Odhad ukazatele ekonomické přidané hodnoty podniku pomocí vybraných stochastických procesů

Abstract

The thesis deals with the estimation of the economic value-added indicator as a measure of financial performance based on real data of the company of choice, by simulating the estimated selected stochastic processes of partial financial ratios using the Monte Carlo method in the time interval of four years, while the economic value-added indicator is determined based on the narrow value range. In the first part of the paper, key concepts related to this issue are defined, then the input parameters important for the application of the estimation are determined, the results of which are evaluated using selected characteristics. The paper is conclude by an analysis of the sensitivity of the estimated economic value-added indicator, in dependence to changes in the selected input parameters.