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Where is the source data for risk-free rate, market risk premium, and CoE premium from?
Where is the source data for risk-free rate, market risk premium, and CoE premium from?

Risk-Free, Corporate Tax rates, Market risk, Premia, country ratings and CoE premium, data source

Updated over 2 years ago

Along with data sourced from databases such as S&P Capital IQ, we also gather information from other public or private sources.
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Risk-Free Rates - We are collecting government bond yields (typically 10-year maturities) from a variety of public sources such as Investing.com. For countries where such data is unavailable, we fall back to a risk-free rate based on the country's rating. For this, we compute a regression for the risk-free rate of countries with the same rating.
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Corporate tax rates - We source them from KPMG's annual tax survey.
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Market risk premia - We follow Prof. Damodaran's approach of calculating the MRPs based on the countries' ratings. You can see more information on him here:

Country ratings - We are sourcing the country ratings from a variety of public sources, such as Tradingeconomics.com
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CoE premium - For private company valuations we are calculating the premia using the Qualitative Assessment at the beginning of the valuation; for valuations of listed companies, we are applying size premia.

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