Alpha, Comps and Unlevered Beta - Business Valuation Zone

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Comps

Unlevered Beta

ESG Valuation Considerations – Top Down or Bottom Up?

Value Scope

JULY 21, 2020

This work can be used to reconcile and support an adjustment to the CAPM, then the WACC, via Alpha and Beta. There are also methods to use Beta to assess a private company, if the Guideline Public Companies selected for the analysis, the “comps,” are chose properly. Using Alpha, however, it could be done.

Intangible Assets

Intangible Assets Beta Alpha Unlevered Beta

ESG A Valuation Framework

Value Scope

SEPTEMBER 24, 2020

As companies continue to legitimately integrate ESG into business strategy, the ability to achieve “alpha,” which is an excess return or performance above a codified index or peer group, might become more difficult to do. For example, in a recent valuation we completed, the mean unlevered Beta of a group of 10 comps was 0.58.

Intangible Assets

Intangible Assets Alpha Beta Marketability

ESG Valuation Considerations – Top Down or Bottom Up?

ESG A Valuation Framework

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