Areas covered and Advanced tools

United Kingdom

The UK sample consists of more than 400 listed companies, regularly monitored by financial analysts and located across the UK.

Our market data

Equity Risk Premium

The market risk premium reflects the additional return required by investors in excess of the risk-free rate. The ERP is essential for the calculation of discount rates and derived from the CAPM. It stems from the IRR which equalizes the discounted present value of forecast cash flow and the current share price.
Details on the concepts and methodology, along with some examples and a glossary, are provided in the site's methodology section, particularly methodological notes 1, 2, 3 and 5.

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Sector beta

The beta, the CAPM systematic risk coefficient, measures the sensitivity of sector portfolio returns to market fluctuations based on levels 2 and 3 of the GICS nomenclature. They are based on sector portfolios monthly returns (weighted by the size of capitalization of its components), compared to the market monthly returns (also weighted by size) over three rolling years.
Details on the concepts and methodology, the sectors definitions and a glossary, are provided in the site's methodology section, particularly methodological note 6 (to be published).

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Size Premium abacus

The size premium represents the average additional cost of capital required by equity investors for companies which have significantly lower market capitalizations than the aggregate market index. It is calculated on the basis of the company's market cap.
Details on the concepts and methodology, along with some examples and a glossary, are provided in the site's methodology section, particularly methodological note 4.

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