Sunday, April 29, 2007

The Q-Ratio


The q-ratio is a method of estimating the fair value of the stock market, and is argued for in the book Valuing Wall Street, by Andrew Smithers and Stephen Wright.

They indicate that the data need for Q from 1952 onward is in the Z1 Flow of Funds report from the Federal Reserve. I'm trying to independently recreate the graphs from that source.

1 comment:

Peter @ Enviroman said...

Hi MLA,

I got your message regarding Formatting tables in Blogger and have updated my post Avoiding large white spaces above tables in Blogger Part 2. Unfortunately I don't have your name (other than MLA) so I have just put a link to your post together with the dates of the 2 posts. Check if it is OK with you. BTW, the link should benefit your blog as mine has a PageRank of 5 while yours have "No PageRank information available".

Peter (Blog*Star 2006 and 2007)
Generating Revenue from your Website