Pieno perdirbimo įmonių vertinimas naudojantis kapitalo vertės nustatymo modeliu (CAPM) /

Dairy processing companies can be evaluated using various models. One of them is Capital Asset Pricing Model (CAPM). In this work, four Lithuanian dairy processing companies AB „Vilkyškių pieninė“, AB „Žemaitijos pienas“, AB „Rokiškio sūris“ and AB „Pieno žvaigždės“ were selected. The work compares...

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Bibliographic Details
Main Author: Plioraitytė, Greta
Format: Bachelor Thesis
Language:Lithuanian
English
Published: Institutional Repository of Vilnius University 2023
Subjects:
Online Access:https://repository.vu.lt/VU:ELABAETD192843209&prefLang=en_US
Description
Summary:Dairy processing companies can be evaluated using various models. One of them is Capital Asset Pricing Model (CAPM). In this work, four Lithuanian dairy processing companies AB „Vilkyškių pieninė“, AB „Žemaitijos pienas“, AB „Rokiškio sūris“ and AB „Pieno žvaigždės“ were selected. The work compares investments in selected companies based on the Capital Assets Pricing Model. Two risk-free interest rates, four stock market indices reflecting change in the food industry securities market of the Baltic countries, Nordic counties (Sweden, Denmark, Finland, Iceland) and United States were selected. The model is adapted to the returns of AB „Vilkyškių pieninė“, AB „Žemaitijos pienas“, AB „Rokiškio sūris“ and AB „Pieno žvaigždės“ shares traded on the stock exchanges. Based on CAPM, the results show that evaluating the returns of the same companies with different indicators produces different results.