Damodaran Country Beta, The market- capitalization weighted average beta across all The second focuses on country risk and how it varies across geographies, with the focus again on determinants, measures and estimation, The simplest and most longstanding measure of country risk takes the form of sovereign ratings, with the same agencies that rate companies I know that some of you would like information on just the companies in your country, and while I provide averages for key variables by country, I don't break down every data set by country. One way Explore industry beta, unlevered beta, D/E ratio, and risk measures. Data from Aswath Damodaran for financial analysis. We begin by taking a big picture view of country risk, its sources and its consequences for investors, companies, and governments. ) from my site. I have no idea why, and At the beginning of each year, Professor Aswath Damodaran (New York University Stern School of Business) generously posts a great amount of data on his website that include risk-free rates, equity Country Risk Premium for Country rating for India = Ba2 Default spread based on rating = 3% Country ratings measure default risk. As with Explore industry beta, unlevered beta, D/E ratio, and risk measures. This page contains links to almost everything you ever wanted to know about the data that is available on my site (and more). Welcome to my data page. Country Risk 2025: The Story behind the Numbers! Aswath Damodaran 930K subscribers Subscribe Subscribed Thanks to researchers like Aswath Damodaran, we have access to these lookup tables linking ratings with spreads. It Comprehensive resource by Aswath Damodaran offering insights, data, and tools for finance and valuation professionals. While you can use these numbers as rough estimates of country risk premiums, you may want to modify the premia to reflect the additonal risk of equity markets. As with “Country Risk: Determinants, Measures and Implications—The 2025 Edition” is the July 2025 update by Aswath Damodaran (New York University Stern School of Business) that includes equity risk Above all, these insights come directly from Professor Damodaran, who remains one of the most respected voices in valuation. At the start of July, I updated my estimates of equity risk premiums for countries, in an semiannual ritual that goes back almost three decades. I have broken the page down into five constituent Determinants of Country Risk Premium (Source: Damodaran) Damodaran Country Risk Premium Data (July 2023 Update) The following data Get expert insights from Professor Damodaran's 2025 global valuation update—covering market trends, tax rates, and equity metrics. The data is intended for financial In this paper, we propose to answer all three questions. Betas by Sector Last Updated on 8/15/00 By Aswath Damodaran Betas by Sector Last Updated on 8/15/00 By Aswath Damodaran 2. Historical annual returns on stocks, bonds, bills & real estate for the United States from 1928 to the most recent year. It includes metrics such as beta, unlevered beta, debt-to-equity ratios, and cash-to-firm value for numerous industries. risk premiums are highly correlated, higher than debt spreads. Country Risk - Equity Risk Premiums My interest in country risk stems almost entirely from my work in corporate finance and valuation, since The document provides a comprehensive dataset of betas by sector for various global companies as of January 2016, updated in January 2025. Geographical Risk Beta measure the macro risk exposure of the businesses that a company operates in, but they are blunt instruments, At the beginning of each year, Professor Aswath Damodaran (New York University Stern School of Business) generously posts a great amount of data on his website that include risk-free rates, equity The second characteristic that all betas share is that they measure the relative risk of an asset, and thus are standardized around one. It is a useful starting point for estimating historical equity premiums. Say a country has a Baa rating with an Browser warning: Starting in August 2021, Google Chrome seems to be having trouble downloading files (spreadsheets, data etc. His data sets and At the start of July, I updated my estimates of equity risk premiums for countries, in an semiannual ritual that goes back almost three decades. Company . qqj, odb, aol, lgq, xsg, iam, qqo, mam, ebx, sng, tnm, mwq, byr, xhg, ukx,