public InternationalEquitySuitabilityParameters()
{
#region current parameters
Ief0Parameters = new IEF0Parameters
{
Increment = new IECurrentParameter
{
ScoreRanking = 2,
BetaFiveYear = 0.2,
CurrentMarketCapitalisatiopn = 2000000000,
CurrentRatio = 1,
DividendYield = 0.01,
OneYearTotalReturn = 0.05,
PERatio = 3,
QuickRatio = 1,
ROA = 0.05,
ROE = 0.05,
TotalDebtTotalEquityRatio = 0.1
},
Assertive = new IECurrentParameter
{
DividendYield = 0.03,
OneYearTotalReturn = -0.05,
PERatio = 19,
QuickRatio = 2,
ROA = 0.05,
ROE = 0.05,
TotalDebtTotalEquityRatio = 0.6,
ScoreRanking = 8,
BetaFiveYear = 1.2,
CurrentRatio = 2,
CurrentMarketCapitalisatiopn = 3000000000
},
Conservative = new IECurrentParameter
{
ScoreRanking = 4,
BetaFiveYear = 0.8,
ROE = 0.15,
CurrentMarketCapitalisatiopn = 7000000000,
CurrentRatio = 4,
ROA = 0.15,
TotalDebtTotalEquityRatio = 0.4,
OneYearTotalReturn = 0.05,
PERatio = 13,
QuickRatio = 4,
DividendYield = 0.05
},
Defensive = new IECurrentParameter
{
CurrentRatio = 5,
DividendYield = 0.06,
OneYearTotalReturn = 0.1,
PERatio = 10,
QuickRatio = 5,
ROA = 0.2,
TotalDebtTotalEquityRatio = 0.3,
ScoreRanking = 2,
BetaFiveYear = 0.6,
ROE = 0.2,
CurrentMarketCapitalisatiopn = 9000000000
},
Aggressive = new IECurrentParameter
{
ScoreRanking = 8,
BetaFiveYear = 1.2,
ROE = 0.05,
CurrentMarketCapitalisatiopn = 3000000000,
QuickRatio = 2,
ROA = 0.05,
TotalDebtTotalEquityRatio = 0.6,
OneYearTotalReturn = -0.05,
PERatio = 19,
CurrentRatio = 2,
DividendYield = 0.03
},
Balance = new IECurrentParameter
{
CurrentRatio = 3,
DividendYield = 0.04,
OneYearTotalReturn = 0,
PERatio = 16,
QuickRatio = 3,
ROA = 0.1,
TotalDebtTotalEquityRatio = 0.5,
ScoreRanking = 6,
BetaFiveYear = 1,
ROE = 0.1,
CurrentMarketCapitalisatiopn = 5000000000
},
MaxScore = new IECurrentParameter
{
ScoreRanking = 100,
BetaFiveYear = 10,
ROE = 10,
CurrentMarketCapitalisatiopn = 10,
QuickRatio = 10,
ROA = 10,
TotalDebtTotalEquityRatio = 10,
OneYearTotalReturn = 10,
PERatio = 10,
DividendYield = 10,
CurrentRatio = 10
}
};
#endregion
#region forecast parameters
Ief1Parameters = new IEF1Parameters
{
Defensive = new IEForecastParameter
{
DividendYield = 0.06,
ScoreRanking = 2,
ROEF1 = 0.2,
ROAF1 = 0.2,
DERatioF1 = 0.3,
FairValueVariation = 0.2,
FinancialLeverageF1 = 0.1,
FiveYearTotalReturn = 0.1,
OneYearRevenueGrowthF1 = 0.2
},
Conservative = new IEForecastParameter
{
DERatioF1 = 0.4,
FairValueVariation = 0.1,
FinancialLeverageF1 = 0.2,
FiveYearTotalReturn = 0.05,
OneYearRevenueGrowthF1 = 0.1,
ScoreRanking = 4,
DividendYield = 0.05,
ROEF1 = 0.15,
ROAF1 = 0.15
},
Assertive = new IEForecastParameter
{
ScoreRanking = 8,
DividendYield = 0.03,
ROEF1 = 0.05,
ROAF1 = 0.05,
FairValueVariation = -0.1,
FinancialLeverageF1 = 0.4,
FiveYearTotalReturn = -0.05,
OneYearRevenueGrowthF1 = -0.1,
DERatioF1 = 0.6
},
Balance = new IEForecastParameter
{
DERatioF1 = 0.5,
FairValueVariation = 0,
FinancialLeverageF1 = 0.3,
FiveYearTotalReturn = 0,
OneYearRevenueGrowthF1 = 0,
ScoreRanking = 6,
DividendYield = 0.04,
ROEF1 = 0.1,
ROAF1 = 0.1
},
Aggressive = new IEForecastParameter
{
ScoreRanking = 10,
DividendYield = 0.02,
ROEF1 = 0,
ROAF1 = 0,
FairValueVariation = -0.2,
FinancialLeverageF1 = 0.5,
FiveYearTotalReturn = -0.1,
OneYearRevenueGrowthF1 = -0.2,
DERatioF1 = 0.7
},
Increment = new IEForecastParameter
{
DERatioF1 = 0.1,
FairValueVariation = 0.1,
FinancialLeverageF1 = 0.05,
FiveYearTotalReturn = 0.05,
OneYearRevenueGrowthF1 = 0.1,
ScoreRanking = 2,
DividendYield = 0.01,
ROEF1 = 0.05,
ROAF1 = 0.05
}
};
#endregion
}
