Relative. Integral. Global. International risk premia reports.
For those performing international analyses, these downloadable reports provide historical equity risk premia for up to 16 countries. Calculated using both local and U.S. currencies, the reports feature historical long- and short-horizon equity risk premia. Each year the reports are updated with new information. Archived versions are also available.
International Equity Risk Premia Report This report provides historical equity risk premia for 16 countries, including data back to 1970 for most of the countries covered. Financial professionals can customize their analysis by choosing a particular start and end date.
Countries covered include Australia, Austria, Belgium, Canada, Denmark, France, Germany, Ireland, Italy, Japan, Netherlands, New Zealand, Spain, Switzerland, the United Kingdom, and the United States
Both the short- and long-horizon equity risk premia are provided where possible
Data appears both in local currency and in U.S. dollar values
114 pages, PDF document
Updated annually
Available in May and features data through December
Archived editions are available dating back to 2000
