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Where do I find information on beta values?

Thursday 24th January 2002

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Q: I'm interested in using the CAPM model to estimate the value of unlisted companies. I really have two related questions. Are books / tables of beta values available for New Zealand industries and how can I get hold of them? Similarly, is a source available to disclose an accepted value for the Market Risk Premium for New Zealand?

A: There are a lot of research departments that calculate betas and if you are a client and ask for them I would have thought they would be happy to provide them to you. I'm not sure about the market risk premium but it's worth a try. I'm not sure of any books on the NZ market because most of this sort of information is calculated 'in-house' for dissemination to clients.

I would try talking to a company called Datex Services, http://www.datex.co.nz/. They are based in Lower Hutt and are pretty good at providing whatever you ask for - although unfortunately it does come at a price.

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