Valphi

Historical Index Data
Cost of Capital - Methodology and Guidelines

The table below provides cost of equity estimates for each constituent of the French equity index SBF 120, the index itself and the French blue chip index CAC 40 (which constituents also belong to SBF120). The methodology employed is described in the pdf file available by clicking on the pdf icon left. The Excel file provides historical series of monthly data for the CAC 40 and SBF 120 indices.

Col. 1 to 400  Company name/index constituent, CAC 40, closing stock price and market capitalization

Key findings

Col. 5 to 600  Central values of Valphi cost of equity estimates, based on stock market multiples for CoE1 and derived from CAPM model for CoE2 on the basis of historical betas and CoE1-market premium

Intermediates results

Col. 7 to 120  Multiple-based cost of equity estimates with various earnings periods: 7. CoE1(E.10y) : 10-year historical net earnings; 8. CoE1(E.+/-3y) : Last 3 years net earnings and next 3 years forecasts; 9. CoE1(E.-3y) : Last 3 years net earnings; 10. CoE1(E.+3y) : Next 3 years net earnings forecasts; 11. CoE1(E.Min+3y) : Minimum net earnings out of next 3 years forecasts; 12. CoE1(E.Max+3y) : Maximum net earnings out of next 3 years forecasts

Parameters

Col. 13 to 20  Stock market multiples of net earnings and book based on CPI-adjusted average data over various periods: 13. P/E(10y) : 10-year historical net earnings; 14. P/E(+/-3y) : : Last 3 years historical net earnings and next 3 years forecasts; 15. P/E(-3y) : Last 3 years net earnings; 16. P/E(+3y) : Next 3 years net earnings forecasts; 17. P/E(Min+3y) : Minimum net earnings out of next 3 years forecasts; 18. P/E(Max+3y) : Maximum net earnings out of next 3 years forecasts; 19. P/B(10y) : Net book value over last 10 years ; 20. P/B(3y) : Net book value over last 3 years 

Col. 21 à 20   21. g: Nominal annual growth rate

Col. 22 to 25  Historical weekly betas over 2, 3, 4 and 5 years, shown only if R² of linear regression exceeds 35%:  Beta(2y), Beta(3y), Beta(4y), Beta(5y)

Col. 26 à 20   26. Beta.CoE2: Beta used for CoE2 estimates (Cf. methodology)

Col. 27 à 20   27. Rf: Reference rate/risk free rate: 20-days average of French sovereign 10-years bond (OAT 10 ans)

Col. 28 à 20   28. ERP: Equity risk premium based on median CoE1 yield for the SBF 120 index and Rf

Col. 29 to 30  29. Div(10y) and 30. Div(3y): Dividend yields on 10-years average dividends and 3-years average dividends

