2 Capital Structure 4 Industries 5 Data Singapore data sets 6 References Optimal Capital Structure Risk Premium ...
210 sym
Extracting relevant data from Singaporean companies
1 Context In this project, we look at how we can use R to automate the process of extracting relevant data from Singaporean companies in the excess returns and capital structure database. 2 Initialization We begin by: 2.1 Clearing all pre-existing objects from the workspace rm(list=ls()) 2.2 Initializing the file paths path_root <- "." # Sets...
7826 sym R (6041 sym/22 pcs)
United Arab Emirates (UAE) Excess Returns and Capital Structure Analysis
1 Stock Screener 2 Risk Premium 3 Businesses 3.1 Excess Returns 3.2 Capital Structure 4 Industries 5 Database UAE data sets 6 References Optimal Capital Structure Risk Premium ...
208 sym
Walkthrough: Security Description
1 Objective Our goal is to extract the security description table from each workbook and transform it into a list detailing each observation and its variables and values. When finished, our output should look like this for COMPS1 and COMPS2, respectively: We begin with two sheets: Summary withn RNFC_COMP1.rds and Valuation Summary within RNFC_CO...
5388 sym R (5014 sym/17 pcs)
Walkthrough: Business Description
1 Objective Our aim in this exercise is to extract the business description elements from each workbook and transform it into a named list. Our target results should replicate the following for COMP1 and COMP2, respectively: path_root = file.path("..", "..") path_code = file.path(path_root, "libs") path_data = file.path(path_root, "data") path_ou...
3725 sym R (4812 sym/10 pcs)
Walkthrough: Capitalization
1 Objective Our goal is to extract the capitalization table from each workbook and transform it into a vector detailing each observation and its variables for the different capitalization periods. It is also to perform and compile summary calculations to be stored in the vector. When finished, our output for COMP1 and COMP2 should appear as: Fir...
7153 sym R (9875 sym/20 pcs)