When students stay after lecture, they really appreciate your time.

Happy teachers day sir. I have started valuation class and completed some lecture and found very tough for me. Now started with 3 pre requisites. Accounting completed. Finance class half way there. Found you the best in each subject. Hopefully soon coming to USA and meet you to there and show my gratitude to you. I wish I learn everything you wish to teach to your student. Happy teachers day to the greatest devoted teacher.

Thank you, @Aswath Damodaran, your perception of the financial market, valuation and reality really awake me. I have been learning a lot from you and am already started to form my own opinions on valuation and is now able to be responsible for my final conclusion and actions. Thank you, once again.

@Aswath Damodaran, many thanks professor for the great sharing of knowledge. Thank you so much, useful as usual.

Thankfully, the slides are changing in this video.

This is brilliant.

When calculating implied risk premium, you used expected dividends and buy backs. Do (and if so how) you account for new share issuance ?

I don't know if Prof Damodaran read these comments, but I had a thought learning the part of market ERP. I get it that Market ERP fluctuates with investor's risk tolerance and it's important to find an accurate market valuation of a company in most cases, but if I am the investor, wouldn't a fixed ERP set my own risk tolerance, for MY evaluation of how much a company is worth? I remember Jamie Dimon attributed J.P. Morgan's successful navigation of the 2008 financial crisis to the fact that they set their own risk tolerance instead of conforming to the market's risk tolerance. Is this what he's referring to? If the market ERP is pushing down to 2-3%, maybe the market is due for a correction soon and I don't want to use that to evaluate my investment.

Shall we regress on the basis of log or arithmetic returns?

Why are there two sessions 6?

The video is silent