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: 04/04/2017
1. COMPANY/INDEX2. CAC403. PRICE (E) - 03/31/174. MKT CAP (bnE) - 03/31/175. 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)
ACCORCAC4039.111.18.00%7.90%7.60%8.20%7.70%8.70%8.10%9.30%24.420.923.418.921.3172.52.45.90%1.091.171.081.11.111.00%6.20%2.50%2.40%
ADP115.911.55.60%4.80%5.10%5.90%5.70%6.10%5.90%6.30%33.325.827.424.425.923.432.73.20%0.590.630.611.00%6.20%1.50%1.90%
AIR FRANCE-KLM7.12.113.50%13.50%3.40%23.70%20.00%28.70%-579.1120.74.75.73.80.47.42.90%1.00%6.20%1.70%
AIR LIQUIDECAC40107.141.76.90%6.60%6.60%7.10%6.80%7.50%7.10%7.80%23.919.921.518.619.917.53.52.73.30%0.920.90.890.850.911.00%6.20%1.90%2.30%
AIRBUSCAC4071.355.19.00%8.30%7.00%9.90%9.00%10.80%9.20%12.50%33.417.821.215.420.312.25.99.94.80%1.161.241.141.071.181.00%6.20%0.70%1.50%
ALSTOM286.27.00%11.00%5.00%7.00%6.00%7.80%11.130.675.819.223.816.72.11.93.80%1.00%6.20%2.20%
ALTEN71.92.47.40%6.30%8.00%7.40%8.50%8.20%8.90%28.218.520.616.717.815.84.73.63.50%1.00%6.20%0.90%1.40%
ALTRAN TECHNOLOGIES15.82.87.20%5.70%7.90%6.70%9.20%8.50%10.00%34.118.624.215.116.913.54.13.43.60%1.00%6.20%0.20%0.60%
AMUNDI (WI)55.311.17.30%6.90%7.50%6.90%7.90%7.40%8.20%17.115.617.114.715.8141.41.43.60%1.00%6.20%1.80%1.80%
APERAM46.93.77.40%10.30%7.40%5.10%9.80%8.90%10.40%77.615.825.211.512.810.81.51.62.90%1.491.521.61.651.511.00%6.20%0.60%0.40%
ARCELORMITTALCAC407.924.29.10%15.40%6.10%3.50%8.60%8.30%8.90%5.313.420.61010.39.70.40.62.10%1.00%6.20%4.40%1.20%
ARKEMA92.577.50%8.70%6.90%7.80%6.40%9.10%8.40%9.90%19.81620.413.214.611.92.31.93.30%1.221.271.281.281.241.00%6.20%1.10%2.00%
ATOSCAC4011612.27.10%5.90%5.50%7.90%6.90%9.00%8.50%9.40%27.916.219.513.914.813.13.83.12.60%0.740.820.790.781.00%6.20%0.40%0.80%
AXACAC4024.358.89.30%9.10%8.50%9.70%9.40%10.10%9.70%10.60%11.71010.49.7109.210.91.40%1.331.261.311.371.31.00%6.20%3.50%4.00%
BIC116.85.67.20%6.50%7.50%7.40%7.70%7.40%7.80%22.71818.517.618.2173.53.12.90%1.00%6.20%2.00%2.60%
BIOMERIEUX158.76.36.30%6.10%6.40%5.70%7.10%6.60%7.40%40.433.443.62730.624.65.44.14.40%1.00%6.20%0.60%0.60%
BNP PARIBASCAC4062.477.99.30%8.90%9.30%9.30%9.00%9.50%8.90%10.20%10.710.210.51010.79.410.92.90%1.31.251.261.341.271.00%6.20%3.20%2.90%
BOLLORE3.610.64.30%7.10%4.10%4.50%4.30%4.70%4.30%5.20%32.423.324.422.224.2201.81.12.40%0.990.960.990.890.981.00%6.20%0.90%1.40%
BOUYGUESCAC4038.213.57.10%6.20%8.60%6.40%5.40%7.40%6.80%7.90%12.918.622.615.717.414.41.51.62.60%0.790.880.930.980.831.00%6.20%4.30%4.30%
BUREAU VERITAS INTL.19.88.77.50%5.20%7.00%7.80%7.60%8.00%7.70%8.20%24.720.32119.620.518.79.97.53.30%0.680.680.681.00%6.20%1.60%2.50%
