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A comparison of measures of earnings per share

A comparison of measures of earnings per share
A comparison of measures of earnings per share
This paper explores alternative methods for computing earnings per share (EPS) for a company whose capital structure consists of ordinary shares and warrants. The methods for computing EPS identified by the FASB (1996) are critically evaluated and an alternative measure, the holding period approach,is developed within the framework of contingent claims analysis. Two types of errors are shown to characterize the accounting measures of EPS. One arises from failure of accounting measures to fully recognize the contingent nature of the warrant. The other arises from the practice of not recognizing instances of anti-dilution. A further factor is the treatment of any difference between the proceeds from the issue of the warrants and their fair value at that time. This is ignored in existing measures and yet may have a significant effect on the value of the claims of ordinary shareholders on the company's earnings. Using a simulation method it is shown that the imputed earnings method of computing EPS is a very close approximation to the holding period method and is considerably more accurate than treasury stock measures favoured by accounting standards bodies.
accounting standards, dilution, earnings per share, contingent claims, warrants
1351-847X
283-298
Casson, Peter
5ac137b1-dc94-41fb-82c5-736ad5be75c2
McKenzie, George
743874f1-e18f-472c-bdd7-ae02dc81c2d3
Casson, Peter
5ac137b1-dc94-41fb-82c5-736ad5be75c2
McKenzie, George
743874f1-e18f-472c-bdd7-ae02dc81c2d3

Casson, Peter and McKenzie, George (2007) A comparison of measures of earnings per share. European Journal of Finance, 13 (3), 283-298. (doi:10.1080/13518470601024865).

Record type: Article

Abstract

This paper explores alternative methods for computing earnings per share (EPS) for a company whose capital structure consists of ordinary shares and warrants. The methods for computing EPS identified by the FASB (1996) are critically evaluated and an alternative measure, the holding period approach,is developed within the framework of contingent claims analysis. Two types of errors are shown to characterize the accounting measures of EPS. One arises from failure of accounting measures to fully recognize the contingent nature of the warrant. The other arises from the practice of not recognizing instances of anti-dilution. A further factor is the treatment of any difference between the proceeds from the issue of the warrants and their fair value at that time. This is ignored in existing measures and yet may have a significant effect on the value of the claims of ordinary shareholders on the company's earnings. Using a simulation method it is shown that the imputed earnings method of computing EPS is a very close approximation to the holding period method and is considerably more accurate than treasury stock measures favoured by accounting standards bodies.

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Published date: April 2007
Keywords: accounting standards, dilution, earnings per share, contingent claims, warrants
Organisations: Management

Identifiers

Local EPrints ID: 36525
URI: http://eprints.soton.ac.uk/id/eprint/36525
ISSN: 1351-847X
PURE UUID: 5b89fd7b-7393-4260-9c0b-0a57ab8919d3

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Date deposited: 28 Aug 2008
Last modified: 15 Mar 2024 07:57

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Contributors

Author: Peter Casson
Author: George McKenzie

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