public AustralianEquitySuitabilityParameters()
{
#region current parameters
F0Paramters = new AEF0Paramters
{
Aggressive = new AECurrentParameter
{
EpsGrowth = 0.04,
CurrentMarketCapitalisation = 1000000000,
DivYieldF0 = 0.02,
FrankF0 = 0.6,
ROAF0 = 0,
ROEF0 = 0,
InterestCoverF0 = 1,
BetaFiveYear = 1.4,
DebtEquityF0 = 0.7,
PEF0 = 22,
ScoreRanking = 10
},
Assertive = new AECurrentParameter
{
InterestCoverF0 = 3,
BetaFiveYear = 1.2,
DebtEquityF0 = 0.6,
PEF0 = 19,
ROAF0 = 0.05,
ROEF0 = 0.05,
ScoreRanking = 8,
FrankF0 = 0.675,
DivYieldF0 = 0.03,
CurrentMarketCapitalisation = 3000000000,
EpsGrowth = 0.07
},
Balance = new AECurrentParameter
{
FrankF0 = 0.75,
ROEF0 = 0.1,
ROAF0 = 0.1,
DivYieldF0 = 0.04,
CurrentMarketCapitalisation = 5000000000,
EpsGrowth = 0.1,
ScoreRanking = 6,
InterestCoverF0 = 5,
BetaFiveYear = 1,
DebtEquityF0 = 0.5,
PEF0 = 16
},
Conservative = new AECurrentParameter
{
BetaFiveYear = 0.8,
CurrentMarketCapitalisation = 7000000000,
DebtEquityF0 = 0.4,
EpsGrowth = 0.13,
InterestCoverF0 = 7,
PEF0 = 13,
ScoreRanking = 4,
ROEF0 = 0.15,
ROAF0 = 0.15,
DivYieldF0 = 0.05,
FrankF0 = 0.825
},
Defensive = new AECurrentParameter
{
ROEF0 = 0.2,
ROAF0 = 0.2,
DivYieldF0 = 0.06,
InterestCoverF0 = 9,
FrankF0 = 0.9,
ScoreRanking = 2,
PEF0 = 10,
DebtEquityF0 = 0.3,
CurrentMarketCapitalisation = 9000000000,
BetaFiveYear = 0.6,
EpsGrowth = 0.16
},
Increment = new AECurrentParameter
{
BetaFiveYear = 0.2,
CurrentMarketCapitalisation = 2000000000,
DebtEquityF0 = 0.1,
EpsGrowth = 0.03,
FrankF0 = 0.075,
PEF0 = 3,
ScoreRanking = 2,
ROAF0 = 0.05,
DivYieldF0 = 0.01,
InterestCoverF0 = 2,
ROEF0 = 0.05
},
MaxScore = new AECurrentParameter
{
ROAF0 = 10,
DivYieldF0 = 10,
InterestCoverF0 = 10,
FrankF0 = 10,
ROEF0 = 10,
ScoreRanking = 100,
PEF0 = 10,
DebtEquityF0 = 10,
CurrentMarketCapitalisation = 10,
EpsGrowth = 10,
BetaFiveYear = 10
}
};
#endregion
#region forecast parameters
F1Parameters = new AEF1Parameters
{
Balance = new AEForecastParameter
{
EpsGrowth = 0.1,
ScoreRanking = 6,
DebtEquityF1 = 0.5,
DivYieldF1 = 0.04,
FrankF1 = 0.75,
InterestCoverF1 = 5,
IntrsicValueVariation = 0,
PEF1 = 16,
ROAF1 = 0.1,
ROEF1 = 0.1
},
Defensive = new AEForecastParameter
{
PEF1 = 10,
ROAF1 = 0.2,
ROEF1 = 0.2,
ScoreRanking = 2,
EpsGrowth = 0.16,
DivYieldF1 = 0.06,
FrankF1 = 0.9,
InterestCoverF1 = 9,
IntrsicValueVariation = 0.2,
DebtEquityF1 = 0.3
},
Conservative = new AEForecastParameter
{
DebtEquityF1 = 0.4,
DivYieldF1 = 0.05,
FrankF1 = 0.825,
InterestCoverF1 = 7,
IntrsicValueVariation = 0.1,
ScoreRanking = 4,
EpsGrowth = 0.13,
ROEF1 = 0.15,
ROAF1 = 0.15,
PEF1 = 13
},
Assertive = new AEForecastParameter
{
ScoreRanking = 8,
EpsGrowth = 0.07,
PEF1 = 19,
ROAF1 = 0.05,
ROEF1 = 0.05,
DivYieldF1 = 0.03,
FrankF1 = 0.675,
InterestCoverF1 = 3,
IntrsicValueVariation = -0.1,
DebtEquityF1 = 0.6
},
Increment = new AEForecastParameter
{
DebtEquityF1 = 0.1,
DivYieldF1 = 0.01,
FrankF1 = 0.075,
InterestCoverF1 = 2,
IntrsicValueVariation = 0.1,
ROAF1 = 0.05,
ROEF1 = 0.05,
ScoreRanking = 2,
EpsGrowth = 0.03,
PEF1 = 3
},
Aggressive = new AEForecastParameter
{
ScoreRanking = 10,
EpsGrowth = 0.04,
PEF1 = 22,
ROEF1 = 0,
DivYieldF1 = 0.02,
FrankF1 = 0.6,
InterestCoverF1 = 1,
IntrsicValueVariation = -0.2,
ROAF1 = 0,
DebtEquityF1 = 0.7
}
};
#endregion
}
