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StarMine Equity Risk Premium Model

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 

  • Data format
    CSV
    Java Script Object Notation (JSON)
    Python
    User Interface
    XML
  • Delivery mechanism
    API
    Desktop
    Excel
  • Publishing frequency
    4-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.

Eikon

Refinitiv Eikon delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.
Data Formats:
CSV
XML
Java Script Object Notation (JSON)
User Interface
Python
Delivery Mechanisms:
API
Desktop
Excel
Publishing Frequencies:
4-Hour

Workspace

Refinitiv Workspace delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.
Data Formats:
CSV
XML
Java Script Object Notation (JSON)
User Interface
Python
Delivery Mechanisms:
API
Desktop
Excel
Publishing Frequencies:
4-Hour

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