article thumbnail

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. Costs of equity & capital 1. Standard Deviation in Equity/Firm Value 2. Book Value Multiples 3.

article thumbnail

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. Standard deviations in equity and firm value 4. Debt ratios (Debt to capital, Debt to EBITDA) 1. Cost of Debt 2. Price to Book 3.