Aplikace metodologie CorporateMetrics ve vybraném podniku

Abstract

The objective of the thesis is the prediction of the operating profit of a selected company for the fiscal period from April 1, 2024 to March 31, 2025 using the CorporateMetrics methodology and comparison with the planned value. The thesis is divided into five main chapters. Second chapter contains a description of the CorporateMetrics methodology, market risk and selected forecasting methods. The stochastic models commonly used for predicting market variables are also characterized. Third chapter presents the selected company, its financial situation and its plan for the upcoming period. As part of the financial plan, non-random components of the operating profit are estimated. Fourth part applies the methodology to the selected company. It includes the identification and prediction of the risk factor and a simulation of the operating profit. This section is complemented by a sensitivity analysis that examines the sensitivity of the operating profit to changes in purchase price and purchased quantity.