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Stress Testing Our Stock Market Fair Value Calculation

It’s Important To Check How Tweaking Our Assumptions Changes Our Results

Tony Yiu
Alpha Beta Blog
Published in
6 min readOct 9, 2020

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Not intended to be investment advice. If you would like to use my code, you can find it here on my GitHub.

Last time, we calculated the fair value of the S&P 500 by projecting out the earnings per share and payouts per share…

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Tony Yiu
Alpha Beta Blog

Data scientist. Founder Alpha Beta Blog. Doing my best to explain the complex in plain English. Support my writing: https://tonester524.medium.com/membership