CAP GEMINICAC4086.614.67.50%6.40%6.20%8.20%7.30%9.10%8.60%9.70%24.115.618.313.714.812.72.72.33.20%0.840.910.910.950.881.00%6.20%1.20%1.40%
CARREFOURCAC4022.116.78.90%8.30%9.60%8.60%7.90%9.30%8.70%9.80%11.813.514.812.413.311.61.61.63.10%1.191.151.171.231.171.00%6.20%3.80%3.10%
CASINO GUICHARD-P52.45.85.40%8.10%7.30%4.50%10.614.313.914.71713.40.70.64.20%1.181.11.131.041.141.00%6.20%5.50%6.00%
CNP ASSURANCES19.113.115.90%8.40%10.911.612.211.311.511.10.80.811.80%1.221.131.211.261.191.00%6.20%4.10%4.10%
CREDIT AGRICOLECAC4012.736.17.30%9.20%7.50%7.20%6.70%7.70%6.80%8.50%10.711.111.710.511.69.70.60.63.20%1.311.341.351.461.321.00%6.20%3.80%3.50%
DANONECAC4063.841.87.60%5.80%7.10%7.90%7.10%8.60%8.00%9.30%21.818.721.816.418.314.83.13.13.70%0.790.770.680.781.00%6.20%2.20%2.40%
DASSAULT AVIATION1191.99.87.60%6.80%8.00%7.40%8.60%7.90%9.10%28.721.925.219.322.617.62.62.75.40%1.00%6.20%0.80%0.90%
DASSAULT SYSTEMES81.120.96.30%5.60%6.60%6.10%7.00%6.70%7.30%49.531.636.627.830.325.78.45.94.10%1.00%6.20%0.40%0.50%
DBV TECHNOLOGIES65.31.6-29.9-18.6-23.4-15.4-13.1-21.110.36.719.70%1.00%6.20%
EDENRED22.25.29.60%9.70%9.20%9.70%9.30%10.20%9.80%10.50%2522.42520.321.819-4-3.74.20%1.41.41.00%6.20%2.70%3.20%
EDF7.921.616.20%8.40%23.60%12.50%18.50%6.60%6.00%6.90%3.96.74.811.111.810.70.50.52.20%1.191.191.00%6.20%14.40%13.70%
EIFFAGE73.47.26.70%6.10%5.70%7.20%5.90%8.40%7.50%9.20%21.416.12013.515.212.22.32.11.90%0.750.90.971.090.831.00%6.20%1.70%1.80%
ELIOR GROUP21.33.76.80%6.20%7.10%6.20%8.00%7.40%8.60%22.718.922.716.217.914.82.52.53.10%1.00%6.20%1.50%1.50%
ELIS18.42.67.00%6.40%7.40%6.40%8.00%7.20%8.70%20.617.120.615.417.4142.12.12.90%1.00%6.20%
ENGIECAC4013.332.38.80%7.20%12.20%7.20%8.00%6.30%6.00%6.60%6.711.910.713.213.812.70.50.73.20%10.991111.00%6.20%10.40%8.10%
ESSILOR INTL.CAC40113.924.96.40%6.20%5.90%6.70%6.30%7.10%6.80%7.40%41.628.232.225.227.223.45.94.14.20%0.830.850.840.80.841.00%6.20%0.80%0.90%
EULER HERMES GROUP86.13.79.20%9.00%9.30%9.30%9.30%8.90%9.70%13.612.512.512.513.111.91.61.44.50%1.00%6.20%4.40%5.20%
EURAZEO61.74.39.60%7.10%18.621.632.117.721.4151.11.17.80%0.891.0611.080.981.00%6.20%1.60%1.80%
EUROFINS SCIENTIFIC407.96.96.80%5.90%7.20%6.80%7.60%7.10%8.10%75.733.538.829.434.525.611.865.00%1.00%6.20%0.20%0.30%
EURONEXT40.92.99.60%9.20%9.70%9.20%10.20%9.80%10.60%16.114.916.113.914.713.26.36.33.60%1.00%6.20%1.70%1.70%
EUROPCAR101.511.50%11.60%11.50%11.60%11.50%10.50%12.60%9.89.99.89.910.98.91.71.73.30%1.00%6.20%
EUTELSAT COMMUNICATIONS20.94.98.00%7.80%8.00%8.40%7.70%7.50%7.90%15.514.513.815.315.714.92.522.30%1.00%6.20%3.30%5.20%
