after one completes identifying the 'S', 'W', 'O', and 'T' what is the next step?

Question

Question

after one completes identifying the 'S', 'W', 'O', and 'T' what is the next step?

Answer 1

Answer #1

After completing the SWOT analysis the next step is to evolve strategies for the future.

These strategies are to aimed at

*taking advantage of strengths to utilize opportunities,

*rectifying weaknesses, and

*to overcome threats.

Thus SWOT should result in strategic planning.

Answer 2

Similar Homework Help Questions

Consider the following fictitious mechanism: Step 1. R+S T, (fast, reversible) Step 2. T +U -...

Consider the following fictitious mechanism: Step 1. R+S T, (fast, reversible) Step 2. T +U - W + S, slow Which is the rate law for the reaction? Select one: o a. rate = k[R][U][S] O b. rate = k[S] o c. rate = k[T] 0 d. rate = k[R][S] o e. rate = k[W][S]
1. An air-track cart attached to s spring completes one oscillation every 2.4 s. At t...

1. An air-track cart attached to s spring completes one oscillation every 2.4 s. At t = 0 the cart is released from rest at a distance of 0.10 m from its equilibrium position. What is the position of the cart at (a) 2.7s and (b) 3.0s? (c) What is the first time the car is at position x = -5.0 cm? I WWWWWWWWWWWW r=-0.10 m 0 x = 0.10 m The pendulum in a grandfather clock is designed to...
8.1: Show what the arrays will look like after Djikstra's algorithm completes processing the graph shown...

8.1: Show what the arrays will look like after Djikstra's algorithm completes processing the graph shown in Figure 8.9 on Page 407. Note that almost all the information you need can be inferred from Figure 8.9e (show the contents of all three arrays: fringeWgt, parent, and status arrays). A (partially-filled) example of the parent array is shown in Figure 8.5 at the top of Page 398. HOWEVER, this example array is for Prim's algorithm, not Dijkstra's. Dijkstra uses a similar...

(Exponential martingales) Suppose O(t,w) = (01(t, w),...,On(t,w)) E R" with Ox(t,w) E VIO, T] for k...

(Exponential martingales) Suppose O(t,w) = (01(t, w),...,On(t,w)) E R" with Ox(t,w) E VIO, T] for k = 1,..., n, where T < 0o. Define 2. = exp{ jQ1, wydBlo) – 4 640,w.do}osist where B(s) ER" and 62 = 0 . 0 (dot product). a) Use Ito's formula to prove that d24 = 2:0(t,w)dB(t). b) Deduce that 24 is a martingale for t <T, provided that Z40x(t,w) € V[O,T] for 1 sk sn.
Qld ate_atcos(at)]} Find the Laplace Transform of d t Select one a(s+a)+u? (s+a)+w2 a, 2 s+a)+w...

Qld ate_atcos(at)]} Find the Laplace Transform of d t Select one a(s+a)+u? (s+a)+w2 a, 2 s+a)+w C. (s+a)+w2 2 s(s+a) O d. (s+a) +w2 Check
Problem 5. Let W and U be finite-dimensional vector spaces, and let T : W > W and S : W -> U be linear transforma...

Problem 5. Let W and U be finite-dimensional vector spaces, and let T : W > W and S : W -> U be linear transformations. Prove that if rank(S o T) L W W such that S o T = So L. = rank(S), then there exists an isomorphism (,.. . , Vk) is a basis of ker(T), and let (w1, ., wr) is a basis of im(T) nker(S) if 1 ik Hint: Let B (vi,... , Vk,...,vj,) be...

"w=30kg Befe Hostoles Um, =3 m/s After the indu and o. NVAZ UB₂-15 m/s

"w=30kg Befe Hostoles Um, =3 m/s After the indu and o. NVAZ UB₂-15 m/s
We consider a Standard Brownian Motion W={Wt,t>=o}, show that for s<t, Ws|Wt=x the conditional distribution of...

We consider a Standard Brownian Motion W={Wt,t>=o}, show that for s<t, Ws|Wt=x the conditional distribution of the process given a future valueWt=x We consider a standard Brownian motion W W,t20) Show that for s < t, W /Wt-x the conditional distribution of the process given a future value Wi is given by the following Normal distribution:
An air-track cart attached to a spring completes one oscillation every 2.4s. At t=0 the cart...

An air-track cart attached to a spring completes one oscillation every 2.4s. At t=0 the cart is released from rest at a distance of .10m from its equilibrium position. What is the position of the cart at 2.7s?

answers: be or not be Let T: U to V and S: V to W be...

answers: be or not be Let T: U to V and S: V to W be two linear transformations. Then a) if the composition of S with T is one-to-one, then S and T both must [ Select] one-to-one. b) if both S and Tare one-to-one, then the composition of S with T must [ Select] one-to-one. c) if the composition of S with T is one-to-one, then S must [ Select] one-to-one. d) if the composition of S with...