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An overview of StarMine Equity Risk Premium Model
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 and Eikon also displays the values of all the input variables and allows a user to modify any of the inputs with their own estimates.
Key facts
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Data formatHTML
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Delivery mechanismAPIDesktopWebsite
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Publishing frequency4-Hour
Features & Benefits
What you get with StarMine Equity Risk Premium Model
- StarMine ERP provides users with transparent, high-quality ERP estimates for all major equity markets around the globe.
- StarMine ERP makes it easy to assess relative valuations, forecasted GDP growth, forecasted inflation, and expected returns across markets.
How it works
Accessing the dataset
This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.
Request details
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Americas
All countries (toll free): +1 800 427 7570
Brazil: +55 11 47009629
Argentina: +54 11 53546700
Chile: +56 2 24838932
Mexico: +52 55 80005740
Colombia: +57 1 4419404
Europe, Middle East, Africa
Europe: +44 20 7542 9676
Africa: +27 11 775 3188
Russia and CIS: +7 495 961 0100
Middle East & North Africa: +971 4 453 6768
Asia Pacific (Sub-Regional)
Australia & Pacific Islands:
+612 8066 2494
China mainland: +86 10 6627 1095
Hong Kong & Macau: +852 3077 5499
India, Bangladesh, Nepal, Maldives & Sri Lanka:
+91 22 6180 7525
Indonesia: 001 803 065 067
Japan: +813 6743 6515
Korea: +822 3478 4303
Malaysia & Brunei: +603 7 724 0502
New Zealand: +64 9913 6203
Philippines: 180 089 094 050 (Globe) or
180 014 410 639 (PLDT)
Singapore and all non-listed ASEAN Countries:
+65 6415 5484
Taiwan: +886 2 7734 4677
Thailand & Laos: +662 844 9576
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