BV133-WEB - Volatility of Small or Private Companies

Registration

Please see the "Upcoming Classes" tab for class offerings and registration information.

Webinar Description

This seminar will provide a discussion of issues in determining the volatility of small or private companies. Specific issues to be discussed include the behavior of the volatility of the broad stock market over time; the relationship of historical volatility to volatility in subsequent periods; factors related to volatility other than historical volatility based on a statistical study of very small exchange traded public companies; and, methodologies for estimating the volatility of private companies.

Recommended Pre-Readings

To be provided to registrants:

• Volatility: Consistency with Respect to Measurement Intervals and Forecast Accuracy - Presentation by Dwight Grant, Managing Director, Financial Analytics & Derivatives Practice, PwC
• On the Volatility of Very Small Exchange-Traded Operating Companies by John Stockdale

Webinar Audience

Those involved in the determination of volatility for matters such as, the quantification of discounts for lack of marketability, valuation of stock options, valuation of securities in complex capital structures, and valuation of contingent consideration.

There is no available agenda for this webinar.

Learning Outcomes

Upon completion of this webinar, students will be able to better explain the determination of volatility for small and/or private companies.