FAURECIA44.66.110.60%9.70%10.60%9.00%12.20%11.60%12.60%-53.912.215.110.210.99.832.54.00%1.391.421.461.471.41.00%6.20%0.40%1.00%
FONCIERE DES REGIONS78.35.87.20%5.70%7.70%7.00%6.90%7.10%6.80%7.40%12.814.815.114.615.21411.13.20%0.750.730.760.760.751.00%6.20%5.80%5.50%
GECINA127.28.14.70%4.90%4.60%4.60%4.50%4.80%22.723.223.123.324.921.71.11.14.40%1.00%6.20%3.50%3.10%
GEMALTO52.44.78.30%7.30%8.80%8.20%9.50%8.80%10.20%19.714.115.612.914.311.82.31.83.90%1.00%6.20%0.50%0.80%
GENFIT29.50.9-43.3-36.4-43.3-31.4-16.48315.115.119.70%1.00%6.20%
GROUPE EUROTUNNEL9.45.23.70%3.70%3.20%4.10%3.60%4.60%106.741.650.835.242.130.20.92.91.90%1.00%6.20%0.90%2.00%
GTT35.21.30.30%-1.10%0.30%-2.50%-5.80%0.20%1113.11116.133.611.116.116.1-9.40%1.00%6.20%8.30%8.30%
HAVAS8.43.56.70%5.70%7.20%6.50%7.80%7.60%8.10%26.21820.316.116.815.52.62.13.10%1.00%6.20%1.10%1.60%
HERMES INTL.444.146.96.20%5.40%5.50%6.60%6.10%6.90%6.70%7.20%77.240.450.235.838.832.818.412.74.50%0.710.711.00%6.20%0.70%1.10%
ICADE68.75.16.90%5.30%5.10%7.70%7.40%8.10%7.80%8.30%24.115.115.914.314.813.81.31.44.10%0.680.710.71.00%6.20%6.20%5.50%
ILIAD209.712.35.80%5.10%6.20%5.50%6.90%6.40%7.30%46.629.136.524.227.421.86.84.63.50%1.00%6.20%0.20%0.20%
IMERYS79.66.37.20%6.50%6.60%7.50%6.80%8.30%7.80%8.60%19.616.118.214.415.413.82.62.32.40%0.880.860.890.90.881.00%6.20%1.90%2.10%
INGENICO GROUP88.55.47.90%6.40%8.60%8.10%9.20%8.60%9.80%37.418.72116.818.615.45.83.64.50%1.00%6.20%0.60%1.20%
INNATE PHARMA11.70.616.10%16.10%15.70%16.60%-4761.6-119.324.527.3228.97.913.80%1.00%6.20%
IPSEN93.87.87.20%6.20%7.60%6.80%8.50%7.70%9.30%43.426.133.921.225.418.27.26.34.50%1.00%6.20%0.90%0.90%
IPSOS29.11.39.70%8.60%10.30%10.10%10.40%9.90%11.00%12.910.410.610.210.89.61.61.42.30%1.00%6.20%2.00%2.60%
JCDECAUX3375.30%6.60%4.80%5.50%5.20%5.80%5.40%6.20%3628.631.326.329.323.632.83.10%0.890.891.00%6.20%1.00%1.60%
KERINGCAC40242.530.66.70%6.90%6.10%7.10%6.30%7.90%7.30%8.40%27.621.62618.520.616.82.72.83.90%1.030.930.930.920.951.00%6.20%1.50%1.60%
KLEPIERRE36.511.56.10%5.70%6.00%6.20%4.50%7.80%7.60%8.00%21.819.728.914.915.414.51.91.62.90%0.740.730.770.750.751.00%6.20%4.10%4.60%
KORIAN28.42.34.80%4.00%5.30%5.30%5.30%4.70%5.80%28.520.720.620.823.518.71.21.13.50%1.00%6.20%2.00%1.80%
LAFARGEHOLCIM (PAR)CAC4055.533.65.00%9.50%3.80%5.50%3.80%6.70%5.80%7.50%29.619.629.61618.8141.11.13.50%1.371.371.371.371.371.00%6.20%2.80%2.80%
LAGARDERE GROUPE27.63.68.20%6.00%8.60%8.00%7.50%8.50%8.10%9.10%11.714.715.813.714.612.811.82.80%0.810.820.811.00%6.20%3.30%4.50%
