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Project Data

 

Input
Detail
Links for data
Riskfree Rate Treasury rates: US

Government rates: Other

  1. https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield
  2. http://www.tradingeconomics.com/country-list/government-bond-10y
Risk Premium Historical: US

Country Rating

Implied Premium: US

Country premiums

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

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

S&P: http://www.standardandpoors.com (for dividends and buybacks, check under indices and the S&P 500)

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

Risk Parameters Beta: Market Regression

Bottom-up Beta

Leverage

Business Breakdown

http://www.riskmetrics.com 

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

https://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

Marginal tax rate

For spreads, try the Federal Reserve data site (FRED) and look for Merrill Lynch Indices for different bond ratings.

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

http://img.en25.com/Web/StandardandPoors/SP_CreditRatingsGuide.pdf (for understanding the ratings process)

https://people.stern.nyu.edu/adamodar/New_Home_Page/datafile/countrytaxrate.htm (KPMG tax rates)

Weights Market Value of Equity

Market Value of Debt

http://www.morningstar.com (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

https://www.sec.gov/edgar/searchedgar/companysearch.html (Check details of 10-k, 10-Q)

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

https://www.sec.gov/edgar/searchedgar/companysearch.html (Footnote to 10-K)

https://www.sec.gov/edgar/searchedgar/companysearch.html (Statement of Cash Flows)

https://www.sec.gov/edgar/searchedgar/companysearch.html (Statement of Cash Flows)

https://www.sec.gov/edgar/searchedgar/companysearch.html (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

https://www.stern.nyu.edu/~adamodar (Updated data, for sector growth)

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

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

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

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

Growth Patterns Barriers to Entry

Stable Growth Inputs: Industry

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

Options outstanding

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

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

Relative Valuation Multiples for comparables

Fundamentals for comparables

http://www.morningstar.com (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)

Market regressions for multiples

Option Pricing Models Valuing troubled firms

Valuing natural resource firms

Valuing patents

https://www.sec.gov/edgar/searchedgar/companysearch.html (for debt and maturity)

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