Last update: 03/01/2017
1. COMPANY/INDEX2. CAC403. PRICE (E) - 02/28/174. MKT CAP (bnE) - 02/28/175. CoE16. CoE27. CoE(E.10y)8. CoE1(E.+/-3y)9. CoE1(E.-3y)10. CoE1(E.+3y)11. CoE1(E.Min+3y)12. CoE1(E.Max+3y)13. P/E(10y)14. P/E(+/-3y)15. P/E(-3y)16. P/E(+3y)17. P/E(Min+3y)18. P/E(Max+3y)19. PtB(10y)20. PtB(3y)21. g22. Beta(2y)23. Beta(3y)24. Beta(4y)25. Beta(5y)26. Beta.CoE227. Rf28. ERP29. Div(10y)30. Div(3y)
ACCORCAC4037.310.68.50%8.80%8.20%8.70%8.10%9.20%8.60%9.90%22.12022.51820.316.12.32.36.50%1.21.211.171.171.191.00%6.50%2.60%2.50%
ADP10710.65.80%5.00%5.20%6.10%5.90%6.40%6.10%6.60%32.82425.522.62421.62.82.53.20%0.620.60.60.60.611.00%6.50%1.70%2.00%
AIR FRANCE-KLM6.6214.30%14.30%3.80%24.80%22.50%28.40%160.88.8122.54.65.13.90.473.50%1.00%6.50%1.80%
AIR LIQUIDECAC40101.939.67.40%7.00%7.10%7.60%7.20%8.00%7.60%8.50%22.818.920.617.61916.23.32.63.80%0.920.910.90.880.911.00%6.50%2.00%2.40%
AIRBUSCAC4069.353.69.00%8.40%6.70%10.10%9.20%11.10%9.50%12.80%36.417.320.714.919.611.95.69.74.90%1.151.161.121.121.141.00%6.50%0.70%1.60%
ALSTOM25.65.67.50%6.50%11.80%5.30%7.50%6.30%8.40%10.227.868.717.421.8151.91.74.20%0.840.841.00%6.50%2.40%
ALTEN65.32.27.90%6.40%8.60%7.50%9.30%8.90%9.80%29.116.920.81516.114.14.53.33.90%1.00%6.50%0.90%1.50%
ALTRAN TECHNOLOGIES14.92.67.00%5.60%7.70%6.50%8.90%8.10%9.70%37.120.427.416.318.914.44.13.63.90%1.00%6.50%0.20%0.70%
AMUNDI (WI)54.79.27.90%8.00%7.40%8.20%7.40%8.70%8.10%9.10%16.614.816.613.81513.11.41.44.80%1.071.071.071.071.071.00%6.50%1.90%1.90%
APERAM483.77.70%9.90%7.70%5.40%9.90%9.00%10.70%79.616.325.811.913.410.91.51.73.80%1.341.391.391.511.371.00%6.50%0.60%0.40%
ARCELORMITTALCAC408.325.58.50%12.10%14.30%5.70%3.10%8.30%7.50%8.80%5.513.921.710.211.19.60.40.62.70%1.71.471.71.00%6.50%4.20%1.10%
ARKEMA91.56.97.90%8.70%7.00%8.40%6.90%9.80%8.90%10.90%2215.720.312.814.611.22.31.94.40%1.141.191.181.21.181.00%6.50%1.10%2.10%
ATOS111.511.77.60%6.30%5.90%8.40%7.30%9.50%9.00%10.10%26.815.518.813.214.212.33.633.00%0.820.820.80.750.821.00%6.50%0.40%0.80%
AXACAC4022.3549.50%9.50%8.80%9.80%9.40%10.20%9.80%10.80%119.29.68.99.38.40.90.83.90%1.361.281.281.331.311.00%6.50%3.90%4.30%
BIC116.85.57.30%5.30%6.60%7.70%7.50%7.90%7.60%8.00%22.71818.617.418.216.93.53.13.10%0.660.661.00%6.50%2.00%2.50%
BIOMERIEUX145.15.76.30%6.10%6.40%5.80%7.00%6.50%7.50%39.132.641.12731.323.85.54.14.40%1.00%6.50%0.70%0.70%
BNP PARIBASCAC4055.168.710.10%9.30%10.00%10.10%9.70%10.50%9.70%11.40%9.499.38.79.38.10.80.83.10%1.321.251.261.361.281.00%6.50%3.70%3.20%
BOLLORE3.710.64.90%6.70%5.50%4.60%4.00%5.20%4.90%5.60%24.223.327.320.321.9191.71.13.30%0.860.90.870.881.00%6.50%0.80%1.40%
