Update of our indicators as of May 31, 2023
Our updated risk premiums, size premiums and sector betas as of May 31, 2023 are available.
Our historical data are now calculated on larger samples including the real estate sector (which was only included since May 2017 initially) and the integration of our latest work on default risk (available on SSRN).
We thank you for your interest and remain at your disposal for any additional information.
The Fairness Finance team.