Class: FinModeling::CAPM::EquityCostOfCapital

Inherits:
Object
  • Object
show all
Defined in:
lib/finmodeling/capm.rb

Class Method Summary collapse

Class Method Details

.from_beta(beta) ⇒ Object



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# File 'lib/finmodeling/capm.rb', line 67

def self.from_beta(beta)
  Rate.new(RiskFreeRate.forward_estimate.value + (beta * MARKET_PREMIUM))
end

.from_ticker(company_ticker) ⇒ Object



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# File 'lib/finmodeling/capm.rb', line 71

def self.from_ticker(company_ticker)
  raw_beta = Beta.from_ticker(company_ticker)
  puts "CAPM::EquityCostOfCapital -> raw beta = #{raw_beta}"
  adj_beta = AdjustedBeta.from_beta(raw_beta)
  puts "CAPM::EquityCostOfCapital -> adj beta = #{adj_beta}"
  self.from_beta(adj_beta)
end