Cost of Capital Navigator now has a company-level beta module

BVWireIssue #248-1
May 3, 2023

cost of capital
beta, cost of capital, risk analysis, cost of equity, Cost of Capital Navigator

Kroll has added a new module to its Cost of Capital Navigator that allows users to estimate their own industry CAPM betas by providing levered, unlevered, and relevered individual company betas. Users can select multiple companies using Kroll’s company lookup tool to calculate five different beta estimates and perform sensitivity analysis using different currencies, stock return frequencies, lookback periods, and market indices. The module will be enhanced later in 2023 with such features as the ability to archive beta estimates for future use, beta trends over time, sensitivity analysis by adding/removing different beta types, and more. For more information, click here.
Please let us know if you have any comments about this article or enhancements you would like to see.