Cost of Equity Capital
Cost of Equity Capital is a resource guide to cost of equity capital data and related
information such as equity risk premiums and size premiums.
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Each entry below includes
the source organization and a link to its website, a description of the resource and its
primary features, and indicates any information that is accessible free online.
Other economic data resources
available on this site include:
Bond Yields & Interest Rates
Equity Risk Premiums
Economic Forecasts
Cost of Living, CPI, & Inflation |
Cost
of Capital Quarterly
Ibbotson Associates, a division of Morningstar, Inc.
Annual yearbook provides cost of capital data including industry betas and five separate
measures of cost of equity and weighted average cost of capital for more than 300 industries.
Optional quarterly updates deliver current information throughout the year.
Cost
of Capital Resources - Individual Reports & Statistics
Ibbotson Associates, a division of Morningstar, Inc.
Individual industry reports provide cost of capital data including industry betas and
five separate measures of cost of equity and weighted average cost of capital for more
than 300 industries.
SBBI
Valuation Edition Yearbook
Ibbotson Associates, a division of Morningstar, Inc.
Annual yearbook provides historical risk-free rates, equity risk premia, size premia,
and 500 industry premia for use in the buildup method. Also includes presentation and
discussion of different valuation methods including the buildup method, Capital Asset
Pricing Model, Fama-French 3-factor model, and discounted cash flow approach.
Published Research: Cost of Capital
Ibbotson Associates, a division of Morningstar, Inc.
Research articles covering subjects such as equity risk premiums, size premium, betas,
and minority discount rates. Available free online.
Beta
Book
Ibbotson Associates, a division of Morningstar, Inc.
Publication provides traditional 60-month levered and unlevered beta calculations for
more than 5,000 U.S. publicly traded companies, and an overview of the beta estimation
methodologies used in the calculations.
International
Cost of Capital Report
Ibbotson Associates, a division of Morningstar, Inc.
Report estimates the cost of capital for more than 170 countries from the perspective
of U.S.-based investors with investments in other countries around the world. Report can
be purchased online.
Equity Risk Premium Studies and Reports
For equity risk premium studies and reports available from Ibbotson Associates, Duff &
Phelps, LLC, and other sources for the U.S., Canada, and other countries, see
Equity Risk Premiums.
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