CF Wacc Project 2211092
CF Wacc Project 2211092
CF Wacc Project 2211092
Roll No 2211092
Section D
Company Bata India
Sector Personal Care
For risk free rate , I have used 10 year Government of India Bond, as it is most stable measure to judge the risk free
All the data has been taken from Bloomberg Portal as on 12/12/2022
ekly return as compare to monthly returns. We see various fluctuations in the bank rates so weekly returns can give us a closer picture of t
0.21%
11.38%
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.4481885949
R Square 0.2008730166
Adjusted R Square 0.1977875842
Standard Error 0.0216513593
Observations 261
ANOVA
df SS MS F Significance F
Regression 1 0.03051939393 0.0305193939 65.10368486 2.665442E-14
Residual 259 0.12141437226 0.0004687814
Total 260 0.1519337662
cash holdings
All the Data is taken from Bloomberg as on 12/12/2022
Cost of equity
Risk Free Rate of 10YR GOI Bond as on 12/12/2022 RF 7.29%
http://www.crisil.com/ratings/credit-ratings-list.jsp,
Instrument Category
Long Term
For Calculating RM, I have used Aswath damodarans default spread analysis RM
Ratings
AA+
0.67%
Weighted Average Cost of Capital (WACC)
Gillette India
Cost Of Equity (Ke) = 10.08%
Cost Of Debt (Kd) = 7.96%
Equity = 209525.596 Million
Debt = 10632.43 Million
Weight of debt = 0.048294537
Weight of equity = 0.951705463
WACC = 9.98%