Designing and Explaining the Optimal Model of Stock Valuation of Banks Active in the Banking Industry of Iran

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REZAEI EISA

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Journal: JOURNAL OF ACCOUNTING AND AUDITING RESEARCHES (ACCOUNTING RESEARCH) Year:2018 | Volume:10 | Issue:37 Page(s): 89-110

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Title

Designing and Explaining the Optimal Model of Stock Valuation of Banks Active in the Banking Industry of Iran

Author(s)

REZAEI EISA | Issue Writer Certificate

Keywords

Stock Price in the Initial Public OfferingQ1

Dividend Discounted ModelQ1

Excess Return ModelQ1

Relative Valuation Model (P/EQ1

P/BV)Q1

Balance sheet VariablesQ1

P&L VariablesQ1

Abstract

The development and acquisition of the first position of the economy is the growth and diversification of investment and property management, both of which are described, requiring the transfer of ownership from the state to the private sector. One of the major requirements of these assignments is the stock pricing through the stock exchange, and the accurate and transparent valuation of the stock in the hands of the divestiture, which is of great importance. Bank privatization is one of the biggest challenges that most governments face across the globe. Governments stood up against leaving banks and credit systems and reducing their involvement. On the other hand, the state-owned banking system is more dangerous in every country than the state-owned banks. However, if the government's goal is to create an efficient and market-oriented economy, reducing the government's impact on the allocation of credit is very important. Considering the challenges mentioned above, in this paper, we have tried to design and explain an optimal model for determining the value of banks' shares in public offerings. In this regard, while reviewing the conventional stock valuation models of banks, the effect of functional and balance variables on the stock market value of banks has been analyzed. Using nonlinear regression methods-soft transfer method (STR), the choice between different nonlinear assumptions Acquainted with Schwarz using the adjusted coefficient determination criteria. Also, Lagrange coefficient, coding tests, normalization of residues and consistency variance were also done for each statement. The relevant tests were performed on the information of 16 banks accepted in Tehran Stock Exchange and Overseas Iran in a three-year period (one year before and one year after the offer) and taking into account some features. The results of the research lead to the design and explanation of an optimal model for stock valuation of banks. In such a way, a non-linear relationship between the P/E valuation model, EPS, total expenses, total income, capital adequacy ratio, fixed assets and facility-to-deposit ratio corresponds to two high and low growth rates of EPS, the result It turned out.

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APA: Copy

REZAEI, EISA. (2018). Designing and Explaining the Optimal Model of Stock Valuation of Banks Active in the Banking Industry of Iran. JOURNAL OF ACCOUNTING AND AUDITING RESEARCHES (ACCOUNTING RESEARCH), 10(37 ), 89-110. SID. https://sid.ir/paper/157304/en

Vancouver: Copy

REZAEI EISA. Designing and Explaining the Optimal Model of Stock Valuation of Banks Active in the Banking Industry of Iran. JOURNAL OF ACCOUNTING AND AUDITING RESEARCHES (ACCOUNTING RESEARCH)[Internet]. 2018;10(37 ):89-110. Available from: https://sid.ir/paper/157304/en

IEEE: Copy

EISA REZAEI, “Designing and Explaining the Optimal Model of Stock Valuation of Banks Active in the Banking Industry of Iran,” JOURNAL OF ACCOUNTING AND AUDITING RESEARCHES (ACCOUNTING RESEARCH), vol. 10, no. 37 , pp. 89–110, 2018, [Online]. Available: https://sid.ir/paper/157304/en

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