Predikce finanční výkonnosti elektrotechnické firmy pomocí metody CorporateMetrics

Abstract

The aim of this thesis is to predict financial performance of companies in the electrotechnical sector using CorporateMetrics method based on operating profit. Financial performance is assessed in terms of achieving the planned profit than the profit predicted due to the volatility of market values which influence the profit. In the theoretical part, there is characterized CorporateMetrics method, described its steps and principles for its application. Main Attention is focused on financial modeling, market risk characteristics, Monte Carlo method and Value at Risk. In the practical part is company on which CorporateMetrics method will be apllied and market risks which affect its operating profit are identified. The next step is to estimate models of these risk factors by which is then possible to express the estimated costs and revenues, from which is predicted operating profit. Using Indicator Earnings at Risk is expressed the potential loss than planned on predetermined levels of significance in the end.