Valuation of shares of real sector enterprises of the republic of Uzbekistan by var method

Abstract

One of the justified method used in world practice for comprehensive risk analysis is the risk-based value (VaR) method. VaR (Value at risk VaR has become a unique way of thinking about risks, emphasizing the importance of not only the results of risk analysis, but also the process of its assessment. The article analyzes the stock quotes of 3 real sector enterprises in the Republic of Uzbekistan for a period of 3 year, calculates the market price and beta ratio, and evaluates them using the Markovits and Sharp CAPM model and draws the necessary conclusions.

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Identifiers

DOI

10.5958/2249-877x.2020.00083.1

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