The Equity Risk Premium International Scorecard from AN Valuations is a study of equity risk premia (ERP) for 55 countries. In this report, we introduce our Market approach to ERP measurement. The Market approach allows us to calculate ERP for countries that lack or have limited analyst coverage while taking into account current market and economic circumstances.
We calculate equity risk premium (ERP), also known as market risk premium (MRP), for the following countries: Australia, Austria, Belgium, Brazil, Bulgaria, Canada, Chile, China, Croatia, Denmark, Egypt, Estonia, Finland, France, Germany, Greece, Hong Kong, Iceland, India, Indonesia, Ireland, Ireland, Israel, Italy, Ivory Coast, Japan, Jordan, Kazakhstan, Latvia, Lithuania, Luxembourg, Malaysia, Mexico, Morocco, Netherlands, New Zealand, Norway, Peru, Philippines, Poland, Portugal, Romania, Russia, Singapore, South Africa, South Korea, Spain, Sweden, Switzerland, Taiwan, Thailand, Tunisia, Turkey, United Kingdom, USA, Vietnam
Click here for the December 2023 report.
AN Valuations ERP International Scorecard – Jun 2024