When analysts look at information for a listing or listed entity what are the key metrics they look at? I am thinking of including a sensitivity analysis and risk management report for the prospectus. The quantitative aspect of the RM report will be a 1 year Value Risk.
Basically this will be showing a baseline projection of returns as well as the returns under difference scenarios, so in essence a couple of different balance sheets. I see most prospectuses don't focus on Scenario Analysis or Stress Testing hence I am not sure how the market will react to something like that? But I may be biased since I am a Risk Actuary (CERA).