GCC valuation database · industry averages from audited accounts
Datasets / KSA

1.0 Discount Rate Estimation

Saudi ArabiaSaudi Exchange (Tadawul)5 of 6 datasets with figures
CategoryDatasetGCC countryDescription
1.0Discount Rate Estimation1.1Discount Rate Fundamentals
  • KSA
  • UAE
  • Qatar
  • Kuwait
  • Oman
  • Bahrain
The inputs to each industry's discount rate: risk-free rate, equity risk premium, levered and unlevered beta, and the costs of equity and capital they produce.
1.2Risk Free Rate
  • KSA
  • UAE
  • Qatar
  • Kuwait
  • Oman
  • Bahrain
The yield on the market's government bonds at each year end, the starting point of every cost of capital here.
1.3Market Returns
  • KSA
  • UAE
  • Qatar
  • Kuwait
  • Oman
  • Bahrain
Annual returns on the market index, government bonds, bills and real estate, and the premium stocks have earned over each.
1.4Levered Betas by Industry
  • KSA
  • UAE
  • Qatar
  • Kuwait
  • Oman
  • Bahrain
Each industry's sensitivity to the market as its shares actually trade, debt included.
1.5Unlevered Betas by Industry
  • KSA
  • UAE
  • Qatar
  • Kuwait
  • Oman
  • Bahrain
The same sensitivity with the effect of debt removed: the risk of the business itself.
1.6Costs of Capital by Industry
  • KSA
  • UAE
  • Qatar
  • Kuwait
  • Oman
  • Bahrain
Cost of equity, cost of debt and the weighted average for each industry, built from the datasets above.