BOUYGUESCAC4036.412.97.50%8.00%9.20%6.70%5.70%7.80%7.10%8.40%1217.621.714.916.513.61.51.62.90%1.081.061.061.131.071.00%6.50%4.50%4.40%
BUREAU VERITAS INTL.1888.80%5.30%9.30%8.60%8.40%8.80%8.50%9.20%16.418.419.317.618.616.77.96.93.70%0.690.650.660.610.671.00%6.50%1.80%2.70%
CAP GEMINICAC4080.713.68.00%7.40%6.40%8.80%7.70%9.80%9.20%10.50%23.414.517.112.613.811.62.52.13.60%0.970.991.011.040.981.00%6.50%1.30%1.50%
CARREFOURCAC4022.5179.10%8.10%10.20%8.60%8.00%9.10%8.20%9.80%11.214.215.413.214.9121.61.83.40%1.081.091.131.161.081.00%6.50%3.70%3.00%
CASINO GUICHARD-P49.95.55.90%7.70%8.10%4.80%6.10%4.80%9.8131115.821.2130.70.64.00%1.020.981.021.00%6.50%5.80%6.30%
CGG8.60.21.5-0.6-0.5-0.8-0.5-1.7006.60%1.00%6.50%
CNP ASSURANCES17.5128.30%8.00%9.00%7.90%7.50%8.20%7.90%8.40%10.110.811.210.510.810.30.80.73.20%1.141.041.061.131.081.00%6.50%4.40%4.40%
CREDIT AGRICOLECAC4011.432.47.30%9.60%9.00%6.50%5.90%7.10%6.00%8.20%7.71010.69.410.58.50.50.64.80%1.361.31.31.521.321.00%6.50%4.70%3.80%
DANONECAC4062.6418.00%6.30%7.40%8.30%7.40%9.10%8.40%9.80%21.718.221.515.817.814.33.13.14.10%0.830.810.810.780.821.00%6.50%2.20%2.40%
DASSAULT AVIATION10698.818.90%2720.622.319.121.515.62.42.318.00%1.00%6.50%0.90%1.00%
DASSAULT SYSTEMES76.219.66.70%5.50%6.00%7.10%6.60%7.50%7.20%7.90%46.629.534.625.828.423.67.95.64.50%0.710.680.691.00%6.50%0.40%0.60%
DBV TECHNOLOGIES68.71.7-44.9-23.6-40.9-16.6-15-19.610.99.319.70%1.00%6.50%
EDENRED21.459.90%9.50%10.10%9.60%10.60%10.20%11.00%24.121.624.219.521.118.1-3.9-3.64.30%1.00%6.50%2.80%3.30%
EDF9.319.514.80%7.80%21.50%11.60%16.70%6.50%6.20%6.80%4.27.15.211.211.410.80.50.52.60%1.061.0411.051.00%6.50%13.20%12.50%
EIFFAGE67.46.67.30%6.50%6.40%7.70%6.40%9.00%8.00%10.10%18.814.918.512.514.3112.11.92.10%0.790.90.951.040.851.00%6.50%1.90%1.90%
ELIOR GROUP21.23.77.10%6.40%7.40%6.40%8.30%7.70%8.90%22.718.822.71617.814.52.52.53.40%1.00%6.50%0.80%0.80%
ELIS17.72.56.90%5.70%7.50%5.70%8.10%7.40%9.00%27.718.427.716.618.914.5224.20%1.00%6.50%
ENGIECAC4011.528.110.50%7.10%14.80%8.40%10.90%6.00%5.60%6.20%5.69.47.612.212.711.90.50.62.90%0.940.920.950.920.941.00%6.50%12.00%9.20%
ESSILOR INTL.CAC40108.223.66.70%6.80%6.10%7.10%6.60%7.50%7.20%7.90%41.426.730.723.725.721.85.93.94.50%0.90.890.870.810.891.00%6.50%0.80%1.00%
EULER HERMES GROUP83.33.59.20%4.80%8.50%9.50%9.50%9.60%9.30%10.00%14.712.112.11212.511.41.61.44.80%0.580.581.00%6.50%4.60%5.40%
EURAZEO58.34.17.20%7.90%5.60%8.00%9.30%6.70%5.20%7.60%19.313.411.516.321.714.21.11.23.80%1.021.091.051.111.051.00%6.50%1.70%1.90%
EUROFINS SCIENTIFIC403.36.85.40%4.30%6.00%5.50%6.40%5.90%7.00%83.232.738.528.533.824.316.57.63.30%1.00%6.50%0.20%0.30%
EURONEXT40.82.96.60%6.20%6.80%6.20%7.30%6.80%7.70%16.114.916.113.814.7136.46.40.00%1.00%6.50%1.70%1.70%
