Business Valuation Statistics
Ibbotson's SBBI Yearbook (Ibbotson is now a subsidiary of Morningstar) is the industry standard source for determining the appropriate cost of capital to use for the most accurate business valuations of US-based businesses.
Overview of Cost of Capital Methods.
The yearbook contains an easily understandable description of the Build-Up Method, Capital Asset Pricing Model, (CAPM), Fama-French 3-factor model and the Discounted Cash Flow (DCF) approach.
Detailed data for calculating the cost of capital and other statistics including:
- Color graphs and text to quickly identify trends and highlights
- New size premia breaking the smallest stocks in the 10th decile into 10A and 10B
- Nearly 300 industry premia used with build-up method using 2 and 3 digit SIC codes
- Asset class total returns, income returns and capital appreciation presented annually and monthly
- SBBI. graph showing growth of $1 from 1925 to present
- Summary statistics of basic asset classes from 1926 to present
- Size-Decile Portfolios of the NYSE/AMEX/NASDAQ
- Analysis of the impact of size within industries
- Detailed guide for calculating weighted average cost of capital (WACC), cost of equity, beta, equity risk premium and size premium.
- Much more
Please note that the "Valuation Edition" of the Yearbook sold here differs from the "Classic Edition" and is designed specifically for use in determining a company's cost of capital (and NOT for analyzing stock and capital market performance). Also, the data is based on U.S. companies and may not be relevant elsewhere.
The 2012 Version of the book contains data through year end 2011.
Due to the heavy weight of this book, orders using Canada shipping will receive a $15 surcharge and other International shipping will receive a $30 surcharge from our standard shipping rates.
Ibbotson/Morningstar 2012 Stocks, Bonds, Bills & Inflation (SBBI) Yearbook Valuation Edition (Book Only) Purchase the Ibbotson Valuation Edition hardcopy yearbook only (does not include the data CD for Express Business Valuation or ValuSource Pro). Cost of capital data.