Application of the CorporateMetrics Methodology in the ŠKODA AUTO, a.s. Company

Zhongming Yu

Master's thesis

Abstract:

The main goal of this thesis is that to estimate the net operating income probability dis-tribution of ŠKODA AUTO in 2018 by applying the CorporateMetrics methodology. This diploma thesis has totally 5 chapter. In the chapter 2, it introduces the basic principle of CorporateMetrics methodology. Also, it describes the methods which will be used in the calculation. What added, it explains how to use the methods and the simplification. In the chapter 3, it includes 3 parts. It will introduce the origin and development of our company in first part. In next part, it analysis the financial condition our company has. At last, it is about the SWOT analysis aimed to know furtherly about company’s products. Then, in the chapter 4, it starts to predict parameters with the methods and processes which are mentioned in chapter 2. It includes prediction of exchange rate, average price per one car, total quantity of cars being sold and so on. After prediction of all the parameters, it will come with the estimation of company’s net operating income. The chapter 5 is conclusion. While finishing all the prediction, estimation and analysis, there comes with the conclusion of this thesis.

Abstract:

The main goal of this thesis is that to estimate the net operating income probability dis-tribution of ŠKODA AUTO in 2018 by applying the CorporateMetrics methodology. This diploma thesis has totally 5 chapter. In the chapter 2, it introduces the basic principle of CorporateMetrics methodology. Also, it describes the methods which will be used in the calculation. What added, it explains how to use the methods and the simplification. In the chapter 3, it includes 3 parts. It will introduce the origin and development of our company in first part. In next part, it analysis the financial condition our company has. At last, it is about the SWOT analysis aimed to know furtherly about company’s products. Then, in the chapter 4, it starts to predict parameters with the methods and processes which are mentioned in chapter 2. It includes prediction of exchange rate, average price per one car, total quantity of cars being sold and so on. After prediction of all the parameters, it will come with the estimation of company’s net operating income. The chapter 5 is conclusion. While finishing all the prediction, estimation and analysis, there comes with the conclusion of this thesis.

Keywords

CorporateMetrics, Probability distribution, Geometric Brownian process, Estimation, Market risk

Keywords

CorporateMetrics, Probability distribution, Geometric Brownian process, Estimation, Market risk

Language used: English

Date on which the thesis was submitted / produced: 27. 4. 2018

Thesis defence

• Date of defence: 30. 5. 2018
• Supervisor: Miroslav Čulík
• Reader: Petr Gurný

VŠB - Technical University of Ostrava

Ekonomická fakulta

Master programme / field:
Hospodářská politika a správa / Finance