Cost of Capital Links

Size Premium

Data SourceDescriptionLink
IbbotsonSize Premium data 2011Link
IbbotsonSize Premium data 2013Link
Duff&PhelpsSize Premium data 2013Link
E.Peek Research paperSize Premium data for EuropeLink
K. Whilhelm Research paperSize Premium data for CanadaLink

Credit Rating Characteristics

Data Source           Description                                                    Link    
Moody's2012 Credit Rating Ratios reportLink

Risk Free Rate

Data SourceDescriptionLink
Investing.comGovernment bond yield for various countriesLink
DamodaranCountry risk premiumsLink
InvestlogCountry risk premiums visualization, including historic figuresLink

Tax Rate

Data Source                Description                          Link  
KMPGAverage tax rates for various countries                 Link
DamodaranAverage tax rates for various countries                 Link
Trading Economics  Average tax rates for various countries                 Link

Beta Calculation

Data Source                Description                          Link  
DamodaranLevered and Unlevered Beta by industryLink
Yahoo! FinanceList of companies by industryLink
NasdaqList of companies by industry (not only Nasdaq listed)    Link
Google FinanceList of companies by industryLink

Equity Market Premium

Data Source                Description                          Link  
DamodaranHistorical implied market risk premiumsLink
DamodaranCountry default spreads and risk premiumsLink
Market Risk Premia  Market risk premiums for various countriesLink
IESE ResearchMarket risk premiums in 71 countries survey    Link

Debt Margin

Data Source                Description                          Link  
DamodaranDefault spreads for various credit ratingsLink
FREDCorporate spreads for various credit ratingsLink

Following are updated corporate debt margins for various maturities (July 14, 2017), updated weekly:

Maturity     2        5      10     20 
Corporate Spread         0.583  0.888  1.560  1.690 

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