Zhodnocení a predikce ekonomické přidané hodnoty vybraného podniku

Abstract

The aim of this thesis is evaluation and prediction of economic value added of the selected company UNIPETROL, a.s. The thesis is based on real data for the period 2004-2013. The prediction is performed for eight successive quarters by the Monte Carlo simulation method. For the simulation of partial indicators is used Vasicek model. The thesis is divided into five main chapters. The first and the last chapter include an introduction and a conclusion. The second and third chapter presents a theoretical part and form the basis for an implementation of the practical part. The thesis firstly represents economic value added and methods of calculation. Following chapter deals with the characterization and description of methods for predicting financial performance indicators. Finally is implemented an actual prediction of economic value added for the next eight quarters. The possibility of prediction of the economic value added has been verified on real quarterly data of the company.