The New Standard Source of International Cost of Capital Analysis
The 2016 International Valuation Handbook - Guide to Cost of Capital provides data and methodology guidance that will enable the reader to assess risk and develop cost of capital estimates on a global scale, coupled with data exhibits that provide country-level country risk premia (CRPs), Relative Volatility (RV) factors, and equity risk premia (ERPs). The data exhibits can be used to estimate country-level cost of equity capital globally, for up to 188 countries, from the perspective of investors based in up to 56 different countries.*
For more information about Duff & Phelps valuation data resources published by Wiley, please visit www.wiley.com/go/valuationhandbooks.
Also Available 2016 International Valuation Handbook - Industry Cost of Capital2016 Valuation Handbook - Guide to Cost of Capital2016 Valuation Handbook - Industry Cost of CapitalKey Features
Country-level Country Risk Premia (CRPs) for up to 188 The 2016 International Valuation Handbook - Guide to Cost of Capital provides country-level country risk premia for up to 188 countries globally, from the perspective of investors based in up to 56 different countries. CRPs are estimated using the following (i) Country Credit Rating Model and (ii) Country Yield Spread Model. Relative Volatility (RV) factors for up to 75 The 2016 International Valuation Handbook - Guide to Cost of Capital provides country-level relative volatility factors for up to 75 countries from the perspective of investors in the U.S. and Germany. Relative volatility factors are estimated using the Relative Standard Deviation Model. Equity Risk Premia (ERPs) for 16 countries based in USD and "local" The 2016 International Valuation Handbook - Guide to Cost of Capital provides long-horizon and short-horizon ERP data in USD and "local" currencies. Additional ERP resources include Pablo Fernandez' survey of ERPs for a variety of countries. *Dependent on the estimation model being employed and data availability. Some models do not include estimates for all countries.