Size Premium

Data Source Description Link
Ibbotson Size Premium data 2011 Link
Ibbotson Size Premium data 2013 Link
Duff&Phelps Size Premium data 2013 Link
E.Peek Research paper Size Premium data for Europe Link
K. Whilhelm Research paper Size Premium data for Canada Link

 

Credit Rating Characteristics

Data Source            Description                                                     Link    
Moody's 2012 Credit Rating Ratios report Link

 

Risk Free Rate

Data Source                 Description                           Link  
Investing.com Government bond yield for various countries             Link
Damodaran Country risk premiums Link

 

Tax Rate

Data Source                 Description                           Link  
KMPG Average tax rates for various countries                  Link
Damodaran Average tax rates for various countries                  Link
Trading Economics   Average tax rates for various countries                  Link

 

Beta Calculation

Data Source                 Description                           Link  
Damodaran Levered and Unlevered Beta by industry Link
Yahoo! Finance List of companies by industry Link
Nasdaq List of companies by industry (not only Nasdaq listed)     Link
Google Finance List of companies by industry Link

 

Equity Market Premium

Data Source                 Description                           Link  
Damodaran Historical implied market risk premiums Link
Damodaran Country default spreads and risk premiums Link
Market Risk Premia   Market risk premiums for various countries Link
IESE Research Market risk premiums in 71 countries survey     Link

 

Debt Margin

Data Source                 Description                           Link  
Damodaran Default spreads for various credit ratings Link
FRED Corporate spreads for various credit ratings Link

Following are updated corporate debt margins for various maturities (July 14, 2017), updated weekly:

Maturity      2         5       10      20 
Corporate Spread          0.583   0.888   1.560   1.690 

 

 

FacebooktwitterlinkedinFacebooktwitterlinkedin