Projects
Detailed Financial Model and Valuation Analysis for Hindustan Unilever Limited (HUL), one of India’s leading FMCG companies. The analysis involved forecasting key financial metrics, calculating the Weighted Average Cost of Capital (WACC), and estimating the company’s intrinsic value using the Discounted Cash Flow (DCF) method.
The DuPont Analysis is a powerful tool used to assess a company’s financial performance by breaking down its Return on Equity (ROE) into three components: Net Profit Margin, Asset Turnover Ratio, and Equity Multiplier (Financial Leverage). This analysis provides insights into a company’s operational efficiency, asset utilization, and financial leverage.
Analysed the financial health of TCS (Tata Consultancy Services) using Altman’s Z-Score model. The analysis reveals that TCS has a very strong financial position with a consistently high Z-score, well above the safe zone of 3.0, indicating a low probability of bankruptcy. TCS’s overall financial performance remains impressive, showcasing its resilience and growth prospects in the IT services industry.
The relative valuation for Cipla, the 3rd largest pharmaceutical company in India, against a set of domestic and global peers such as Sun Pharma, Dr. Reddy’s, Lupin, Zydus Cadila and others. The valuation multiples indicate that Cipla appears potentially undervalued based on earnings multiples like EV/EBITDA and P/E versus the peer median.
Analysed the financial health of TCS (Tata Consultancy Services) using Altman’s Z-Score model. The analysis reveals that TCS has a very strong financial position with a consistently high Z-score, well above the safe zone of 3.0, indicating a low probability of bankruptcy. TCS’s overall financial performance remains impressive, showcasing its resilience and growth prospects in the IT services industry.
A comprehensive Value at Risk (VaR) analysis for Tata Motors using historical and Monte Carlo simulation approaches. Calculated key risk metrics including mean returns, standard deviation, and percentile based VaR estimates. Visualized daily returns distribution to provide insights into potential losses.
This paper investigates the relationship between Monetary Policy and Stock Market performance in India, United States and United Kingdom. The analysis is carried out using quarterly time series data over the period from 1990 to 2022. The Taylor rule framework is used to conduct the study. The simple Taylor rule with inflation and output gap and the augmented Taylor rule incorporating asset price volatility are estimated using regression analysis. The rule’s application has varied between countries and time periods.