CFA Level 1: Forecasting an Industry Earnings Multiple

Forecasting an Industry Earnings Multiple

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Question

A portfolio manager is in the process of forecasting an earnings multiplier for the specialty software industry. In his analysis, this portfolio manager examines the historical payout ratio, required rate of return, and growth forecasts for the software industry, and then compares these figures to those of the overall market.

Which of the following best characterizes this method of forecasting an industry earnings multiple?

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Explanations

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A. B. C. D. E. F.

B

The method profiled in this example is "microanalysis," which is one of two methods for estimating the earnings multiplier of an industry. Microanalysis involves examining the variables underlying the earnings multiplier - the required rate of return, the growth forecast, and the dividend payout ratio. In microanalysis, these variables are examined for the industry and then compared with the values of these variables for the entire market.

The microanalysis method is contrasted by the macroanalysis method, which involves examining the historical relationship between the earnings multiplier of an industry with that of the overall market. Macroanalysis forecasts often use a time series.

The "Porter Method" is used to examine the level of competition within an industry, and "Monte Carlo simulation" is a method of measuring stand-alone risk.

"Microsimulation," and "macrosimulation" are largely fictitious terms.