Volatility Adjustments for Industry, Size and Leverage

BVResearch Pro
Training Event Transcripts
May 27, 2020
James Herr, CFA, ASA
fair value for financial reporting
AICPA, business valuation, risk analysis, valuation methodology, s&p 500, valuation methods, merton model, volatility, COVID-19


How well do you understand the theory and application of industry, size, and leverage adjustments for estimating equity volatility? Do you feel confident explaining it to a new analyst? A client? A judge? It may be time to get more confident. Join James Herr for a discussion of the basic concepts around applying volatility estimates in valuation, covering common pitfalls when calculating the basic volatility measure. Learn the differences between equity and asset volatilities, and discuss typical methodology for unlevering equity volatilities. With volatility adjustment examples provided and discussed, you’ll get practical tips that build on those concepts. If you would like to be able to adjust equity volatilities appropriately in most valuation settings, this event is for you.
Volatility Adjustments for Industry, Size and Leverage
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