2014 Valuation Handbook - Guide to Cost of Capital - Hardcover

Roger J. Grabowski; James Harrington; Carla Nunes

Hardcover

ISBN 10: 0991487109 ISBN 13: 9780991487103

Publisher: Duff & Phelps, 2014

Synopsis

SBBI Valuation Yearbook data is now available in this new resource by Duff & Phelps. It will include both the data previously available in the SBBI Valuation Yearbook and the data available in the Duff & Phelps Risk Premium Report.

The Valuation Handbook will include all of the "key variables in estimating the cost of capital," including:

Yields
· Long-term (20-year) U.S. Treasury Coupon Bond Yield

Equity Risk Premium
· Long-horizon expected "historical" equity risk premium
· Long-horizon expected "supply side" equity risk premium

Size Premium
· CRSP Mid-Cap, Low-Cap, and Micro-Cap size premia
· CRSP Deciles 1 through 10 size premia
· Size premia for the breakdown of CRSP Decile 10 into 10a (and its subdeciles 10w and 10x) and 10b (and its subdeciles 10y and 10z)

Industry Risk Premium
· Industry risk premia (IRPs) for use in the build-up method (previously found in Table 3-5 in the SBBI Valuation Yearbook).

The Valuation Handbook will also include all of risk premia and size premia (for up to eight different measures of "size") previously published in the Duff & Phelps Risk Premium Report, including the Size Study, Risk Study, and High-Financial-Risk Study.

Edition details

• Publisher: Duff & Phelps
• Publication date: 2014
• ISBN 10: 0991487109
• ISBN 13: 9780991487103
• Binding: Hardcover
• Language: English