EUROPCAR9.71.412.10%7.30%12.00%12.10%12.00%12.20%11.10%13.60%9.79.69.79.510.68.41.81.83.90%0.960.960.960.960.961.00%6.50%
EUTELSAT COMMUNICATIONS18.64.38.80%8.60%8.90%9.20%8.60%8.40%8.70%13.812.912.313.413.813.32.21.82.50%1.00%6.50%3.70%5.80%
FAURECIA41.55.711.20%9.20%11.20%9.40%13.00%12.20%13.60%-49.711.314.19.410.18.92.82.34.10%1.251.261.281.331.251.00%6.50%0.50%1.10%
FONCIERE DES REGIONS77.75.77.20%6.60%7.60%7.10%6.90%7.30%6.90%7.60%12.914.715.114.31513.60.91.13.60%0.850.840.860.880.851.00%6.50%5.70%5.50%
GECINA120.17.64.70%5.40%4.80%4.60%4.60%4.70%4.30%5.00%21.821.721.921.523.219.9114.20%0.660.660.710.770.681.00%6.50%3.70%3.30%
GEMALTO56.85.18.30%7.00%9.00%8.50%9.40%8.60%10.20%23.81516.114.215.912.72.72.14.40%1.00%6.50%0.40%0.80%
GENFIT21.30.7-31.4-26.3-31.4-22.6-11.758.9111119.70%1.00%6.50%
GROUPE EUROTUNNEL8.84.84.30%7.30%4.30%3.90%4.80%4.50%5.20%127.644.254.437.241.332.40.82.43.50%0.960.960.9810.971.00%6.50%1.00%2.10%
GTT34.81.30.70%-0.70%0.70%-2.20%-5.20%0.50%10.91310.91631.511.315.915.9-9.00%1.00%6.50%8.40%8.40%
HAVAS8.23.47.00%5.90%7.60%6.90%8.30%8.00%8.50%27.317.62015.716.515.22.72.23.60%1.00%6.50%1.10%1.60%
HERMES INTL.411.943.56.40%5.20%5.70%6.70%6.30%7.10%6.90%7.30%76.341.5493638.933.417.912.74.70%0.650.651.00%6.50%0.70%1.10%
ICADE67.356.10%6.20%4.00%7.10%6.80%7.50%7.20%7.80%27.714.815.61414.613.41.31.31.50%0.780.80.820.80.791.00%6.50%6.30%5.60%
ILIAD195.511.56.20%5.60%6.60%5.80%7.30%6.70%7.90%48.630.439.224.828.921.57.74.94.10%1.00%6.50%0.20%0.20%
IMERYS76.26.18.10%6.90%7.30%8.50%7.50%9.40%8.50%10.50%18.81517.513.114.911.52.52.23.30%0.910.90.90.970.91.00%6.50%2.00%2.20%
INGENICO GROUP84.75.28.30%6.70%9.20%8.50%9.80%9.10%10.70%39.117.820.215.918.1145.93.55.00%1.00%6.50%0.70%1.20%
INNATE PHARMA10.20.52.20%2.20%-0.80%6.10%-42.4135.5-51.429.2275.713.78.68.3-1.40%1.00%6.50%
IPSEN83.978.00%7.00%8.50%7.60%9.50%8.60%10.50%3923.730.519.323.616.16.65.65.20%1.00%6.50%1.00%1.00%
IPSOS30.41.39.90%8.80%10.50%10.30%10.70%10.10%11.30%13.810.811.110.611.4101.71.53.90%1.00%6.50%2.00%2.50%
JCDECAUX30.26.45.60%5.30%5.70%5.70%5.80%5.40%6.30%33.328.629.427.931.3252.82.63.60%1.00%6.50%1.10%1.70%
KERINGCAC40229.8297.00%6.50%6.20%7.40%6.60%8.30%7.70%8.90%27.620.624.817.619.715.92.62.64.20%0.840.830.870.920.851.00%6.50%1.60%1.70%
KLEPIERRECAC4035.1116.40%6.10%6.30%6.50%4.80%8.20%7.90%8.50%20.618.827.914.214.813.71.81.53.40%0.770.810.830.820.791.00%6.50%4.20%4.70%
KORIAN26.72.14.60%3.80%5.00%4.70%5.10%4.50%5.70%29.521.622.920.923.918.51.11.13.70%1.00%6.50%2.10%1.90%
LAFARGEHOLCIM (PAR)CAC4053.732.64.90%10.10%4.90%5.60%4.60%6.70%44224418.923.315.61.11.13.70%1.41.41.41.41.41.00%6.50%2.80%2.80%
