Regression Analysis the Market Value of Bank

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Introduction My project will focus on the market value and the factors that play an important role in it, in an attempt to gain an insight into how well banks perform under different conditions. As is known, the market value is a good measurement of banks’ performance. In this project, I will use data from 103 banks all over the world. And there are 6 quantitative variables I will take into consideration, which is as follows: 1. Cash on Hand 2. Debt 3. Revenue 4. Assets 5. Profit 6. The Number of Employees From my perspective, the variables listed above directly contribute to banks’ value. Cash on Hand and Debt mirror banks’ liquidity, Revenue and Profit reflect banks’ profitability and Assets and the number of Employees represent banks’ scale, all of which are essential to banks’ market value. Also, in order to make a better model, two indicator variables will be included, so banks will be divided into major and regional banks or one group in developed countries and the other in developing countries, as market value may vary based on their different status and economic environment. Test cases Screening Best Subsets Regression: Market Value versus Cash on Hand, Debt ($ in b, ... Response is Market Value ($ in billions) C a s h o R n e A P v s r H D e s o a e n e f n b u t i d t e s t ( ( ( ( ( $ $ $ $ $

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