Knowledge and Training for Financial Decision Making!

CAPITAL MARKET DATA

Overview

Capital market data have been calculated by the HHL Chair of Finance. The calculation is based on market prices derived from Datastream and Deutsche Bundesbank. Data have been carefully derived and calculated; nevertheless no guarantee can be given for the correctness.
Current Data were taken on October 15, 2017 and are accessible for basic and premium member. Premium members have additional access to our data archive containing data as of 2007 (archive data are provided under the resp. section; you need to be logged in for access).


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For Basic and Premium Member


Current Market Data

Multiples *
EV/EBIT,EV/Sales, EV/EBITDA, PE, Price/Sales quarterly

Betas * 1-2-5-years quarterly

Returns *
Return on Equity, Return on Capital, Dividend payout quarterly

Svensson Yield Curve
* Risk free Rate quarterly (Term Structure as requested by IDW)

PDF-Samples

Diagrams_PE Sample 2015

EV_EBITDA Sample 2015

Beta 1-year Sample 2015

Returns Sample 2015

Svensson Yield Curve Sample 2016


For Premium Member

 

 

Current Market Data

Correlations * monthly

finexpert Report * quart.
Development of multiples and betas as of 2009
PE | Research Corner

PDF-Samples

Correlations Sample 2015

finexpert Report Sample 2015


For Premium Member

 

 

Data Archive

Capital Market Data as of 2007 *

Correlations as of 2012 *

finexpert Report              as of 2011 *


Monthly
Market Correlations

The Market Correlation Matrix gives you an overview about the correlations between the most important stock and commodity indices as well as the correlations to the so called risk free assets as the 3M-EURIBOR and the 10-Year German Government Bond. This offers you a condensed insight on how the market indices are associated with each other. >more if you are a member 
(PDF Sample for non-members 12_2012)

Quarterly
finexpert Report

The finexpert Report will be offered every quarter. Being the only objective, market based, regularly published and free accessible industry data finexpert industry multiples and betas have become an important information source for market participants. In the quarterly update our tables of current multiples and beta estimates will be combined with comments and graphs on the most recent developments of this market data. Additionally the quarterly market update will contain information on recent transactions and exits in the PE sector in Germany and Worldwide. Finally our update will pick one particular scientific point of interest and give a short comment on most recent developments in the academic discussion on this field. >more
(PDF Sample for non-members December 2014 Q4)


Literature Recommendation Capital Market Data

Multiples und Beta-Faktoren für deutsche Branchen – Erläuterungen zu den Kapitalmarktdaten von www.finexpert.info und CORPORATE FINANCE

Sven Arnold, Alexander Lahmann, Bernhard Schwetzler
Corporate Finance biz, 2 (2011) 7, 430-434 
This article discloses data source, definitions of data items, and the methods of calculating finexpert's capital market data in a transparent and reproducible manner. >more