LAGARDERE GROUPE23.73.18.70%7.00%10.00%8.00%7.30%8.70%8.30%9.30%9.413.715.212.513.211.70.81.33.00%0.890.950.9410.931.00%6.50%3.80%5.20%
LEGRANDCAC4053.214.26.60%6.90%6.10%6.90%6.50%7.30%7.00%7.50%27.5222420.321.519.64.53.73.20%0.90.90.920.90.91.00%6.50%1.70%2.10%
L'OREALCAC40175.698.36.40%6.70%5.80%6.70%6.30%7.10%6.80%7.40%35.926.12923.725.222.35.34.33.70%0.890.860.860.810.881.00%6.50%1.20%1.60%
LVMHCAC40189.5967.40%7.10%6.70%7.80%7.10%8.40%8.00%8.90%29.822.12619.32117.84.53.94.40%0.940.920.940.950.931.00%6.50%1.30%1.70%
M6-METROPOLE TV202.59.70%5.90%9.80%9.70%9.40%10.00%9.70%10.40%17.118.119.217.11815.93.64.25.50%0.720.70.790.770.741.00%6.50%4.80%4.30%
MERCIALYS17.11.67.00%6.70%7.20%6.90%7.50%5.90%8.50%15.716.417.215.620.713.51.22.12.00%1.00%6.50%4.80%5.90%
MICHELINCAC40106.119.19.60%6.70%8.30%10.30%9.20%11.30%10.40%12.10%15.611.713.310.511.69.62.21.93.50%0.840.910.961.010.871.00%6.50%1.90%2.50%
NATIXIS5.216.27.80%10.60%6.40%8.40%7.80%9.10%8.30%10.00%13.811.412.410.611.69.80.80.93.10%1.551.391.351.461.471.00%6.50%3.40%4.00%
NEOPOST28.4114.80%17.50%13.50%14.90%12.10%11.90%12.30%5.97.56.88.48.58.21.41.11.90%1.00%6.50%13.40%11.70%
NEXANS48.72.16.80%9.40%6.80%6.80%4.30%9.30%8.40%10.10%14.617.531.112.213.711.111.63.10%1.291.341.261.341.291.00%6.50%1.80%
NEXITY45.62.58.00%7.70%8.10%6.70%9.60%8.80%10.50%15.816.822.313.515.2121.52.14.20%1.00%6.50%4.20%4.70%
NOKIA (PAR)CAC404.828.28.80%12.30%7.00%7.00%7.10%5.80%7.90%8.716.616.716.62114.51.41.62.60%1.00%6.50%6.40%3.50%
ORANGECAC4014.337.99.00%7.60%11.90%7.50%6.70%8.40%7.90%8.80%8.714.216.112.713.4121.21.22.60%0.991.031.030.981.011.00%6.50%7.90%4.50%
ORPEA81.94.95.80%5.20%5.10%6.20%5.50%6.80%6.20%7.30%48.928.534.924.128.121.4434.00%0.640.641.00%6.50%0.50%1.00%
PERNOD-RICARDCAC40107.928.66.80%6.30%6.40%7.00%6.40%7.60%7.20%8.00%242022.817.919.216.72.62.23.60%0.820.80.80.740.811.00%6.50%1.40%1.70%
PEUGEOTCAC401814.59.60%9.90%9.60%5.50%13.80%13.30%14.10%2711.421.57.787.50.61.33.30%1.341.41.371.00%6.50%1.60%
PLASTIC OMNIUM31.94.98.70%9.00%6.00%10.00%8.30%11.70%10.80%12.40%34.313.817.911.212.410.35.73.73.70%1.221.251.311.311.241.00%6.50%0.70%1.20%
PUBLICIS GROUPECAC4063.614.48.60%6.70%7.40%9.20%8.50%9.90%9.40%10.40%19.713.715.212.513.411.82.92.23.60%0.870.870.890.840.871.00%6.50%1.40%2.10%
REMY COINTREAU83.94.26.00%7.00%5.80%6.00%5.50%6.60%6.20%7.00%37.234.142.628.432.625.43.83.84.20%0.940.910.890.921.00%6.50%1.80%1.80%
RENAULTCAC4083.724.811.70%9.80%6.80%14.10%11.40%16.80%16.10%17.10%14.66.88.45.865.710.94.00%1.341.371.421.421.351.00%6.50%2.00%2.40%
REXEL15.34.66.80%8.80%7.30%6.50%5.40%7.60%6.60%8.70%13.915.618.913.315.411.6112.90%1.211.181.111.081.21.00%6.50%2.70%4.20%
