PPT-Stock Volatility Prediction using Earnings Calls Transcripts and their Summaries

Naveed Ahmad Aram Zinzalian Setup SVM Text Regression Output Future Log Return Volatility where log returns ln Pt1Pt Baseline Historical Volatility ie volatility from previous quarter. 1IMPLIED VOLATILITY SKEWS AND STOCK INDEXSKEWNESS AND KURTOSIS IMPLIED BYS&P 500 INDEX OPTION PRICESThe Black-Scholes (1973) option pricing model is used to value a wide range of option contracts.Howe Chapter 9. Section 9.2 – Evaluation of a Stock Issue. Types of Stock Investments. Stocks are classified into the following categories:. Blue-Chip Stock. Income Stock . Growth Stock. Cyclical Stock. Chapter 16. Retained Earnings and Earnings Per Share. © 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.. Dr.. . Rakesh. Gupta. Senior . Lecturer Finance/Financial Planning. Department of Accounting, Finance and Economics. Griffith Business School. Griffith University. Tel: . +61 7 3735 7593. Email: . : . Dividends, Retained Earnings, and Income Reporting. 14. Learning Objectives. Explain how to account for . cash dividends. .. Explain how to account for . stock dividends . and splits.. Prepare and analyze a . Financial. . Statement Analysis. Course Code:. MGT-537. Course Instructor:. Dr.. Hafiz Muhammad . Ishaq. Total Lectures:. 32. Previous Lecture Summary. Basic Elements of the Income Statement: . Net Sales . : . Dividends, Retained Earnings, and Income Reporting. 14. Learning Objectives. Explain how to account for . cash dividends. .. Explain how to account for . stock dividends . and splits.. Prepare and analyze a . 11:00 Lecture, Version A. Note for multiple-choice questions: Choose the closest answer. Geometric Average. On Nov. 1, 2013, . Slacky. Green Slacks was worth $100 per share. On Nov. 1, 2001, it was worth $50 per share. What is the geometric average rate of return over this 12-year period?. Unit . 1.3. Key Words. Stock Chart. Graphical way of showing stock data . Key Words. Stock Bar Chart. Graphical chart showing stock . open-close, High-low daily price . & volume. Key Words. Earnings. Addison. , Nicholas . DeMario. , . Scott . Heydle. . and . Jenn. . Ritchie. What is Earnings Per Share?. Earnings Per Share (EPS) is the portion of a companies profit allocated to each outstanding share of common stock.. daily. . returns. over the last 40 . years. .. . Conditional. variance . fluctuates. . across. time and . is. . very. persistent.. Impressive . amount. of . empirical. . work. : . Engle. (1982), . Why Do Companies Sell Stock?. Make . new . products. Sell products. Fund . its . operations. Expand . To gain income that does not have to be repaid . Why Do Investors Buy Stock?. Make more money than conservative investments. When a company makes money (has positive earnings), it can do two things with that money (often a combination of these two things. ):. Reinvest the earnings into the company (Retained earnings). Payout the earnings to the owners (the stockholders) as . – ANALYSIS & VALUATION. 1. Meaning of Common Stock:. A Stock is a share in the ownership of a company. Stock represents a claim on the company’s assets and earnings. . Holding a company’s stock means that we are one of the many owners of a company and as such we have a claim to everything the company owns. .