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Calculate percentage value change between scenarios for equity (and temporarily other asset types) on the company-technology level

Source: R/calc_asset_value_at_risk.R
calculate_asset_value_at_risk.Rd

Calculate percentage value change between scenarios for equity (and temporarily other asset types) on the company-technology level

Usage

calculate_asset_value_at_risk(
  data,
  shock_year,
  start_year,
  div_netprofit_prop_coef = NULL,
  flat_multiplier = 1,
  crispy = FALSE
)

Arguments

data

A dataframe containing the (discounted) annual profits

shock_year

The shock_year

start_year

the start_year

div_netprofit_prop_coef

Numeric. A coefficient that determines how strongly the future dividends propagate to the company value

flat_multiplier

Numeric. A ratio that determines for the asset type if how strongly the DCF should propagate to value changes.

crispy

Boolean. Indicates if the output should be used for the CRISPY database or for standard portfolio calculation (default).