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Beta Calculation
Beta Calculation
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Betas and Leverage
These inputs are absolutely essential to the calculation.
Enter the current beta of the company
Enter the marginal tax rate for the company
Enter the average debt/equity ratio over the period of the regression
The following inputs are useful for the re-estimation of the beta, if the current D/E ratio is different from the average.
The current market value of equity in the company ($)
Enter the current book value of debt in the company ($)
Enter the average maturity of the debt in the company
The interest expenses from the most recent 12 months
Enter the current market interest rate on this company's debt
Market Value of Debt
Enter the estimated debt value of the firm's operating leases ($)
Output from the Analysis
Unlevered Beta for the firm (based upon average debt/equity ratio)
Current Beta for the firm (based upon current debt/equity ratio)
*
* only if you enter the current value inputs
Debt to Capital
Debt/Equity Ratio
Beta
Effect of Leverage
Customized Inputs
Enter the debt/equity ratio that you think the firm will have
Levered Beta based upon this debt/equity ratio
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Parameters
1. Current Beta
Enter current beta of the company
2. Marginal Tax Rate
Enter the marginal tax rate for the company
3. Average Debt / Equity Ratio
Enter the average debt/equity ratio
4. Current Book Value
Enter the current book value of debt in the company
5. Average Maturity
Enter the average maturity of the debt
6. Current Market Interest Rate
Enter the current market interest rate
7. Estimated Debt Value
Enter the estimated debt value of the firm
8. Debt To Capital
Enter the dept to capital of the company
Copyright @2010 All Right Reserved by SpreadsheetConverter
http://www.spreadsheetconverter.com
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