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WOOCS v.1.3.7.5

Benelux Equity Risk Premium Report – September 2021

$180.00 excluding VAT

September 2021 ERP/MRP Summary for the Netherlands, Belgium and Luxembourg

38 pages, English language, pdf download

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Categories: Benelux, Equity Risk Premium
Tags: Belgium, Benelux, equity risk premium, ERP, Luxembourg, market risk premium, MRP, Netherlands

38 pages

Language: English

Format: pdf download

This report provides conditional and non-conditional equity risk premium (ERP) estimates for Belgium, the Netherlands and Luxembourg. Our ERP calculations are based on Implied, Historical and Credit Spread approaches and we comment on observed ERP surveys.

Implied ERP results are based on multiple valuation methods. We logic check the results based on implied multiples. Historical calculations are provided in order to demonstrate the robustness of our results.

Historical ERP results are based on our proprietary NBL 30 index that was specially designed for ERP estimation purposes. We apply multiple measurement periods and compare these results to historical method ERP’s that would have resulted from major stock indices.

Credit Spread ERP results are based on historical bond spreads. ERP is extrapolated from a range of historical yields.