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Spreadsheet 2003

The spreadsheet link has a number of spreadsheets ranging from different Asset Classes, Portfolio calculations to Individual Security Analysis

Spreadsheet 3 shows binomial model of valuing equity, bonds and their equivalent pricing using asset volatility, risk neutral and objective probabilities, CDS calculations, Porfolio Calculations - Fama french factor model, combined beta, monthly variance and covariance matrix, standard deviation of portfolio, funds alpha
Click to download spreadsheet 3 here

Spreadsheet 1 deals with Call-Put parity, Call Put payoff using Risk, payoffs-profit of combinations, volatility calculations, call pricing using black scholes and binomial model, black scholes and parity calculation American option and European options, implied volatility, stock call ignoring dividends.
Click to download spreadsheet 1 here

Peformance Analysis, Attribution for a Fixed Income 4Q 2009 and Returns by Sector, Industry
The presentation discusses returns for 4Q 2009 by Asset Classes Treasuries, Agencies, MBS, CMBS , ABS and Corporate High Yields. The presentation also summarizes a sample performance analysis for a Bond fund
Please click below to download presentation in 2003 format
Returns and Performance Analysis 2003 format
Please click below to download presentation in 2007 format
Returns and Performance Analysis 2007 format

Breaking down fixed income returns
Attaching an excel sheet prepared by the faculty for the bond analysis lecture at Wisconsin Madison. The sheet uses excel VBA macros, Solver for curve fitting. The original link can be found at http://www.marginalq.com/eraker/fixedIncome/overview.htm. This sheet can be extended. Using bond data for a new time period and curve fitting the new data, the fixed income returns can be attributed to  parallel shifts, twist and curvature by using the two new calculated Nelson siegel curve parameters.
Click to download curve fitting spreadsheet here

Financial Models, Ratio and Cash Flow Analysis

Below are  spreadsheet models that I developed and worked on for my financial analysis projects. In addition to these models, I also use Aswath Damodaran's spreadsheets and a host of other template spreadsheets. You can find a link to the other excel templates in Useful Resources Section on the left hand menu.

Intermec - A public company spreadsheet model with financial projection and assumptions using different techniques like DCF - FCFF and FCFE, Retained Earnings model and EV calculations.
Click to Basic Public Company Valuation Model here

Note: Have to make changes to modelling style. Understand relevant metrics from Industry Research reports. In the future before modelling, take a look at the S&P Research report to identify key items in Income Statement, Balance sheet and model these variable accurately.

RYAN Air - A public company in Europe in the Airlines Industry. This is a general model. Plan to create another specific model with Passenger Miles, RPM, Load Factors.
Click to Basic Public Company Valuation Model here

YUM Restaurants - A public company in the restaurant space. Basic valuation. Growth and increase in revenue assumptions taken from other Research reports including S&P.
Click to Basic Public Company Valuation Model here

  A private company spreadsheet model with financial projection and assumptions using different techniques like DCF - FCFF and FCFE, Retained Earnings model and EV calculations.
Click to Private Company Valuation Model here

 A COSTCO model plugged in with formulas and valuing the company using different models FCFF, FCFE, EVA, Abnormal Earnings, Financial Ratio Analysis. This is a sample plugged in model based on past historic data and serves as a background model.
Costco Sample base model


Below are  spreadsheet models that I developed and worked on for my financial analysis projects. In addition to these models, I also use Aswath Damodaran's spreadsheets and a host of other template spreadsheets. You can find a link to the other excel templates in Useful Resources Section on the left hand menu.

Intermec - A public company spreadsheet model with financial projection and assumptions using different techniques like DCF - FCFF and FCFE, Retained Earnings model and EV calculations.
Click to Basic Public Company Valuation Model here

Note: Have to make changes to modelling style. Understand relevant metrics from Industry Research reports. In the future before modelling, take a look at the S&P Research report to identify key items in Income Statement, Balance sheet and model these variable accurately.

RYAN Air - A public company in Europe in the Airlines Industry. This is a general model. Plan to create another specific model with Passenger Miles, RPM, Load Factors.
Click to Basic Public Company Valuation Model here

YUM Restaurants - A public company in the restaurant space. Basic valuation. Growth and increase in revenue assumptions taken from other Research reports including S&P.
Click to Basic Public Company Valuation Model here

  A private company spreadsheet model with financial projection and assumptions using different techniques like DCF - FCFF and FCFE, Retained Earnings model and EV calculations.
Click to Private Company Valuation Model here

A COSTCO model plugged in with formulas and valuing the company using different models FCFF, FCFE, EVA, Abnormal Earnings, Financial Ratio Analysis. This is a sample plugged in model based on past historic data and serves as a background model.
Costco Sample base model

Spreadsheet 2 deals with implied volatility volatility smirk, volatility smile based on maturity, bond pricing - clean and dirty, bond pricing and calculation Z rates using solver, swaps based on LIBOR, swap fixed rate using zero prices, fair value of futurees contract
Click to download spreadsheet 2 here