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