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Alasadi, Bushra Mohamed Sami
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Economics, Econometrics & Finance

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Impact of Market Risk Premium on Share Fair Value Alasadi, Bushra Mohamed Sami
International Journal on Economics, Finance and Sustainable Development (IJEFSD) Vol. 6 No. 2 (2024): International Journal on Economics, Finance and Sustainable Development (IJEFSD
Publisher : Research Parks Publishers

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31149/ijefsd.v6i4.5270

Abstract

This research investigates how the market risk premium influences the fair value of shares traded on the Iraq Stock Exchange using the CAPM model to estimate the required rate of return. The study incorporates the risk-free rate (RF), market portfolio return (RM), and beta-processed risk premium. It addresses the knowledge gap in understanding the risk premium's impact on fair value calculation, a crucial component of the required rate of return. Employing statistical methods, including correlation coefficient measurement and simple and multiple regression analyses, the study demonstrates a significant one-to-one relationship between the risk premium and shares' intrinsic value. These findings have important implications for investors and financial analysts in accurately assessing share values based on market risk premiums.
Impact of Market Risk Premium on Fair Share Value Exploration Alasadi, Bushra Mohamed Sami
International Journal on Economics, Finance and Sustainable Development (IJEFSD) Vol. 6 No. 2 (2024): International Journal on Economics, Finance and Sustainable Development (IJEFSD
Publisher : Research Parks Publishers

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31149/ijefsd.v6i5.5278

Abstract

This research explores the influence of the market risk premium on the fair value of shares traded on the Iraq Stock Exchange, employing the CAPM model to estimate the required rate of return. The CAPM model incorporates the risk-free rate (RF), market portfolio return (RM), and beta-processed risk premium. The study aims to quantify the impact of the risk premium on fair value, a critical component in determining the required rate of return. Statistical analysis, including correlation coefficients and regression analyses, was conducted to examine the relationships among the variables. The results indicate a direct one-to-one relationship between the risk premium and the intrinsic value of shares. This study fills a knowledge gap in understanding how market risk premiums affect share valuation, providing insights for investors and policymakers.
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