Showing 1 - 10 of 398
This paper contains the statistics of a survey about the Risk-Free Rate (RF) and the Market Risk Premium (MRP) used in 2019 for 69 countries. We got answers for 84 countries, but we only report the results for 69 countries with more than 8 answers.Due to “Quantitative Easing”, many...
Persistent link: https://www.econbiz.de/10012890011
This paper contains the statistics of a survey about the Risk-Free Rate (RF) and the Market Risk Premium (MRP) used in 2018 for 59 countries. We got answers for 73 countries, but we only report the results for 59 countries with more than 5 answers.The change between 2015 and 2018 of the average...
Persistent link: https://www.econbiz.de/10012922768
This paper contains the statistics of a survey about the Risk-Free Rate (RF) and the Market Risk Premium (MRP) used in 2021 for 88 countries. We got answers for 92 countries, but we only report the results for 88 countries with more than 6 answers. Many respondents use for European countries a...
Persistent link: https://www.econbiz.de/10013222865
We look at the Risk-Free Rate (RF) and the Market Risk Premium (MRP) used by analysts in 2015 to value companies of six countries. The dispersion of both, the RF and the MRP used, is huge, and the most unexpected result is that the dispersion is higher for the RF than for the MRP.We also find...
Persistent link: https://www.econbiz.de/10012970725
We calculate the shareholder returns of the companies in the Euro Stoxx 50 in the period 2004 - April 2020. We analyze 62 companies: 47 that were in the Euro Stoxx 50 in April 2020 and had trading records since December 2004 and 15 companies that had been in the Euro Stoxx 50 in the period. In...
Persistent link: https://www.econbiz.de/10012834192
Spanish Abstract: Se presentan varios bonos interesantes. Algunos por su gran duración: bonos “la bella durmiente” (a 100 años, emitidos por Walt Disney Co. en 1993), bonos Matusalén (a 50 años), bonos perpetuos. Se analizan los bonos a 100 años y se comparan con un bono a 30 años y...
Persistent link: https://www.econbiz.de/10012937957
This paper contains the statistics of the Equity Premium or Market Risk Premium (MRP) used in 2011 for 56 countries. We got answers for 85 countries, but we only report the results for 56 countries with more than 6 answers. Most previous surveys have been interested in the Expected MRP, but this...
Persistent link: https://www.econbiz.de/10013119320
The average Equity Premium or Market Risk Premium (MRP) used in 2011 by professors for the USA (5.7%) is higher than the one used by analysts (5.0%) and companies (5.6%). The standard deviation of the MRP used in 2011 by analysts (1.1%) is lower than the ones of companies (2.0%) and professors...
Persistent link: https://www.econbiz.de/10013122014
This paper contains the statistics of the Equity Premium or Market Risk Premium (MRP) used in 2011 for 56 countries. We got answers for 85 countries, but we only report the results for 56 countries with more than 6 answers.Most previous surveys have been interested in the Expected MRP, but this...
Persistent link: https://www.econbiz.de/10013126079
This paper contains the statistics of a survey about the Risk-Free Rate (RF) and the Market Risk Premium (MRP) used in 2017 for 41 countries. We got answers for 68 countries, but we only report the results for 41 countries with more than 25 answers. The average (RF) used in 2017 was smaller than...
Persistent link: https://www.econbiz.de/10012958524