Predikce ekonomické přidané hodnoty energetického podniku

Abstract

The aim of the thesis is verification the possibility of prediction of the economic value added to the financial data of a company ČEZ by using estimated stochastic processes of partial financial indicators. The prediction will be realized by using simulation Monte Carlo for the next eight quarters. The first part of the thesis contains a description of the company and the development of its financial situation. The second part focuses on the description of the economic value added, the possibilities of its calculation, determining the cost of equity capital and the pyramidal decomposition of the EVA. The third part describes verification the possibility of prediction EVA by using method Monte Carlo and estimation the parameters of the component indicators by Vasick´s process. The theoretical specification of prediction of EVA defined in the previous parts will be in the final part verified on real data of company ČEZ.