public AustralianEquitySuitabilityParameters()
{
#region current parameters
F0Paramters = new AEF0Paramters
{
Aggressive = new AECurrentParameter
{
EpsGrowth = 0.04,
CurrentMarketCapitalisation = 1000000000,
DivYieldF0 = 0.02,
FrankF0 = 0.6,
ROAF0 = 0,
ROEF0 = 0,
InterestCoverF0 = 1,
BetaFiveYear = 1.4,
DebtEquityF0 = 0.7,
PEF0 = 22,
ScoreRanking = 10
},
Assertive = new AECurrentParameter
{
InterestCoverF0 = 3,
BetaFiveYear = 1.2,
DebtEquityF0 = 0.6,
PEF0 = 19,
ROAF0 = 0.05,
ROEF0 = 0.05,
ScoreRanking = 8,
FrankF0 = 0.675,
DivYieldF0 = 0.03,
CurrentMarketCapitalisation = 3000000000,
EpsGrowth = 0.07
},
Balance = new AECurrentParameter
{
FrankF0 = 0.75,
ROEF0 = 0.1,
ROAF0 = 0.1,
DivYieldF0 = 0.04,
CurrentMarketCapitalisation = 5000000000,
EpsGrowth = 0.1,
ScoreRanking = 6,
InterestCoverF0 = 5,
BetaFiveYear = 1,
DebtEquityF0 = 0.5,
PEF0 = 16
},
Conservative = new AECurrentParameter
{
BetaFiveYear = 0.8,
CurrentMarketCapitalisation = 7000000000,
DebtEquityF0 = 0.4,
EpsGrowth = 0.13,
InterestCoverF0 = 7,
PEF0 = 13,
ScoreRanking = 4,
ROEF0 = 0.15,
ROAF0 = 0.15,
DivYieldF0 = 0.05,
FrankF0 = 0.825
},
Defensive = new AECurrentParameter
{
ROEF0 = 0.2,
ROAF0 = 0.2,
DivYieldF0 = 0.06,
InterestCoverF0 = 9,
FrankF0 = 0.9,
ScoreRanking = 2,
PEF0 = 10,
DebtEquityF0 = 0.3,
CurrentMarketCapitalisation = 9000000000,
BetaFiveYear = 0.6,
EpsGrowth = 0.16
},
Increment = new AECurrentParameter
{
BetaFiveYear = 0.2,
CurrentMarketCapitalisation = 2000000000,
DebtEquityF0 = 0.1,
EpsGrowth = 0.03,
FrankF0 = 0.075,
PEF0 = 3,
ScoreRanking = 2,
ROAF0 = 0.05,
DivYieldF0 = 0.01,
InterestCoverF0 = 2,
ROEF0 = 0.05
},
MaxScore = new AECurrentParameter
{
ROAF0 = 10,
DivYieldF0 = 10,
InterestCoverF0 = 10,
FrankF0 = 10,
ROEF0 = 10,
ScoreRanking = 100,
PEF0 = 10,
DebtEquityF0 = 10,
CurrentMarketCapitalisation = 10,
EpsGrowth = 10,
BetaFiveYear = 10
}
};
#endregion
#region forecast parameters
F1Parameters = new AEF1Parameters
{
Balance = new AEForecastParameter
{
EpsGrowth = 0.1,
ScoreRanking = 6,
DebtEquityF1 = 0.5,
DivYieldF1 = 0.04,
FrankF1 = 0.75,
InterestCoverF1 = 5,
IntrsicValueVariation = 0,
PEF1 = 16,
ROAF1 = 0.1,
ROEF1 = 0.1
},
Defensive = new AEForecastParameter
{
PEF1 = 10,
ROAF1 = 0.2,
ROEF1 = 0.2,
ScoreRanking = 2,
EpsGrowth = 0.16,
DivYieldF1 = 0.06,
FrankF1 = 0.9,
InterestCoverF1 = 9,
IntrsicValueVariation = 0.2,
DebtEquityF1 = 0.3
},
Conservative = new AEForecastParameter
{
DebtEquityF1 = 0.4,
DivYieldF1 = 0.05,
FrankF1 = 0.825,
InterestCoverF1 = 7,
IntrsicValueVariation = 0.1,
ScoreRanking = 4,
EpsGrowth = 0.13,
ROEF1 = 0.15,
ROAF1 = 0.15,
PEF1 = 13
},
Assertive = new AEForecastParameter
{
ScoreRanking = 8,
EpsGrowth = 0.07,
PEF1 = 19,
ROAF1 = 0.05,
ROEF1 = 0.05,
DivYieldF1 = 0.03,
FrankF1 = 0.675,
InterestCoverF1 = 3,
IntrsicValueVariation = -0.1,
DebtEquityF1 = 0.6
},
Increment = new AEForecastParameter
{
DebtEquityF1 = 0.1,
DivYieldF1 = 0.01,
FrankF1 = 0.075,
InterestCoverF1 = 2,
IntrsicValueVariation = 0.1,
ROAF1 = 0.05,
ROEF1 = 0.05,
ScoreRanking = 2,
EpsGrowth = 0.03,
PEF1 = 3
},
Aggressive = new AEForecastParameter
{
ScoreRanking = 10,
EpsGrowth = 0.04,
PEF1 = 22,
ROEF1 = 0,
DivYieldF1 = 0.02,
FrankF1 = 0.6,
InterestCoverF1 = 1,
IntrsicValueVariation = -0.2,
ROAF1 = 0,
DebtEquityF1 = 0.7
}
};
#endregion
}