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Ibbotson® Cost of Capital Resources Center
The essentials for valuing companies in an online resource.
Overview
Ibbotson Cost of Capital Resources Center
Ibbotson SBBI Valuation Yearbook
Ibbotson Cost of Capital Yearbook
Ibbotson International Cost of Capital Reports
Ibbotson International Risk Premia Reports
Ibbotson U.S. Risk Premia Reports
Ibbotson Individual Reports and Statistics
Related Products
The Ibbotson® Cost of Capital Resources Center consolidates extensive calculations and analysis in a searchable online resource. Valuation experts, auditors, lawyers, analysts, and consultants can enhance their research process through immediate access to 162,000 current and historical PDF and Microsoft® Excel® reports covering more than 400 industries and 10,000 U.S. companies. The Custom Peer Group Builder tool creates tailored industry valuations based on the user’s choice of companies. Firms can license the resource’s modules individually or as a complete system.
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Industry Analysis Module
Peer Group Module
Beta Module
Modules Available
Custom Peer Group Builder
This easy-to-use tool helps valuation professionals build a custom industry cost of capital. Users can assemble an appropriate peer group from more than 10,000 U.S.-based companies in multiple SIC codes, then generate resulting cost of capital calculations.
Screen for companies with similar characteristics using data such as sales, net income, and price multiples
Calculate the cost of capital for a custom group (including cost of equity, multiples, and betas)
Save searches for future reference
Refer to full documentation of reasoning and summaries of underlying calculations
Industry Analysis Reports
During the valuation process, professionals can quickly find trusted techniques and calculations in the Cost of Capital Resources Center. Its collection of industry reports explores U.S.-based industries by SIC code and includes:
Analyses of more than 400 industries per quarter, dating back to 2001, from the Ibbotson® Cost of Capital Yearbook.
Five separate measures of cost of equity and weighted average cost of capital
Detailed statistics for sales, profitability, capitalization, beta, multiples, ratios, industry returns, and capital structure
Explanations of formulas used to calculate cost of capital
Downloadable in PDF and Microsoft® Excel® formats.
Ibbotson® SBBI® Valuation Essentials
Tapping Ibbotson’s legacy of capital markets data and analysis, these reports highlight the most widely used valuation information in the annual Ibbotson SBBI valuation reference, including:
Data and analysis from the Ibbotson® SBBI® Valuation Yearbook dating back to 1999
The “Key Variables in Estimating the Cost of Capital” page
Historical long-, intermediate-, and short-horizon equity risk premia
Historical mid-, low-, and micro-cap size premia
Explanations of valuation methodologies
Company Beta Reports
A comprehensive set of calculated company betas is available through the Cost of Capital Resources Center. Searchable by company name or ticker, company beta reports include:
Beta calculations for approximately 5,000 U.S. companies dating back to 2001
Levered and unlevered betas, as well as those adjusted by peer group and industry average
Fama-French three factor model inputs
Explanations of calculation methodologies
International Cost of Capital Reports
For global analyses, the Cost of Capital Resources Center offers downloadable reports featuring cost of equity estimates and equity risk premia for countries around the world. The center includes current and historical versions of three reports:
Ibbotson International Cost of Capital reports dating back to 1999, featuring up to six models for estimating cost of equity for more than 170 countries (from the perspective of a
U.S.-based investor)
Ibbotson International Cost of Capital Perspectives reports dating back to 2001, estimating cost of equity for more than 170 countries from the perspectives of investors in Australia, Canada, France, Germany, Japan, and the United Kingdom
Ibbotson International Equity Risk Premia reports dating back to 2000 offering historical equity risk premia for 28 countries
Ibbotson Associates, Inc. is a registered investment advisor and wholly owned subsidiary of Morningstar, Inc.
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