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  2. Stock valuation - Wikipedia

    en.wikipedia.org/wiki/Stock_valuation

    Stock valuation is the method of calculating theoretical values of companies and their stocks.The main use of these methods is to predict future market prices, or more generally, potential market prices, and thus to profit from price movement – stocks that are judged undervalued (with respect to their theoretical value) are bought, while stocks that are judged overvalued are sold, in the ...

  3. Dividend discount model - Wikipedia

    en.wikipedia.org/wiki/Dividend_discount_model

    A related approach, known as a discounted cash flow analysis, can be used to calculate the intrinsic value of a stock including both expected future dividends and the expected sale price at the end of the holding period. If the intrinsic value exceeds the stock’s current market price, the stock is an attractive investment. [6]

  4. Implied open - Wikipedia

    en.wikipedia.org/wiki/Implied_open

    Considering the DJIA as an example, the basis of calculating implied open is the price of a "DJX index option futures contract".This is not the price of the DJIA itself but rather the current ticker price of an option issued by the Chicago Board Options Exchange.

  5. Black–Scholes model - Wikipedia

    en.wikipedia.org/wiki/Black–Scholes_model

    Even though the path the stock price will take in the future is unknown, the derivative's price can be determined at the current time. For the special case of a European call or put option, Black and Scholes showed that "it is possible to create a hedged position , consisting of a long position in the stock and a short position in the option ...

  6. Stock market prediction - Wikipedia

    en.wikipedia.org/wiki/Stock_market_prediction

    Stock market prediction is the act of trying to determine the future value of a company stock or other financial instrument traded on an exchange.The successful prediction of a stock's future price could yield significant profit.

  7. Binomial options pricing model - Wikipedia

    en.wikipedia.org/wiki/Binomial_options_pricing_model

    Under the risk neutrality assumption, today's fair price of a derivative is equal to the expected value of its future payoff discounted by the risk free rate. Therefore, expected value is calculated using the option values from the later two nodes ( Option up and Option down ) weighted by their respective probabilities—"probability" p of an ...

  8. Geometric Brownian motion - Wikipedia

    en.wikipedia.org/wiki/Geometric_Brownian_motion

    Geometric Brownian motion is used to model stock prices in the Black–Scholes model and is the most widely used model of stock price behavior. [4] Some of the arguments for using GBM to model stock prices are: The expected returns of GBM are independent of the value of the process (stock price), which agrees with what we would expect in ...

  9. PEG ratio - Wikipedia

    en.wikipedia.org/wiki/PEG_ratio

    The 'PEG ratio' (price/earnings to growth ratio) is a valuation metric for determining the relative trade-off between the price of a stock, the earnings generated per share , and the company's expected growth. In general, the P/E ratio is higher for a company with a higher growth rate. Thus, using just the P/E ratio would make high-growth ...