Trusted. Precise. Elemental. U.S. risk premia reports.
The Risk Premia Over Time Report gives financial and valuation professionals the tools to determine long-, intermediate-, and short-horizon equity risk premia for the United States, as well as mid-, low-, and micro-cap size premia using customizable start and end dates. The Duff & Phelps, LLC Risk Premium Report examines the size effect through alternative measures of size. Archived versions of these reports are also available. The Butler Pinkerton Model™ Report quantifies company-specific risk premiums (CSRP) for publicly traded companies.
Risk Premia Over Time Report Financial professionals can customize their analysis by selecting a particular start and end date when reviewing this report, which features risk premia plus equity and size premia over historical time periods.
Report contains long-, intermediate-, and short-term equity risk premia and mid-, low-, and micro-cap size premia
61 pages, PDF document
Updated annually
Available in January and features data through December
Archived editions are available dating back to 2000
Duff & Phelps, LLC Risk Premium Report Formerly the S&P Corporate Value Consulting Risk Premium Report, this reviews risk premia for companies broken into 25 different size groups correlated with different risk groups
Report data is drawn from NYSE-listed companies, plus those on AMEX and NASDAQ
Report analysis quantifies the relationship between rates of return, company size, and fundamental measures of company risk
Measures of earnings volatility help explain credit ratings and can help predict bankruptcy
Authors: Roger Grabowski, Duff & Phelps; David King, Mesirow Financial Consulting
56 pages, PDF document
Updated annually
Available in March and features data through December
Archived editions are available dating back to 1996
Butler Pinkerton Model Report This report, using the Butler Pinkerton Model, provides empirically observable company-specific risk premiums (CSRP), as well as total cost of equity (TCOE), for a variety of SIC codes.
Report allows subscribers to obtain a range of data to better assess the appropriate cost of capital for their subject companies
Authors: Peter J. Butler, CFA, ASA and Keith A. Pinkerton, CFA, ASA
PDF document
Updated annually
Available in March and features data through December of the previous year
