1.5 Comps Builder

The tool allows you to:

  • build comparables datasets by selecting geographies, segments and risk factors

  • compute statistics (mean, percentiles etc..) of metrics such as valuation ratios from these datasets


Filtering and computation logic

Let be the set when a geography or segment filter is applied and is the resulting set after applying such filters


is the set when risk factor filter is applied on . If we have such risk factor filters, we end up with multiple sets .


Let be the function that aggregates a set to compute a given statistics e.g. mean.


Comps builder computes 2 intermediate result

and


To arrive at a final result , a weighted sum is computed

where is a number between 0 and 1