RUBIS88.546.80%6.60%5.90%7.30%6.40%8.20%7.80%8.70%33.921.326.417.919.516.53.22.74.20%0.860.890.830.730.861.00%6.50%1.90%2.40%
SAFRANCAC4067.2288.30%7.80%6.40%9.20%8.70%9.70%9.10%10.40%33.41718.515.717.414.25.14.54.30%1.061.040.990.951.051.00%6.50%1.10%1.90%
SAINT GOBAINCAC4045.225.17.30%8.60%8.20%6.80%5.70%8.00%7.10%8.80%13.116.620.41415.912.51.21.33.20%1.121.191.171.181.161.00%6.50%3.00%2.80%
SANOFICAC4081.3105.18.80%6.80%9.20%8.60%8.40%8.90%8.50%9.30%13.114.114.613.614.412.81.91.83.40%0.920.880.90.890.91.00%6.50%3.20%3.50%
SARTORIUS STEDIM BIOTECH60.25.58.40%7.20%8.90%8.20%9.70%9.10%10.40%78.531.240.925.229.421.6128.56.50%1.00%6.50%0.30%0.40%
SCHNEIDER ELECTRIC SECAC4063.937.87.60%7.90%7.40%7.80%7.40%8.10%7.60%8.70%17.915.916.91516.313.92.21.83.30%1.031.081.11.161.051.00%6.50%2.80%3.00%
SCOR SE34.16.59.10%6.70%8.80%9.20%9.30%9.10%8.90%9.60%12.810.910.71111.310.51.314.20%0.890.860.840.820.881.00%6.50%3.40%4.10%
SEB124.46.27.40%6.30%8.00%6.30%9.60%8.90%10.20%31.619.72914.916.713.64.63.74.00%1.00%6.50%1.00%1.20%
SES FDR (PAR)19.38.97.70%8.70%7.20%6.40%7.90%7.40%8.50%1616.819.21516.213.82.61.44.00%1.00%6.50%4.30%5.30%
SFR GROUP27.512.14.10%2.80%4.70%2.80%6.70%4.30%8.80%65.828.665.818.333.113.22.12.12.40%1.00%6.50%
SOCIETE GENERALECAC4041.933.97.50%11.10%6.40%8.00%7.10%9.00%8.20%9.80%11.89.310.28.69.280.60.63.40%1.551.531.551.621.541.00%6.50%3.00%3.40%
SODEXOCAC40103.615.96.30%5.30%5.40%6.70%6.10%7.40%7.00%7.80%30.621.224.418.720.317.45.34.42.60%0.660.670.660.630.671.00%6.50%1.60%2.10%
SOLVAYCAC4011011.68.50%7.60%7.80%8.90%8.30%9.40%8.90%9.80%15.9131412.112.911.61.61.44.20%1.031.011.021.021.021.00%6.50%2.10%2.20%
SOPRA STERIA GROUP119.32.49.00%7.80%9.50%8.50%10.60%9.80%11.50%18.6131511.412.610.33.32.13.50%1.00%6.50%1.20%1.60%
SPIE22.83.58.40%8.00%8.60%8.00%8.80%7.80%9.70%18.116.318.115.818.813.82.62.64.00%1.00%6.50%1.10%1.10%
STMICROELECTRONICS (PAR)14.413.16.10%8.90%6.10%4.30%7.80%6.90%8.50%86.329.159.119.323.4172.32.94.10%1.221.221.00%6.50%1.70%2.00%
SUEZ14.286.50%7.00%6.80%6.40%5.70%7.00%6.30%7.80%17.618.420.916.418.614.51.51.43.30%0.820.950.940.970.921.00%6.50%4.20%4.60%
TECHNICOLOR3.91.611.90%11.90%11.70%12.20%9.70%14.00%-32.99.59.89.312.280.332.20%1.00%6.50%0.30%0.90%
TECHNIPFMCCAC4030.414.28.10%11.10%8.10%8.10%6.80%10.20%16.716.721.112.42.10%1.561.561.561.561.561.00%6.50%
TELEPERFORMANCE104.567.50%5.60%6.10%8.10%6.60%9.70%9.10%10.30%42.121.431.916.117.814.64.43.54.80%0.70.720.770.870.711.00%6.50%0.60%0.90%
TF1 (TV.FSE.1)10.72.26.30%7.30%5.90%5.50%6.30%5.60%7.20%15.31920.717.620.215.31.41.32.90%1.00%6.50%5.40%3.50%
THALES9319.77.20%5.70%5.90%7.90%6.90%8.80%8.20%9.40%3420.425.417.119.215.64.74.43.80%0.70.740.770.830.721.00%6.50%1.10%1.30%
