wacc: Downloads and tidies Aswath Damodaran's WACC data

In waccR: Cost of Capital by Sector Data

Description

Downloads and tidies Aswath Damodaran's data on the Weighted Average Cost of Capital by Sector (United States).

Usage

wacc()

Details

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.

• Tax_Rate

• AfterTax_Cost_Debt: Cost of debt after tax.

• Debt_Equity: Debt/(Debt + Equity).

• Cost_Capital: weighted cost of capital, or WACC.

See Also

For more on the variables in this dataset, see this page.

waccR documentation built on May 2, 2019, 2:07 a.m.