public InternationalEquitySuitabilityParameters()
{
#region current parameters
Ief0Parameters = new IEF0Parameters
{
Increment = new IECurrentParameter
{
ScoreRanking = 2,
BetaFiveYear = 0.2,
CurrentMarketCapitalisatiopn = 2000000000,
CurrentRatio = 1,
DividendYield = 0.01,
OneYearTotalReturn = 0.05,
PERatio = 3,
QuickRatio = 1,
ROA = 0.05,
ROE = 0.05,
TotalDebtTotalEquityRatio = 0.1
},
Assertive = new IECurrentParameter
{
DividendYield = 0.03,
OneYearTotalReturn = -0.05,
PERatio = 19,
QuickRatio = 2,
ROA = 0.05,
ROE = 0.05,
TotalDebtTotalEquityRatio = 0.6,
ScoreRanking = 8,
BetaFiveYear = 1.2,
CurrentRatio = 2,
CurrentMarketCapitalisatiopn = 3000000000
},
Conservative = new IECurrentParameter
{
ScoreRanking = 4,
BetaFiveYear = 0.8,
ROE = 0.15,
CurrentMarketCapitalisatiopn = 7000000000,
CurrentRatio = 4,
ROA = 0.15,
TotalDebtTotalEquityRatio = 0.4,
OneYearTotalReturn = 0.05,
PERatio = 13,
QuickRatio = 4,
DividendYield = 0.05
},
Defensive = new IECurrentParameter
{
CurrentRatio = 5,
DividendYield = 0.06,
OneYearTotalReturn = 0.1,
PERatio = 10,
QuickRatio = 5,
ROA = 0.2,
TotalDebtTotalEquityRatio = 0.3,
ScoreRanking = 2,
BetaFiveYear = 0.6,
ROE = 0.2,
CurrentMarketCapitalisatiopn = 9000000000
},
Aggressive = new IECurrentParameter
{
ScoreRanking = 8,
BetaFiveYear = 1.2,
ROE = 0.05,
CurrentMarketCapitalisatiopn = 3000000000,
QuickRatio = 2,
ROA = 0.05,
TotalDebtTotalEquityRatio = 0.6,
OneYearTotalReturn = -0.05,
PERatio = 19,
CurrentRatio = 2,
DividendYield = 0.03
},
Balance = new IECurrentParameter
{
CurrentRatio = 3,
DividendYield = 0.04,
OneYearTotalReturn = 0,
PERatio = 16,
QuickRatio = 3,
ROA = 0.1,
TotalDebtTotalEquityRatio = 0.5,
ScoreRanking = 6,
BetaFiveYear = 1,
ROE = 0.1,
CurrentMarketCapitalisatiopn = 5000000000
},
MaxScore = new IECurrentParameter
{
ScoreRanking = 100,
BetaFiveYear = 10,
ROE = 10,
CurrentMarketCapitalisatiopn = 10,
QuickRatio = 10,
ROA = 10,
TotalDebtTotalEquityRatio = 10,
OneYearTotalReturn = 10,
PERatio = 10,
DividendYield = 10,
CurrentRatio = 10
}
};
#endregion
#region forecast parameters
Ief1Parameters = new IEF1Parameters
{
Defensive = new IEForecastParameter
{
DividendYield = 0.06,
ScoreRanking = 2,
ROEF1 = 0.2,
ROAF1 = 0.2,
DERatioF1 = 0.3,
FairValueVariation = 0.2,
FinancialLeverageF1 = 0.1,
FiveYearTotalReturn = 0.1,
OneYearRevenueGrowthF1 = 0.2
},
Conservative = new IEForecastParameter
{
DERatioF1 = 0.4,
FairValueVariation = 0.1,
FinancialLeverageF1 = 0.2,
FiveYearTotalReturn = 0.05,
OneYearRevenueGrowthF1 = 0.1,
ScoreRanking = 4,
DividendYield = 0.05,
ROEF1 = 0.15,
ROAF1 = 0.15
},
Assertive = new IEForecastParameter
{
ScoreRanking = 8,
DividendYield = 0.03,
ROEF1 = 0.05,
ROAF1 = 0.05,
FairValueVariation = -0.1,
FinancialLeverageF1 = 0.4,
FiveYearTotalReturn = -0.05,
OneYearRevenueGrowthF1 = -0.1,
DERatioF1 = 0.6
},
Balance = new IEForecastParameter
{
DERatioF1 = 0.5,
FairValueVariation = 0,
FinancialLeverageF1 = 0.3,
FiveYearTotalReturn = 0,
OneYearRevenueGrowthF1 = 0,
ScoreRanking = 6,
DividendYield = 0.04,
ROEF1 = 0.1,
ROAF1 = 0.1
},
Aggressive = new IEForecastParameter
{
ScoreRanking = 10,
DividendYield = 0.02,
ROEF1 = 0,
ROAF1 = 0,
FairValueVariation = -0.2,
FinancialLeverageF1 = 0.5,
FiveYearTotalReturn = -0.1,
OneYearRevenueGrowthF1 = -0.2,
DERatioF1 = 0.7
},
Increment = new IEForecastParameter
{
DERatioF1 = 0.1,
FairValueVariation = 0.1,
FinancialLeverageF1 = 0.05,
FiveYearTotalReturn = 0.05,
OneYearRevenueGrowthF1 = 0.1,
ScoreRanking = 2,
DividendYield = 0.01,
ROEF1 = 0.05,
ROAF1 = 0.05
}
};
#endregion
}