LEGRANDCAC4056.5156.20%7.00%5.70%6.40%6.10%6.70%6.50%6.90%29.223.425.321.822.921.14.73.92.90%0.90.990.990.980.971.00%6.20%1.60%2.00%
L'OREALCAC40180.2101.26.10%5.90%5.50%6.40%6.00%6.70%6.50%7.00%36.826.929.624.525.823.25.54.43.40%0.790.770.710.690.781.00%6.20%1.20%1.60%
LVMHCAC40205.9104.46.90%7.30%6.30%7.20%6.60%7.80%7.40%8.10%32.324.128.121.122.719.64.94.24.00%1.020.981.021.021.011.00%6.20%1.20%1.60%
M6-METROPOLE TV20.92.67.20%5.40%7.20%7.10%6.80%7.50%7.20%7.80%1818.72017.518.616.73.84.42.30%0.680.750.711.00%6.20%4.60%4.10%
MERCIALYS17.51.67.20%6.60%7.50%7.00%8.10%7.50%8.50%16.116.117.614.816.113.91.22.12.40%1.00%6.20%4.90%6.60%
MICHELINCAC40113.920.58.90%6.60%7.70%9.50%8.60%10.30%9.60%11.00%16.712.614.211.412.410.62.42.13.00%0.890.920.971.020.911.00%6.20%1.80%2.30%
NATIXIS5.818.16.80%9.90%4.70%7.80%7.30%8.30%7.70%8.90%20.412.913.812.213.111.30.912.70%1.471.391.381.451.431.00%6.20%3.00%3.60%
NEOPOST361.211.80%13.80%10.80%10.60%11.00%10.00%12.70%7.79.69.89.410.48.11.61.22.20%1.00%6.20%10.40%8.40%
NEXANS48.62.16.70%9.20%6.80%6.70%4.20%9.10%8.30%9.90%14.617.630.812.313.711.311.52.80%1.311.361.311.321.331.00%6.20%1.80%
NEXITY46.12.57.70%6.60%8.20%6.90%9.60%8.90%10.40%18.817.222.41415.512.61.42.14.60%1.00%6.20%4.10%4.70%
NOKIA (PAR)CAC40529.48.30%7.70%11.70%6.60%6.60%6.60%5.30%7.40%9.117.417.317.422.715.31.51.72.00%1.11.071.091.00%6.20%6.10%3.40%
ORANGECAC4014.638.78.70%7.20%11.40%7.40%6.60%8.20%7.70%8.60%9.214.516.31313.812.31.31.32.40%0.971.031.011.0411.00%6.20%7.80%4.40%
ORPEA905.44.80%3.80%5.30%4.40%5.90%5.50%6.20%54.127.836.723.926.122.34.53.12.50%1.00%6.20%0.50%0.90%
PERNOD-RICARDCAC40110.929.46.50%6.40%6.10%6.70%6.10%7.20%6.90%7.60%24.620.623.318.519.717.42.72.33.30%0.890.840.80.760.871.00%6.20%1.40%1.60%
PEUGEOTCAC4018.915.39.60%9.80%9.60%5.30%13.80%13.20%14.20%28.611.522.47.88.17.50.61.43.10%1.411.441.571.621.431.00%6.20%1.50%
PLASTIC OMNIUM34.15.28.60%8.40%6.30%9.80%8.20%11.30%10.50%12.20%33.214.719.111.913.210.85.83.93.90%1.141.251.291.271.21.00%6.20%0.60%1.10%
PUBLICIS GROUPECAC4065.514.88.20%6.10%7.00%8.80%8.20%9.40%9.00%9.80%20.314.215.51313.812.332.23.20%0.770.850.860.820.811.00%6.20%1.40%2.00%
REMY COINTREAU91.84.65.60%6.00%5.40%5.60%5.10%6.10%5.80%6.50%40.637.546.431.435.728.34.24.13.90%0.810.811.00%6.20%1.70%1.60%
RENAULTCAC4081.424.111.90%10.70%6.90%14.40%11.70%17.00%16.60%17.30%14.26.78.15.65.85.610.83.60%1.541.491.61.591.561.00%6.20%2.20%2.80%
REXEL175.26.40%9.30%6.80%6.10%5.10%7.20%6.30%8.10%15.517.32114.716.812.91.21.12.70%1.351.331.241.191.341.00%6.20%2.50%3.80%
RUBIS91.94.26.60%5.50%7.20%6.40%8.00%7.60%8.50%31.419.523.316.818.215.63.12.53.50%1.00%6.20%1.80%2.40%
