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Capital Research Capital Budgeting Capital Signals
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Capital Research is committed to making available cost of capital data on Australian companies and industries. Like many people in Australia, we have been frustrated to see analysts using overseas cost of capital data just because good quality domestic data was not available. Initially we will focus on the Top 100 companies and the high level industry sectors (as defined by GICS codes). We envisage this will be updated on a quarterly basis (where applicable). This information is supplied free of charge. All we require is citation of our company as source when the data is used. All data downloads will entail accepting this agreement for use.

Cost of Capital data

This is a spreadsheet of Australian companies with data including estimates of:

  • Equity betas & Debt betas
  • Capital values; debt & equity
  • Gearing
  • Asset betas
  • Costs of capital (WACCs)
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Imputation data

This is a spreadsheet of imputation tax credit values by main GICS industry sectors. It is an outcome of our imputation tax credit and dividend drop-off research.

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Liquidity premium

This is a spreadsheet of excess returns due to the size segment of Australian companies. Size is taken as a proxy for liquidity. The beta of a stock that never trades is zero but obviously that stock is not risk-free. All we have done is swap systematic risk for illiquidity risk. Currently, people use such risk premia derived from USA data, such as the Ibbotson small stock premia. This data set is our version of the Ibbotson results for Australian stocks.

This is a commissioned project. The data will be made available 6 months after the client has had exclusive use.
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