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Cost of Equity Capital

The following guide provides sources for cost of equity capital data and related data such as equity risk and size premiums, with information provided for each resource including a description of its primary features and any information that is available free online.

Cost of Capital Professional
BVR Guides and Books

Online platform allows users to access risk-free rates, equity risk premiums, and size premiums based on the subject company's valuation date and size, with data sources including the Federal Reserve (risk-free rates), The Center for Research in Security Prices (equity risk premiums, size premiums), and Dr. Asworth Damodaran (equity risk premiums). Trial access is available online.

Cost of Capital Navigator
Duff & Phelps, LLC

Online subscription service includes the equity risk premia (ERP) data previously published in the Duff & Phelps Risk Premium Report as well as the historical risk-free rate, ERP, size premia, and industry risk premia (IRPs) data previously published in the Ibbotson® SBBI® Valuation Yearbook. Introductory webinar, tool preview video, and comprehensive FAQs guide are available free online.

The Data Page
Aswath Damodaran, Stern School of Business at New York University

Comprehensive analysis of public company market data provides detailed data sets covering topics such as implied equity risk premiums, levered and unlevered betas by industry sector, total beta by industry sector, and weighted-average costs of debt and equity capital by industry sector. Data sets are available on a global basis and for the U.S., Europe, Japan, China, India, and emerging markets.

Pepperdine Private Capital Markets Report
Pepperdine University, updated annually

Comprehensive survey provides required rates of return for various private capital market segments, with market segments covered in the survey include senior cash flow lenders, asset-based lenders, mezzanine funds, private equity groups, venture capital firms, and angel investors. Free copy of the current survey is available with registration; past surveys can be downloaded and viewed free online.

Rate of Return Study
Partnership Profiles, Inc.

Annual Partnership Profiles rate of return study provides detailed information on historical rates of return for real estate entities such as non-publicly-traded real estate limited partnerships and real estate investment trusts (REITs), with rates of return for real estate limited partnerships including returns for distributing, nondistributing, low-to-no-debt, and moderate-to-high-debt partnerships.

Investor Survey

Quarterly survey of appraisal firms, brokerage firms, developers, investors, and lenders provides total invested capital discount rates, overall capitalization rates, and equity dividend rates for various types of real estate properties, with properties covered including senior healthcare housing, lodging facilities, mobile home and RV parks, restaurants, convenience stores, gas stations, and self-storage facilities.

Butler Pinkerton Calculator™
BVR Guides and Books

Online calculator allows users to calculate company-specific risk premiums and total cost of equities for up to twelve guideline publicly-traded companies at once, with input data required including ticker symbol, risk-free rate, equity risk premium, size premium, look-back period length, and market proxy. Free trial is available with sign-up; FAQs and articles about the calculator are also available online.


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