Modelování pravděpodobnostního rozdělení hodnoty firmy ve výrobním odvětví

Abstract

The aim of this thesis is to estimate the market value probability distribution of the Invensys Appliance Controls, s.r.o. company as at 1st January 2013 for the investor with a neutral attitude to risk, the market value of the company for the investor with aversion to risk and an investor prone to risk using the certainty equivalent. The thesis is divided into theoretical and practical part. The theoretical section describes the assumptions, procedures, and valuation methods. The practical part provides information about the company, there is a financial, strategic and SWOT analysis. In this charter, there is a financial plan with 10 000 scenarions for 5 years. In the final chapter, there is evaluation of the probability distribution of the company’s market value. There is also estimated market value for the investor with aversion to risk and an investor prone to risk, using the certainty equivalent. Finally, the sensitivity analysis is made.