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More About This Title Valuation Handbook - U.S. Guide to Cost of Capital, 2014 U.S. Essentials Edition
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Data previously published in the 2014 Duff & Phelps Risk Premium ReportData previously published in the Morningstar/Ibbotson 2014 Stocks, Bonds, Bills, and Inflation (SBBI) Valuation Yearbook The Valuation Handbook – 2014 U.S. Essentials Edition includes data through December 31, 2013, and is intended to be used for 2014 valuation dates.
The Valuation Handbook – U.S. Essentials Editions are designed to function as historical archives of the two sets of valuation data previously published annually in:
The Morningstar/Ibbotson Stocks, Bonds, Bills, and Inflation (SBBI) Valuation Yearbook
from 1999 through 2013The Duff & Phelps Risk Premium Report from 1999 through 2013The Duff & Phelps Valuation Handbook – U.S. Guide to Cost of Capitalfrom 2014 The Valuation Handbook – U.S. Essentials Editions are ideal for valuation analysts needing "historical" valuation data for use in:
The preparation of carve-out historical financial statements, in cases where historical goodwill impairment testing is necessaryValuing legal entities as of vintage date for tax litigation related to a prior corporate restructuringTax litigation related to historical transfer pricing, etc. The Valuation Handbook – U.S. Essentials Editions are also designed to serve the needs of:
Corporate finance officers for pricing or evaluating mergers and acquisitions, raising private or public equity, property taxation, and stakeholder disputesCorporate officers for the evaluation of investments for capital budgeting decisionsInvestment bankers for pricing public offerings, mergers and acquisitions, and private equity financingCPAs who deal with either valuation for financial reporting or client valuations issuesJudges and attorneys who deal with valuation issues in mergers and acquisitions, shareholder and partner disputes, damage cases, solvency cases, bankruptcy reorganizations, property taxes, rate setting, transfer pricing, and financial reportingFor more information about Duff & Phelps valuation data resources published by Wiley, please visit www.wiley.com/go/valuationhandbooks.
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CRSP Deciles Size Premia Study Data Exhibits 19
Data Exhibit 1: Summary Statistics of Annual Returns 20
Data Exhibit 2: Sum Beta Size Premia 23
Data Exhibit 3: Industry Risk Premia 25
Data Exhibit 4: Industry Risk Premia Company List 32
Data Exhibit 5: CRSP Deciles Size Premia Study: Key Variables 119
Data Exhibit 6: Long-Horizon Equity Risk Premia “Over Time” 122
Data Exhibit 7: Mid-Cap Size Premia “Over Time” 125
Data Exhibit 8: Low-Cap Size Premia “Over Time” 128
Data Exhibit 9: Micro-Cap Size Premia “Over Time” 131
Data Exhibit 10: CRSP Portfolios of the NYSE/AMEX/NASDAQ (largest and smallest company by size group) 134
Data Exhibit 11: Long-term U.S. Government Bond Yields (in percent) 137
Risk Premium Report Study Data Exhibits 139
Data Exhibit 12: Exhibits A-1 through A-8, Premia Over the Risk-Free Rate (RPm+s) 141
Data Exhibit 13: Exhibits B-1 through B-8, Premia Over CAPM (RPs) 150
Data Exhibit 14: Exhibits C-1 through C-8, Comparative Risk Statistics 159
Data Exhibit 15: Size Characteristics of Portfolio 25 in Data Exhibits A, B, and C, by Percentile 168
Data Exhibit 16: Exhibits D-1 through D-3 170
Data Exhibit 17: Exhibits H-A, H-B, H-C 174
