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پیش بینی زیان مالی

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پیش بینی زیان مالی

  1. 1. ‫للل‬Z-Score Financial Distress Prediction ‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬ ‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬
  2. 2. ‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬ 1960
  3. 3. ‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬ 1968 Edward Altman
  4. 4. ‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬Z-Score Z-Score
  5. 5. ‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬Z-Score 1 2 2
  6. 6. ‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬Z-Score Z-Score
  7. 7. ‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬Z-Score Z-Score
  8. 8. ‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬Z-Score Z-Score: Z=1/2X1+1/4x2+3/3x3+0/6x4+0/999x5 X1= X2= X3= X4= X5=
  9. 9. ‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬Z-Score    Z<1/81 1/81>Z<2/675 Z>2/675
  10. 10. ‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬Z-Score Z-Score: Z=0/717X1+0/847x2+3/1x3+0/42x4+0/998x5 X1= X2= X3= X4= X5=
  11. 11. ‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬‫ی‬Z-Score    Z<1/21 1/23>Z<2/90 Z>2/90
  12. 12. ‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬‫ل‬Z-Score Company Z-Score Microsoft 5.93 McDonald’s 5.1 PepsiCo 4.91 3M 4.45 Best Buy 4.19 Staples 3.78 Burger King 2.61 Del Monte 2.42 Macy's 1.81 CBS 1.05
  13. 13. ‫لل‬ ‫لللل‬ ‫لل‬ ‫للل‬ ‫لللل‬

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