Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

You are an equity research associate for Capstone Value Associates, and you are trying to complete some analyses on earnings management risks that your boss

image text in transcribed
image text in transcribed
image text in transcribed
image text in transcribed
image text in transcribed
image text in transcribed
image text in transcribed
You are an equity research associate for Capstone Value Associates, and you are trying to complete some analyses on earnings management risks that your boss (the portfolio manager) has been working on. You already have several variables completed for a Beneish M-score test you are working on for a particular stock. The total for the initial coefficient and the first three variables is -3.823. The Depreciation Index is 0.362 , the Total Accruals to Total Assets index is 1.253, and the Leverage Index is 0.723 . SG\&A in year t1 is $262,000, SG\&A in year t is $171,000, Revenue in year t1 is $956,977, and Revenue in year t is $1,073,463. What is the Beneish M-Score? As the Portfolio Manager for the Extreme Value fund of Lindmark Capital Management, you are trying to find some new investments among a group of stocks that are undervalued but have previously had questionable financials. You have found a potential new candidate for your portfolio; however, you are concerned that they are managing earnings, so you want to run some earnings management tests first. You have solved for most variables in the M-score equation (equals -4.128), but you need help to solve for GMI, SGI, and DEPI. What is the Beneish M-Score? As the Portfolio Manager for the Extreme Value fund of Lindmark Capital Management, you are trying to find some new investments among a group of stocks that are undervalued but have previously had questionable financials. You have found a potential new candidate for your portfolic however, you are concerned that they are managing earnings, so you want to run some earnings management tests first. Based solely on the M-Score in the prior problem, should the portfolio manager purchase this stock? Yes No Identify the best Piotroski F-Score in terms of firm value from the list below (CAREFUL - THIS QUESTION IS WORTH 30 POINTS). 9 2 0 5 8 1 The portfolio manager of the Omega Value Fund (where you work) knows you have expertise in financial statement analysis. She would like your help in screening the existing stocks in the portfolio to ensure they are all good investments. You have decided to use the Piotroski F-Score to screen, and you are generating the score for your first stock (whose 2022 fiscal year just ended). The Operating Efficiency measures total 0 points, the Accruals measure equals 0 points, and you need to solve for the other six measures. There were no new shares issued during the fiscal year, 2021 values were as follows: Current ratio =1.1,ROA=4.9%, Long Term Debt (in millions) =$151. What is the Piotroski F-Score? You have founded an investment club with the American Association of Individual Investors (AAII). Since you have financial statement analysis expertise, you have decided to contribute by screening an initial list of stocks by financial statement quality and overall value using the Piotroski F-Score. The first stock has financials in the table below along with the following: 2023 CFO =$19,951, 2022 TAT =2.98, and no new shares were issued in 2023. What is the Piotroski F-score for this first stock? You have founded an investment club with the American Association of Individual Investors (AAII). Since you have financial statement analysis expertise, you have decided to contribute by screening an initial list of stocks by financial statement quality and overall value using the Piotroski F-Score. Based on the Piotroski F-score in the last problem, does this stock have potential to be added to your club's portfolio? Yes No

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Public Finance A Contemporary Application Of Theory To Policy

Authors: David N. Hyman

9th Edition

0324537190, 9780324537192

More Books

Students also viewed these Finance questions

Question

Determine the surface area from A to B of thetank. .3 m 1.5 m

Answered: 1 week ago