Alpha, Discounted Cash Flow and Unlevered Beta

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Alpha

Discounted Cash Flow

Unlevered Beta

ESG Valuation Considerations – Top Down or Bottom Up?

Value Scope

JULY 21, 2020

Intangible asset valuation concepts can and should be applied to unique ESG cash flows. This work can be used to reconcile and support an adjustment to the CAPM, then the WACC, via Alpha and Beta. 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 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

Business Valuation Zone

ESG Valuation Considerations – Top Down or Bottom Up?

ESG A Valuation Framework

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