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Data Update 1 for 2024: The data speaks, but what does it say?

Musings on Markets

Along the way, more people than I ever imagined have found my data of use, and while I still have no desire to be a data service, I have an obligation to be transparent about my data analysis processes. Beta & Risk 1. Return on (invested) capital 2. Return on Equity 1. Debt Ratios & Fundamentals 1.

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Data Update 1 for 2023: Setting the table!

Musings on Markets

Data universe : In my sample, I include all publicly traded firms with market capitalizations that exceed zero, traded anywhere in the world. Cost of Capital 3. I did my updates in the last week (January 1- January 5, 2023), and used the most updated data that I could find on each company. Cost of Equity 1.