SAFRANCAC407029.28.10%7.50%6.50%8.90%8.40%9.30%8.70%10.00%31.417.619.216.318.114.85.24.64.10%1.061.061.030.971.051.00%6.20%1.10%1.90%
SAINT GOBAINCAC4048.126.76.70%8.50%7.00%6.50%5.50%7.60%6.90%8.30%15.817.621.614.816.613.51.31.42.80%1.111.261.261.31.211.00%6.20%2.80%2.60%
SANOFICAC4084.6109.38.40%6.70%8.80%8.20%8.00%8.40%8.10%8.80%13.614.715.214.314.913.621.93.00%0.960.890.880.890.921.00%6.20%3.10%3.40%
SARTORIUS STEDIM BIOTECH63.25.87.60%6.50%8.10%7.40%8.80%8.30%9.40%80.132.942.726.831.122.811.48.95.70%1.00%6.20%0.20%0.40%
SCHNEIDER ELECTRIC SECAC4068.640.67.10%8.50%7.00%7.20%6.90%7.50%7.00%8.00%18.417.118.116.317.715.12.21.92.90%1.191.221.281.31.211.00%6.20%2.60%2.90%
SCOR SE35.46.88.80%7.30%8.30%9.10%9.20%9.10%8.80%9.30%13.411.211.111.211.510.91.313.60%1.060.950.930.881.011.00%6.20%3.30%4.00%
SEB130.96.67.00%6.10%7.50%6.00%9.00%8.40%9.60%31.220.830.415.917.614.64.63.93.70%1.00%6.20%1.00%1.10%
SES FDR (PAR)21.8107.50%8.60%7.00%6.40%7.50%7.10%8.10%16.919.221.617.218.515.83.11.84.00%1.00%6.20%3.80%4.70%
SFR GROUP29.5134.60%2.70%5.60%2.90%7.30%6.20%8.50%69.823.261.716.420.313.72.22.22.20%1.00%6.20%
SOCIETE GENERALECAC4047.638.47.20%10.50%6.20%7.80%6.90%8.60%8.00%9.10%13.310.511.59.610.29.20.70.63.10%1.531.531.581.681.531.00%6.20%2.60%3.00%
SODEXOCAC40110.316.95.90%5.30%5.00%6.30%5.70%6.90%6.50%7.20%32.522.625.92021.618.75.64.72.40%0.670.70.710.680.681.00%6.20%1.50%2.00%
SOITEC39.71.214.30%14.30%12.90%15.90%-5.4-5.4-2.644.9118.5260.825.612.60%1.00%6.20%
SOLVAYCAC40114.612.18.10%7.60%7.70%8.40%8.00%8.70%8.10%9.20%16.113.814.513.214.512.41.61.43.80%1.111.031.051.061.061.00%6.20%2.00%2.10%
SOPRA STERIA GROUP133.72.78.20%7.10%8.70%7.80%9.60%9.00%10.20%20.714.516.812.813.911.93.62.33.20%1.00%6.20%1.10%1.40%
SPIE22.63.58.10%7.40%8.50%7.40%9.20%8.50%9.80%17.614.817.613.414.912.52.52.52.90%1.00%6.20%1.10%1.10%
STMICROELECTRONICS (PAR)14.313.15.90%9.40%5.90%4.20%7.60%6.80%8.30%86.829.258.919.423.217.32.32.83.80%1.371.341.351.41.351.00%6.20%1.80%2.00%
SUEZ14.88.47.00%6.20%6.70%7.20%6.40%7.90%7.20%8.40%18.718.421.216.218.4151.61.83.90%0.80.890.920.870.841.00%6.20%4.10%4.50%
TARKETT40.52.66.50%5.90%6.80%5.50%8.10%7.60%8.60%26.121.128.916.618.115.33.12.93.10%1.00%6.20%1.00%1.30%
TECHNICOLOR4.31.811.60%11.60%11.10%12.00%9.80%13.40%-310.210.79.712.48.513.22.50%1.00%6.20%0.30%0.90%
TECHNIPFMCCAC4030.414.27.60%7.60%7.60%6.60%8.60%191923.115.82.30%1.00%6.20%
TELEPERFORMANCE101.35.96.70%5.40%7.40%5.90%8.90%8.40%9.50%39.82130.715.917.414.743.33.80%1.00%6.20%0.60%1.00%
