Reading 11 - Evaluating Financial Reporting Quality Flashcards

1
Q

What is good earnings quality mean ?

A
  1. Return on equity
  2. Sustainable (vol = risk)
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2
Q

How is Net Operating Assets calculated?

A
  • Operating assets - Operating liabilities
  • Operating assets ( = total assets - cash, cash equivalents & marketable securities)
  • Operating liabilities ( = total liabilities - total debt (lt &st))
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3
Q

What are 2 manipulation techniques involved with the balance sheet?

***keep

A
  1. Off-balance-sheet financing
  2. Goodwill
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4
Q

What is good reporting quality?

A
  1. Decision useful information
  2. Accurate (GAAP compliant) and relevant
  3. Enables assessment

high quality reporting provides decision-useful information

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5
Q

Define what **“Earnings Management” **is….

A

When earnings are “smoothed” to understate earnings volatility relative to the volatility if earnings were faithfully represented

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6
Q

What are 4 issues that can affect the quality of Financial Reports?

A
  1. Measurement and Timing of Recognition
  2. Classification
  3. Misstating profitability
  4. Financial Reporting that diverges from Economic Reality despite compliance with Accounting rules
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7
Q

What are 3 ways that operating income and/or net income can be overstated?

A
  1. Overstated or accelerated revenue recognition
  2. Understated expenses
  3. Misclassification of revenue, gains, expenses, or losses
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8
Q

What are 3 things a firm can do (special names) to overstate operating income and/or net income?

A
  • contingent sales
  • channel stuffing
  • bill & hold sales
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9
Q

What are some _warning signs _that is firm is misstating profitability?

A
  • growth in revenue higher than industry peers
    *higher rate of customer returns
  • higher Q4 revenues
  • higher growth rate of receivables than revenue
  • cash flow from operations is much lower than operating income/earnings
  • unexplained boost in operating margins
  • inconsistent classifications
  • aggressive accounting assumptions
  • exec comp tied to financial results
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10
Q

What are 3 ways that a firm can mistate balance sheet items to improve their financial results?

A
  1. Over-or-Understatement of assets
  2. Over-or-Understatment of liabilities
  3. Misclassification of assets and/or liabilities
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11
Q

What are some things a firm can do to mistate balance sheet items ?

A
  1. Choice of models and model inputs affecting ets. values
  2. Classification from current to non-current
  3. Over- or understating reserves and allowances
  4. Understanding identifiable assets and overstating goodwill in business combinationd
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12
Q

Warning signs of misstated asstes/liabilites:

A
  1. inconsitency of model inputs for valuation of assets/liabs
  2. typical current assets treated as noncurrent
  3. Allowances/reserves out of line with peers or fluctuating
  4. High GW relative to total assets
  5. Use of SPEs
  6. Off b/s liabs
    Fluctuating DTA/L
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13
Q

Mechanisms to overstate CFs

A
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14
Q

Warning sings of overstated CFs

A
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15
Q

Business combo issues

A
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16
Q

What is the Beneish Model?

A

Assesses the likelihood of misreporting by identifying quantitative indicators of earnings manipulation

17
Q

Is the Beneish model a logit or probit model?

18
Q

What is the equation for the Beneish Model?

A

M-score = -4.84 + 0.92(DSR)+0.528(GMI)+0.404(AQI)+0.892(SGI)+0.115(DEPI)-0.172(SGAI)+4.67(ACRRUALS)-0.327(LEVI)

19
Q

Does a low Beneish M-score mean there is an increased chance of earnings manipulation?

A

No, the higher the number the more likely earnings manipulation is

20
Q

What are two external indicators of poor earnings quality?

A
  1. Enforcement actions by regulatory authorities
  2. Restatements of previously issued financial statements
21
Q

What is Tunneling?

A

The practice of t_ransferring public company resources_, e.g. through excessive compensation, direct loans, or guarantees, t_o managers and/or shareholders_ is referred to as tunneling.

22
Q

What is Propping?

A

The practice of transferring managerowned entity’s resources to the public company to ensure its economic viability is referred to as Propping

23
Q

What is the Altman Model?

A

A model that assess the probability of bankruptcy

24
Q

What is the equation for the Zaltman Model?

25
What are 2 shortcoming of the Zaltman model?
1. It is a single period model, taken at a point in time 2. That financial statements measure past performance and incorporate the going conern assumption
26
What are 4 characteristics of high quality cash flow that established companies have?
1. Postive OCF (Operating Cash Flow) 2. OCF derived from sustainable sources 3. OCF adequate to cover capital expenditures,dividends and debt repayment 4. OCF with relatively low volatility (relative to industry participants)
27
What is a **Clean Audit Opinion**?
States that the financial statements present the information fairly and in conformity with the relevant accounting principles
28
What does the Beneish model detect?
The Beneish model detects earnings manipulation using eight variables. An M-score greater than -1.78 (i.e., less negative) indicates potential earnings manipulation.
29
What are high-quality earnings?
High-quality earnings are: * Sustainable: Expected to recur in future periods. * Adequate: Sufficient to cover the company’s cost of capital.
30
What is earnings mean reversion?
In competitive markets, companies experiencing abnormally high earnings attract competition, which can lead to price reductions and lower profits. Conversely, companies with low earnings may abandon unprofitable projects, leading to improved earnings
31
What are indicators of balance sheet quality?
Indicators of balance sheet quality include: * Unbiased measurement * Completeness * Clarity of presentation
32
What mean reverts quicker: cash or accruals? Why?
Faster Mean Reversion: Earnings with a high accrual component tend to revert to their mean more quickly. This is because accruals are more likely to be adjusted or reversed in future periods, leading to fluctuations in reported earnings1. Discretionary Accruals: If the accruals are discretionary (i.e., subject to management's judgment), the mean reversion can be even faster. This is because discretionary accruals are more likely to be manipulated and subsequently corrected