Project Data Sources

Input
Detail
Page reference
Links for data
Riskfree Rate Treasury rates: US

Government rates: Other

I: 21

I: 22

http://www.cnnfn.com/markets/bondcenter/

http://www.bloomberg.com/markets/iyc.html (For G-8 countries)

http://www.bradynet.com/prices.html (Has Brady bond rates)

Risk Premium Historical: US

Country Rating

Implied Premium: US

Country premiums

I: 24

I: 25

I: 31

http://www.stern.nyu.edu/~adamodar (Updated data)

Moody’s: http://www.moodys.com (Click on sovereign ratings)

S&P: http://www.standardandpoors.com

http://www.stern.nyu.edu/~adamodar (Updated data)

Risk Parameters Beta: Market Regression

Bottom-up Beta

Leverage

Business Breakdown

I: 35

I: 57

I: 58

I: 61

http://www.riskmetrics.com

http://www.stern.nyu.edu/~adamodar (Updated data)

http://www.stern.nyu.edu/~adamodar (Updated data: Sector betas)

http://www.sec.gov/edgarhp.htm (Segment breakdown in 10-K)

Cost of Debt Bond Rating

Synthetic Rating

Default Spreads

I: 68

I: 69

I: 70

http://www.bondsonline.com

http://www.stern.nyu.edu/~adamodar (Spreadsheets: ratings.xls)

http://www.ratings.com/corporates/index.htm (for latest ratios)

http://www.bondsonline.com (Check corporates)

Weights Market Value of Equity

Market Value of Debt

I: 73

I: 73

http://www.morningstar.net (Type symbol for quick report and check under valuation)

http://www.sec.gov/edgarhp.htm (Debt maturity will be footnote to 10-K))

Cash Flows Earnings Checks

 

Operating Leases

Net Capital Expenditures

R & D Expenses

Working Capital

I: 83

 

I: 85

I: 88

I: 89

I: 90

http://www.sec.gov/edgarhp.htm (Check details of 10-k, 10-Q)

http://www.morningstar.net (Type symbol for quick report and check under financials for last 5 years)

http://www.sec.gov/edgarhp.htm (Footnote to 10-K)

http://www.sec.gov/edgarhp.htm (Statement of Cash Flows)

http://www.sec.gov/edgarhp.htm (Statement of Cash Flows)

http://www.sec.gov/edgarhp.htm (Statement of Cash Flows)

(All of the above data will also be in an annual report. You can try http://www.reportgallery.com or try ******.com where ***** is the name of your firm)

Growth Historical Growth

 

Analyst forecast of growth

 

 

Fundamental Growth

I: 106

 

I: 114

 

 

I: 121. 129

http://www.stern.nyu.edu/~adamodar (For sector growth)

http://www.morningstar.net (Type symbol for quick report and check under Growth rates for 3 yr number)

http://www.zacks.com/free.html (for EPS next year and recommendations)

http://www.morningstar.net (Type symbol for quick report and check Growth rates for 5-yr projection))

http://www.stern.nyu.edu/~adamodar (Updated data for sector fundamentals)

Growth Patterns Barriers to Entry

Stable Growth Inputs: Industry

I: 137

I: 138

http://www.stern.nyu.edu/~adamodar (Updated data)
Normalizing Earnings Industry Average Margin I: 199 http://www.stern.nyu.edu/~adamodar (Updated data)
Other Valuation Issues Cash

Options outstanding

I: 216

I: 243

http://www.sec.gov/edgarhp.htm (Balance Sheet)

http://www.sec.gov/edgarhp.htm (

Relative Valuation Multiples for comparables

Fundamentals for comparables

II http://www.morningstar.net (To screen a sector or market by multiple)

http://biz.yahoo.com/research/indgrp (click for companies in each sector; you can get fundamentals on each separately in Profile)

Option Pricing Models Valuing troubled firms

 

Valuing natural resource firms

Valuing patents

III http://www.sec.gov/edgarhp.htm (for debt and maturity)

http://www.stern.nyu.edu/~adamodar (Updated data: Sector variances)