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