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Investment Strategies / Mechanical Investing❤
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Author: rrr12345 ⎊🐝  😊 😞
Number: of 4356 
Subject: IV estimate
Date: 08/04/2025 12:38 AM
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The IV estimate as of Jun 30 using the weighing machine method is $731K/A-share, or 1.54x BV. In the weighing machine model IV is taken to be the trendline of price versus BV (log-log) over a long period of time, in this case 60 years. Both the high and low price for the quarter are used for the regression, and the r^2 is 0.976.

This IV estimate is slightly lower than that by the stock repurchase model, which uses the highest P/BV paid as the IV estimate, or 1.57x BV.

FWIW
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