When performing international cost of equity analyses, valuation professionals can refer to the data introduced in these reports. Calculated using a variety of models and perspectives, the data represents cost of equity estimates for more than 170 countries worldwide. While the downloadable reports are published with new information every year, archived versions are also available.
International Cost of Capital Report Updated annually, this report estimates the cost of equity for more than 170 countries from the perspective of U.S.-based investors with investments in other countries around the world.
Up to six different models used per country for cost of capital estimates, including the country risk rating (log and linear), country spread, international Capital Asset Pricing Model, Globally Nested Capital Asset Pricing Model, and the relative standard deviation model
For emerging market countries with insufficient data, only the country risk rating model is used
12 pages, PDF document
Available in May and features data through December
Features data through March for the country credit rating model
Archived editions are available dating back to 1999
International Cost of Capital Perspectives Report This report estimates the cost of equity for more than 170 countries from the perspectives of investors based in Australia, Canada, France, Germany, Japan, and the United Kingdom.
Cost of equity is calculated using the country risk rating model
8 pages, PDF document
Available in May and features data through March
Archived editions are available dating back to 2001