Objective research to aid investing decisions

Value Investing Strategy (Strategy Overview)

Allocations for March 2024 (Final)

Momentum Investing Strategy (Strategy Overview)

Allocations for March 2024 (Final)
1st ETF 2nd ETF 3rd ETF

Expert Estimates of 2023 Country Equity Risk Premiums and Risk-free Rates

May 2, 2023 • Posted in Economic Indicators, Equity Premium

What are current estimates of equity risk premiums (ERP) and risk-free rates around the world? In their April 2023 paper entitled “Survey: Market Risk Premium and Risk-Free Rate used for 80 countries in 2023”, Pablo Fernandez, Diego GarcĂ­a de la Garza and Javier Acin summarize results of a March 2023 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 3,812 specific and credible premium estimates spanning 80 countries for which there are at least six estimates, 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