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As you've said, you can apply a version of the DDM, namely the gordon growth model -- assuming a constant growth of dividends. GGM = D1 / (r-g) So you need the cost of equity, the future dividends, and a growth rate. In your case, the required return on equity is basically the cost of equity -- it's just another word for it. Required return on equity is the ...


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Yes, you may use rolling correlations and standard deviations to get rolling beta estimates. The time horizon used is your investment decision horizon: in other words, how often might you adjust your portfolio? If you revisit your portfolio's investments every year, then the time horizon should be a year. This also affects the risk-free rate you use when ...


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