Abstract: Estimating IRR

Timo Salmi

Estimating the Internal Rate of Return from Published Financial Statements

Journal of Business Finance & Accounting 9, 1 (1982), 63-74.

There is a considerable body of literature seeking to estimate the long-run profitability of the firm by trying to establish a relation between the internal rate of return (IRR) of the firm's capital investments and the firm's accountant's rate of profit (ARP), also called accountant's rate of profit (ARR), return on capital invested (ROI) and book yield. Furthermore, Ruuhela (1972) and (1975) presented in Finnish a model for measuring the long-run profitability of the firm by estimating the IRR from published financial statements directly. This paper presents the derivation of Ruuhela's model. The aim of this paper is to improve and significantly streamline the original derivation. Additionally, contrary to the original derivation from funds flows concepts, the income statement and balance sheet are used as the obvious conceptual basis in deriving the components of long-run financing. Finally, the method is demonstrated by applying it to the financial time series of a particular Finnish firm.

Keywords: financial statement analysis, profitability estimation, internal rate of return

doi:10.1111/j.1468-5957.1982.tb00973.x



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