Improving Estimates of Volatility for Private Companies

Description

Putting a price on volatility (bold)

Expected volatility is one of the central assumptions when valuing equity and equity derivatives.

Valuation practices for estimating volatility in private companies have evolved over the last several years, especially alongside the introduction of valuation guides.

In addition to gaining knowledge on volatility valuation best practices, webcast attendees will:
– Assess methods to quantitatively adjust volatility for size differences.
– Assess the relationship between volatility and the discount rate.
– Determine private company to public equity volatility transition.
– Learn more about implied volatility weighting.
– Recognize series volatility and ASC 718 implications.

Learning Objectives

•Recognize factors unique to estimating volatility of private and early-stage companies

Major Topics

*Quantitative adjustment for size

Provider
AICPA
Course Level
Basic
Professional Area of Focus
Accounting and Auditing
Accounting & Auditing
CPE Field of Study
Accounting
1
Specialized Knowledge
0.5
Who Should Attend

Valuation professionals who estimate volatility as one of the inputs in the valuation analysis

Prerequisites

none

Location
Online – AICPA Platform
Event Information
When
Oct 18, 2022
1:00 pm - 2:15 pm EDT
Location
Online – AICPA Platform
Total CPE Credits
1.5
Format
Webcast Replay

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Improving Estimates of Volatility for Private Companies


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