Objective research to aid investing decisions

Value Investing Strategy (Strategy Overview)

Allocations for August 2021 (Final)
Cash TLT LQD SPY

Momentum Investing Strategy (Strategy Overview)

Allocations for August 2021 (Final)
1st ETF 2nd ETF 3rd ETF

Expert Estimates of 2021 Country Equity Risk Premiums and Risk-free Rates

July 2, 2021 • Posted in Economic Indicators, Equity Premium

What are current estimates of equity risk premiums (ERP) and risk-free rates around the world? In their June 2021 paper entitled “Survey: Market Risk Premium and Risk-Free Rate used for 88 countries in 2021″, Pablo Fernandez, Sofia BaƱuls and Pablo Acin summarize results of a May 2021 email survey of international economic professors, analysts and company managers “about the Risk-Free Rate and the Market Risk Premium (MRP) used ‘to calculate the required return to equity in different countries.'” Results are in local currencies. Based on 4,607 specific and credible premium estimates spanning 88 countries, they find that: (more…)

Please or subscribe to continue reading...
Gain access to hundreds of premium articles, our momentum strategy, full RSS feeds, and more!  Learn more

Daily Email Updates
Login
Questions?