Ibbotson® SBBI® Classic Yearbook
As the name implies, this has been a classic cost of capital and discount rate resource for business valuators for decades.
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.
Benefits
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
- 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 is no longer available. The Classic Edition containes the same content as the Valuation Yearbook, but does not contain the 10 a/b, w, x, y, or z breakdowns, nor the Industry Risk Premiums (IRPs). Also, the data is based on U.S. companies and may not be relevant elsewhere.
Each year's edition contains data through the end of the previous year.
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.
Duff & Phelps Valuation Handbook - Guide to Cost of Capital
The same "Key Variables in Estimating the Cost of Capital" and Industry Risk Premia (IRPs) from the same data sources as the former SBBI Valuation Yearbook. Includes the 10 a/b, w, x, y, and z breakdowns.