Comparative Approach and Risk Factors in Business Valuation of Shares in Non-Public Companies

Introduction. This study examines the methodological considerations involved in applying the comparative approach and incorporating risk factors when assessing shares in the capital of non-public companies. The lack of open market information significantly complicates the objective assessment of the...

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Datum:2025
Hauptverfasser: Iliychovski, Svetoslav, Filipova, Teodora, Petrova, Mariana
Format: Artikel
Sprache:English
Veröffentlicht: Dr. Viktor Koval 2025
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Online Zugang:https://ees-journal.com/index.php/journal/article/view/291
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Назва журналу:Economics Ecology Socium

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Economics Ecology Socium
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institution Economics Ecology Socium
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datestamp_date 2025-06-30T05:19:59Z
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language English
topic comparative approach
share value
non-public company
business valuation
minority interest.
spellingShingle comparative approach
share value
non-public company
business valuation
minority interest.
Iliychovski, Svetoslav
Filipova, Teodora
Petrova, Mariana
Comparative Approach and Risk Factors in Business Valuation of Shares in Non-Public Companies
topic_facet comparative approach
share value
non-public company
business valuation
minority interest.
comparative approach
share value
non-public company
business valuation
minority interest.
format Article
author Iliychovski, Svetoslav
Filipova, Teodora
Petrova, Mariana
author_facet Iliychovski, Svetoslav
Filipova, Teodora
Petrova, Mariana
author_sort Iliychovski, Svetoslav
title Comparative Approach and Risk Factors in Business Valuation of Shares in Non-Public Companies
title_short Comparative Approach and Risk Factors in Business Valuation of Shares in Non-Public Companies
title_full Comparative Approach and Risk Factors in Business Valuation of Shares in Non-Public Companies
title_fullStr Comparative Approach and Risk Factors in Business Valuation of Shares in Non-Public Companies
title_full_unstemmed Comparative Approach and Risk Factors in Business Valuation of Shares in Non-Public Companies
title_sort comparative approach and risk factors in business valuation of shares in non-public companies
title_alt Comparative Approach and Risk Factors in Business Valuation of Shares in Non-Public Companies
description Introduction. This study examines the methodological considerations involved in applying the comparative approach and incorporating risk factors when assessing shares in the capital of non-public companies. The lack of open market information significantly complicates the objective assessment of the value of such companies, particularly in the Bulgarian market. Aim and tasks. This study aims to derive the value of a share of a non-public company by comparing it with public companies and making necessary adjustments with a discount for size and specific risk. Results. This study applies a comparative approach to the valuation of companies listed on the Bulgarian capital market based on economic indicators for 2021-2023. The value of a company's share was determined based on financial multiples (IC/RI, IC/EVA, ROE, etc.) and a comparative approach, with adjustments for uncontrollability, liquidity, company size, and specific risks. Based on the calculated multiples, companies with higher profitability and efficiency indicators (ROE, ROA, and ROIC) demonstrated better financial stability and competitiveness. For example, ROE values ranged from 0.09 to 0.84, ROA from -0.013 to 0.28, and ROIC from 0.008 to 0.64, with the best performers showing consistently positive results. In contrast, companies with poor or negative performance across most ratios may face higher risk exposure and ineffective management. This is evidenced by extremely low or negative values for IC/RI (–68.99 to 14.42) and IC/EVA (–1,066.39 to 20.11), reflecting inefficient capital allocation and weak value creation. Negative ROA (–0.012) and low ROIC (0.008 to 0.039) suggest potential operational inefficiencies. Conclusions. The comparative approach to business valuation enables the estimation of the value of a privately held (closed-type) company by applying appropriate adjustments to the financial data of comparable publicly traded (open-type) companies. This study proposes an algorithm for determining a company’s share when considering controlling/non-controlling, the degree of liquidity of a block of shares, size, and specific risk through a comparative valuation approach. Applying such an algorithm in valuation practice is primarily based on the valuer’s professional experience. It can be advantageously used when valuing privately held companies.
publisher Dr. Viktor Koval
publishDate 2025
url https://ees-journal.com/index.php/journal/article/view/291
