International Cost of Capital Module

The International Company-Level Betas dataset and tool provide users with the ability to identify and select their own peer group of individual companies within a subject industry for which a Capital Asset Pricing Model (CAPM) beta is needed. The dataset provides levered, unlevered, and relevered betas for those individual companies, with data going back to 2014. Users can select multiple companies using Kroll’s company look-up tool to calculate five different beta estimates and perform sensitivity analysis using different currencies, stock return frequencies, lookback periods, and market indices.

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Estimating cost of capital in developed countries, where a relative abundance of market data and comparable companies exist, requires a high degree of expertise. Estimating cost of capital in less-developed countries (i.e., “emerging markets”) can present greater challenges, primarily due to lack of data and potentially higher political, economic, and financial risks. The International Cost of Capital Module provides a simplified framework to mitigate the challenges of performing cross-border valuations and pricing risk across countries. The International Module includes three models to assess country risk, alternatives when local country inputs are not available or reliable, and advanced guidance and documentation. Outlined below is a global country risk map illustrating risk across countries, as well as summary country risk data by region as indicated by the various country risk models used in this dataset.