TF1 (TV.FSE.1)11.22.36.20%7.00%5.70%5.30%6.20%5.50%7.10%1619.621.51820.715.51.41.32.60%1.00%6.20%5.10%3.30%
THALES90.719.27.00%5.70%7.60%6.70%8.50%8.00%9.00%32.320.124.616.918.815.74.34.33.40%1.00%6.20%1.10%1.40%
TOTALCAC4047.4116.310.00%7.60%11.30%9.40%9.30%9.60%8.60%10.40%9.31111.110.812.19.91.51.31.50%1.031.11.071.041.061.00%6.20%5.10%5.20%
UBISOFT ENTM.404.67.90%7.90%9.30%8.40%10.50%77.63570.823.330.118.54.84.56.50%1.00%6.20%
UNIBAIL-RODAMCOCAC40219.121.85.90%6.20%5.40%6.10%5.80%6.50%6.20%6.70%21.618.719.917.718.5171.31.33.20%0.840.840.90.880.841.00%6.20%3.80%4.50%
VALEOCAC4062.414.98.60%8.70%6.20%9.80%8.70%10.90%10.10%11.70%37.915.218.41314.511.96.14.24.30%1.231.261.331.361.241.00%6.20%0.70%1.20%
VALLOUREC6.22.813.80%15.90%3.1-9.1-6.8-14-5.655.70.30.57.40%1.00%6.20%18.70%5.30%
VEOLIA ENVIRONNEMENTCAC4017.69.96.40%6.20%6.60%6.30%5.60%7.00%6.30%7.60%15.516.71914.916.913.71.11.22.40%0.820.850.910.990.831.00%6.20%5.40%4.20%
VICAT66.636.50%6.40%7.20%6.20%5.30%7.20%6.30%8.00%16.118.722.715.918.5141.41.33.60%0.880.850.840.871.00%6.20%2.40%2.30%
VINCICAC4074.343.87.60%5.90%7.00%7.90%7.40%8.40%8.00%8.80%19.716.317.71515.914.23.12.62.80%0.760.820.880.950.791.00%6.20%2.40%2.50%
VIVENDICAC4018.223.55.80%6.70%9.50%4.00%4.80%4.10%5.50%10.827.73522.927.219.71.11.13.60%10.880.890.840.921.00%6.20%8.50%11.70%
WENDEL118.85.63.20%6.80%4.20%2.70%1.60%3.80%3.10%4.40%16.923.431.518.621.516.72.42.2-2.90%0.890.960.9410.931.00%6.20%1.40%1.70%
WORLDLINE29.23.96.60%6.00%6.80%6.00%7.40%6.90%7.90%32.925.832.922.625.620.25.45.43.70%1.00%6.20%
ZODIAC AEROSPACE23.56.95.60%5.70%5.60%5.30%5.80%3.60%8.10%25.924.526.123.14815.23.22.22.70%1.00%6.20%1.10%1.40%
1. COMPANY/INDEX2. CAC403. PRICE (E) - 03/31/174. MKT CAP (bnE) - 03/31/175. 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 - AverageNANA35.97.70%7.50%7.60%7.80%7.10%8.50%7.90%9.00%20.516.919.515.316.814.12.52.33.20%1.031.041.051.081.041.00%6.20%3.00%2.90%
CAC40 - MedianNANA287.50%7.20%7.00%7.50%6.90%8.30%7.80%8.70%19.716.919.21516.713.721.93.10%1.010.9911.0211.00%6.20%2.40%2.40%
CAC40 - Standard deviationNANA27.91.40%1.40%2.30%1.70%1.60%2.10%2.10%2.10%9.556.34.45.141.71.70.80%0.220.220.240.260.220.00%0.00%2.20%2.00%
SBF120 - AverageNANA16.37.70%7.40%7.20%7.50%6.80%8.40%7.80%9.00%22.818.121.7161915.93.23.13.80%1.031.051.061.11.031.00%6.20%2.70%2.80%
SBF120 - MedianNANA7.17.20%7.10%6.60%7.40%6.70%8.10%7.60%8.60%20.417.720.615.917.514.52.32.23.30%10.990.991.040.981.00%6.20%1.80%2.10%
SBF120 - Standard deviationNANA21.92.30%1.50%2.80%2.00%2.20%2.70%2.60%3.00%23.510.421.48.512.59.33.23.43.00%0.250.230.240.260.240.00%0.00%2.80%2.20%