The StarMine Equity Risk Premium (ERP) model estimates the long-term equity market return and excess return above a risk-free rate for 66 global equity markets using a valuation-based framework.
StarMine ERP uses the aggregate earnings yield combined with an implied dividend payout ratio and long-term forecasts of inflation and GDP growth to derive the ERP estimates. StarMine ERP is a critical input to StarMine WACC (Weighted Average Cost of Capital) and can be an important component of other costs of capital models, asset allocation models, pension return forecasts, and many other areas of finance.
The StarMine ERP view in Workspace, also displays the values of all the input variables and allows a user to modify any of the inputs with their own estimates.
Features & Benefits
How it works
This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.
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