Downloads and tidies Aswath Damodaran's data on the Weighted Average Cost of Capital by Sector (United States).
Returns a data frame with the following variables:
Industry: economic sector.
Number_Firms: number of companies in the sector.
Beta: Estimated by regressing weekly returns on stock against S&P 500, using 2 years and 5 years of data.
Cost_Equity: Estimated using the capital asset pricing model: Cost of Equity = Riskfree Rate + Beta (Risk Premium)
Equity_Debt: Equity/(Debt + Equity).
Std_Dev_Stock: Standard deviation in stock.
Cost_Debt: Cost of debt.
AfterTax_Cost_Debt: Cost of debt after tax.
Debt_Equity: Debt/(Debt + Equity).
Cost_Capital: weighted cost of capital, or WACC.
For more on the variables in this dataset, see this page.
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