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Equity Risk Premiums
Equity Risk Premiums is a free guide to sources for risk premiums, size premiums, and other
related financial and economic data for the U.S. and other countries.
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Each resource listed below includes the name of the source or publisher and a link to its site, a
description of the resource and its primary features, and notes any information that can be viewed
free online.
For additional resources, also see Cost of Equity Capital for
sources for cost of equity capital data and related information such as equity risk premiums and size
premiums.
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SBBI Valuation Edition
Yearbook
Ibbotson Associates, a division of Morningstar, Inc.
Annual yearbook provides historical risk-free rates, equity risk premiums, size premiums, and industry
premiums for use in the buildup method. Also includes presentation and discussion of several valuation
methods including the buildup method, Capital Asset Pricing Model, and discounted cash flow approach.
U.S. Risk Premia Over
Time Report
Ibbotson Associates, a division of Morningstar, Inc.
Report provides long-, intermediate- and short-term risk premia and mid-, low- and micro-cap size premia
over user-selected historical time periods.
Duff & Phelps LLC Risk Premium
Report
Roger Grabowski, Duff & Phelps, LLC
Report provides risk premia for companies broken into 25 different size groups using eight alternative
measures of company size, and quantifies the relationship between rates of return, company size, and fundamental
measures of company risk. Excerpts from current and prior reports can be viewed free online.
International Equity
Risk Premia Report
Ibbotson Associates, a division of Morningstar, Inc.
Containing data back to 1970, report provides historical long- and short-horizon equity risk premia for
16 countries. Data appears both in local currency and in U.S. dollar values.
Canadian Risk Premia
Over Time Report
Ibbotson Associates, a division of Morningstar, Inc.
Report provides long-horizon risk premia information over user-selected historical time periods. Historical
data is available from 1936 (Canadian dollar) or 1939 (U.S. dollar).
United Kingdom Risk
Premia Over Time Report
Ibbotson Associates, a division of Morningstar, Inc.
Report provides long-horizon risk premia information over user-selected historical time periods. Historical
data is available from 1919 (British pound) or 1920 (U.S. dollar).
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