Created
December 6, 2020 16:12
-
-
Save fatihgune/be0b2d90addd52271373822ca14cf2d0 to your computer and use it in GitHub Desktop.
Calculate Volatility of Asset (PHP - Laravel)
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
<? | |
$years = config('years'); | |
$companies = Company::where('bankrupted', 'yes')->where('country', 'COUNTRY_NAME_HERE')->where('type', 'unlisted')->get(); | |
foreach ($years as $year) { | |
foreach ($companies as $company) { | |
if (AssetMatch::where('unlisted_company_name', $company->name) | |
->where('year', $year)->exists()) { | |
$marketCapitalization = AssetMatch::where('unlisted_company_name', $company->name) | |
->where('year', $year) | |
->first() | |
->listed_company_market_cap; | |
$totalLiability = $company->totalLiabilities->where('year', $year); | |
$marketValueOfAsset = $company->marketValueOfAssets->where('year', $year); | |
$volatilityOfLiability = $company->volatilityOfLiabilities->where('year', $year); | |
$standardDeviation = AssetMatch::where('unlisted_company_name', $company->name) | |
->where('year', $year) | |
->first() | |
->listed_company_standard_dev; | |
if (! is_null($totalLiability) && $totalLiability->count() != 0) { | |
$totalLiability = $totalLiability->first(); | |
if (! is_null($totalLiability) && $totalLiability->count() != 0) { | |
$totalLiability = $totalLiability->toArray(); | |
$totalLiabilityVal = (float)$totalLiability['value']; | |
} | |
if (! is_null($marketValueOfAsset) && $marketValueOfAsset->count() != 0) { | |
$marketValueOfAsset = $marketValueOfAsset->first(); | |
if (! is_null($marketValueOfAsset) && $marketValueOfAsset->count() != 0) { | |
$marketValueOfAsset = $marketValueOfAsset->toArray(); | |
$marketValueOfAssetVal = (float)$marketValueOfAsset['value']; | |
} | |
if (! is_null($volatilityOfLiability) && $volatilityOfLiability->count() != 0) { | |
$volatilityOfLiability = $volatilityOfLiability->first(); | |
if (! is_null($volatilityOfLiability) && $volatilityOfLiability->count() != 0) { | |
$volatilityOfLiability = $volatilityOfLiability->toArray(); | |
$volatilityOfLiabilityVal = (float)$volatilityOfLiability['value']; | |
$result = (float)(($marketCapitalization / $marketValueOfAssetVal) * $standardDeviation) + (($totalLiabilityVal / $marketValueOfAssetVal) * $volatilityOfLiabilityVal); | |
DB::transaction(function () use ($company, $result, $year) { | |
VolatilityOfAsset::create([ | |
'company_id' => $company->id, | |
'year' => $year, | |
'value' => $result, | |
]); | |
}); | |
} | |
} | |
} | |
} | |
} | |
} | |
} |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment