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Computational Investing I Notes: Intrinsic Value

041 Intrinsic Value

Is a way to value an asset. Values the asset as the sum of expected returns (dividends) from it in the future.

Discount_rate = (value_of_the_asset_now)/(value_of_the_asset_after_a_year) = γ

Example: bank interest rate = 1%, discount rate for a bank account = 0.99

The current value of a dollar in the asset is the sum of all the produced dividends in the future, adjusted (using gamma) to the current value of a dollar.

Current_value_of_a_dollar = i = 1(γ)i

The value of the asset is the ammount of expected dividends adjusted to the current value.

Current_value_of_the_asset = i = 1(dividendγ)i = dividend(1)/(1 − γ)