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spelling oai:ojs2.www.ees-journal.com:article-2912025-06-30T05:19:59Z Comparative Approach and Risk Factors in Business Valuation of Shares in Non-Public Companies Comparative Approach and Risk Factors in Business Valuation of Shares in Non-Public Companies Iliychovski, Svetoslav Filipova, Teodora Petrova, Mariana comparative approach, share value, non-public company, business valuation, minority interest. comparative approach, share value, non-public company, business valuation, minority interest. Introduction. This study examines the methodological considerations involved in applying the comparative approach and incorporating risk factors when assessing shares in the capital of non-public companies. The lack of open market information significantly complicates the objective assessment of the value of such companies, particularly in the Bulgarian market. Aim and tasks. This study aims to derive the value of a share of a non-public company by comparing it with public companies and making necessary adjustments with a discount for size and specific risk. Results. This study applies a comparative approach to the valuation of companies listed on the Bulgarian capital market based on economic indicators for 2021-2023. The value of a company's share was determined based on financial multiples (IC/RI, IC/EVA, ROE, etc.) and a comparative approach, with adjustments for uncontrollability, liquidity, company size, and specific risks. Based on the calculated multiples, companies with higher profitability and efficiency indicators (ROE, ROA, and ROIC) demonstrated better financial stability and competitiveness. For example, ROE values ranged from 0.09 to 0.84, ROA from -0.013 to 0.28, and ROIC from 0.008 to 0.64, with the best performers showing consistently positive results. In contrast, companies with poor or negative performance across most ratios may face higher risk exposure and ineffective management. This is evidenced by extremely low or negative values for IC/RI (–68.99 to 14.42) and IC/EVA (–1,066.39 to 20.11), reflecting inefficient capital allocation and weak value creation. Negative ROA (–0.012) and low ROIC (0.008 to 0.039) suggest potential operational inefficiencies. Conclusions. The comparative approach to business valuation enables the estimation of the value of a privately held (closed-type) company by applying appropriate adjustments to the financial data of comparable publicly traded (open-type) companies. This study proposes an algorithm for determining a company’s share when considering controlling/non-controlling, the degree of liquidity of a block of shares, size, and specific risk through a comparative valuation approach. Applying such an algorithm in valuation practice is primarily based on the valuer’s professional experience. It can be advantageously used when valuing privately held companies. Introduction. This study examines the methodological considerations involved in applying the comparative approach and incorporating risk factors when assessing shares in the capital of non-public companies. The lack of open market information significantly complicates the objective assessment of the value of such companies, particularly in the Bulgarian market. Aim and tasks. This study aims to derive the value of a share of a non-public company by comparing it with public companies and making necessary adjustments with a discount for size and specific risk. Results. This study applies a comparative approach to the valuation of companies listed on the Bulgarian capital market based on economic indicators for 2021-2023. The value of a company's share was determined based on financial multiples (IC/RI, IC/EVA, ROE, etc.) and a comparative approach, with adjustments for uncontrollability, liquidity, company size, and specific risks. Based on the calculated multiples, companies with higher profitability and efficiency indicators (ROE, ROA, and ROIC) demonstrated better financial stability and competitiveness. For example, ROE values ranged from 0.09 to 0.84, ROA from -0.013 to 0.28, and ROIC from 0.008 to 0.64, with the best performers showing consistently positive results. In contrast, companies with poor or negative performance across most ratios may face higher risk exposure and ineffective management. This is evidenced by extremely low or negative values for IC/RI (–68.99 to 14.42) and IC/EVA (–1,066.39 to 20.11), reflecting inefficient capital allocation and weak value creation. Negative ROA (–0.012) and low ROIC (0.008 to 0.039) suggest potential operational inefficiencies. Conclusions. The comparative approach to business valuation enables the estimation of the value of a privately held (closed-type) company by applying appropriate adjustments to the financial data of comparable publicly traded (open-type) companies. This study proposes an algorithm for determining a company’s share when considering controlling/non-controlling, the degree of liquidity of a block of shares, size, and specific risk through a comparative valuation approach. Applying such an algorithm in valuation practice is primarily based on the valuer’s professional experience. It can be advantageously used when valuing privately held companies. Dr. Viktor Koval 2025-06-03 Article Article Peer-reviewed Article application/pdf https://ees-journal.com/index.php/journal/article/view/291 10.61954/2616-7107/2025.9.2-3 Economics Ecology Socium; Vol. 9 No. 2 (2025): Economics Ecology Socium; 39-51 Економіка Екологія Соціум; Том 9 № 2 (2025): Economics Ecology Socium; 39-51 2616-7107 2616-7107 10.61954/2616-7107/2025.9.2 en https://ees-journal.com/index.php/journal/article/view/291/250 Copyright (c) 2025 Economics Ecology Socium