TOTALCAC4047.1115.410.60%8.20%12.00%9.90%9.80%10.00%9.00%10.90%9.110.91110.7129.81.51.33.30%1.081.141.11.081.11.00%6.50%5.20%5.20%
UBISOFT ENTM.34.63.98.40%8.40%10.10%9.00%11.40%67.330.461.820.225.915.84.13.96.80%1.00%6.50%
UNIBAIL-RODAMCOCAC40215.421.45.90%6.80%5.40%6.20%5.80%6.50%6.20%6.80%21.318.419.617.218.216.41.31.32.90%0.880.910.930.90.91.00%6.50%3.80%4.50%
VALEOCAC405813.99.60%8.00%6.90%10.90%9.70%12.10%11.20%13.10%38.514.217.112.113.610.85.83.95.20%1.021.131.171.211.071.00%6.50%0.80%1.30%
VALLOUREC5.22.318.40%26.90%2.1-7.8-5.7-12.3-4.844.50.30.47.80%1.00%6.50%22.50%6.40%
VEOLIA ENVIRONNEMENTCAC4015.58.77.40%6.40%8.40%6.90%6.00%7.80%6.90%8.50%11.714.616.812.914.711.90.912.70%0.780.870.8810.831.00%6.50%6.50%4.60%
VICAT59.72.77.30%6.20%8.60%6.70%5.60%7.70%6.60%9.10%13.416.920.514.317.3121.31.24.80%0.80.780.820.780.81.00%6.50%2.60%2.50%
VINCICAC406840.18.20%6.80%7.50%8.60%8.00%9.10%8.60%9.70%18.314.916.313.814.912.82.82.43.20%0.850.920.910.960.891.00%6.50%2.60%2.70%
VIVENDICAC4016.721.46.10%7.00%10.10%4.10%5.00%4.20%5.70%9.725.232.220.724.6180.913.80%0.950.90.920.910.921.00%6.50%9.10%12.10%
WENDEL104.54.97.30%7.70%8.90%6.50%6.70%6.30%5.30%7.20%14.822212329.8192.11.94.10%1.011.041.011.071.021.00%6.50%1.60%1.90%
WORLDLINE27.33.67.10%6.50%7.50%6.50%8.10%7.60%8.50%30.923.730.920.522.918.9554.10%1.00%6.50%
ZODIAC AEROSPACE27.78.15.80%5.60%5.90%5.20%6.50%4.70%8.20%30.625.83122.137.116.23.82.63.20%1.00%6.50%1.00%1.20%
1. COMPANY/INDEX2. CAC403. PRICE (E) - 02/28/174. MKT CAP (bnE) - 02/28/175. CoE16. CoE27. CoE(E.10y)8. CoE1(E.+/-3y)9. CoE1(E.-3y)10. CoE1(E.+3y)11. CoE1(E.Min+3y)12. CoE1(E.Max+3y)13. P/E(10y)14. P/E(+/-3y)15. P/E(-3y)16. P/E(+3y)17. P/E(Min+3y)18. P/E(Max+3y)19. PtB(10y)20. PtB(3y)21. g22. Beta(2y)23. Beta(3y)24. Beta(4y)25. Beta(5y)26. Beta.CoE227. Rf28. ERP29. Div(10y)30. Div(3y)
CAC40 - AverageNANA34.18.10%7.90%8.20%8.00%7.50%8.80%8.10%9.50%2016.219.214.516.113.22.42.23.60%1.061.051.041.071.061.00%6.50%3.20%3.20%
CAC40 - MedianNANA26.78.00%7.60%7.40%7.90%7.20%8.30%7.90%8.90%18.316.318.514.115.412.61.81.83.50%0.9910.991.011.011.00%6.50%2.60%2.60%
CAC40 - Standard deviationNANA26.71.40%1.50%2.30%1.80%1.70%2.10%2.10%2.20%10.44.87.34.24.93.81.71.70.80%0.240.210.210.240.240.00%0.00%2.40%2.10%
SBF120 - AverageNANA15.68.00%7.50%7.80%7.80%7.20%8.50%7.80%9.20%24.218.121.515.219.714.63.12.84.00%0.9911.011.040.991.00%6.50%2.90%2.90%
SBF120 - MedianNANA77.50%7.00%6.90%7.70%6.90%8.30%7.90%8.90%19.516.820.11517.313.72.22.13.70%0.940.940.9510.931.00%6.50%1.90%2.20%
SBF120 - Standard deviationNANA20.92.40%1.50%3.30%2.10%2.20%2.70%2.80%2.80%26.614.218.47.8257.63.22.62.90%0.240.220.210.240.240.00%0.00%3.10%2.30%