Beta Download Risk Premium 
Musings on Markets
FEBRUARY 8, 2022
Relative Risk Measures Before we embark on how to measure relative risk, where there can be substantial disagreement, let me start with a statement on which there should be agreement. At the start of 2022, the ten sectors (US) with the highest and lowest relative risk (unlettered betas), are shown below.
Musings on Markets
JANUARY 5, 2024
Beta & Risk 1. Equity Risk Premiums 2. I also have implied equity risk premiums (forward-looking and dynamic estimate of what investors are pricing stocks to earn in the future) for the S&P 500 going back annually to 1960 and monthly to 2008, and equity risk premiums for countries.
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Musings on Markets
FEBRUARY 10, 2021
I know that many of you are not fans of modern portfolio theory or betas, but ultimately, there is no way around the requirement that you need to measure how risky a business, relative to other businesses. Download country ERPs What does this mean? (More on that issue in a future data update post.) as mature markets.
Musings on Markets
JULY 22, 2021
History and Business Model Zomato was founded in 2008 by Deepinder Goyal and Pankaj Chaddah, as Foodiebay, in response to the difficulties that they noticed that their office mates were having in downloading menus for restaurants. Overall, I will attach a likelihood of failure of 10%, reflecting this balance.
Musings on Markets
JANUARY 12, 2021
Last week, was my data week, where I download and analyze data on all publicly traded companies, listed anywhere in the world, and I will post extensively on what the numbers look like after a most tumultuous year. As we approach the turn of the calendar year, I have my own set of rituals that prepare me for the new year.
Musings on Markets
JANUARY 28, 2024
In short, if you don't like betas and have disdain for modern portfolio theory, your choice should not be to abandon risk measurement all together, but to come up with an alternative risk measure that is more in sync with your view of the world.
Musings on Markets
FEBRUARY 27, 2023
An Optimizing Tool In my second and third data posts for this year, I chronicled the effects of rising interest rates and risk premiums on costs of equity and capital. In computing the latter, I used the current debt ratios for firms, but made no attempt to evaluate whether these mixes were "right" or not.
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