Looking at a portfolio of growth stocks which traded at high multiples until end of last year.

Stocks have been underperforming (no surprise there) but I'm trying to find ways to determine, quantitatively to what extent it is due to inflation / risk free rates, or fears of recession (meaning the market anticipates less growth and the discounted future cash flows are smaller).

I have access to bloomberg. Any idea of how to do that?

  • 1
    $\begingroup$ Sounds to me like you want to regress the stock excess returns onto excess market and bond returns. You can include other features as well. The loadings (ie betas) will help you to answer your question. $\endgroup$
    – oronimbus
    Commented May 18, 2022 at 19:59


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