Desempenho setorial de empresas brasileiras: um estudo sob a ótica do ROE, Q de Tobin e Market to Book

Understanding the key variables that explain the return of a company is in the interest of investors and researchers. At this point, the Du Pont model was proposed to decompose the return on shareholders' equity into three other accounting variables. It was thus sought to deepen the understandi...

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Detalles Bibliográficos
Autores: Filipe Pollis de Carvalho, Vinícius Mothé Maia, Luiz Cláudio Louzada, Márcio Augusto Gonçalves
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2017
País:Brasil
Institución:Universidade Federal de Minas Gerais (UFMG)
Repositorio:Repositório Institucional da UFMG
Idioma:portugués
OAI Identifier:oai:repositorio.ufmg.br:1843/47438
Acceso en línea:http://hdl.handle.net/1843/47438
Access Level:acceso abierto
Palabra clave:ROE
Q de Tobin
Market to Book
Setor
Administração de empresas
Descripción
Sumario:Understanding the key variables that explain the return of a company is in the interest of investors and researchers. At this point, the Du Pont model was proposed to decompose the return on shareholders' equity into three other accounting variables. It was thus sought to deepen the understanding of the interaction between different accounting indicators. The present article sought to verify if the Du Pont model applied to the Tobin`s Q ratio and Market to Book also adheres satisfactorily, thus obtaining more information about the dynamics of the accounting indicators. To do so, we use data from the Brazilian stock market segmented by sectors in the period from 2007 to 2015. The results indicated the good predictability of the Du Pont model regarding the return on equity as expected and Tobin's Q ratio. Market to Book has been little explained, which indicates the need for new studies capable of finding the key variables that move this index