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: 03/07/2021
1. COMPANY/INDEX2. CAC403. PRICE (E) - 26/02/20214. MKT CAP (bnE) - 26/02/20215. 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)
Accor SA34.68.99.2%10.4%-164.2-30.3-13.8157.0-33.031.31.91.66.2%1.421.361.311.291.390.0%7.5%3.6%2.9%
Aeroports de Paris SA105.210.46.7%9.9%6.2%6.9%35.5700.3-308.3164.0-32.227.42.42.35.9%1.351.291.251.161.320.0%7.5%1.9%2.5%
Air France-KLM SA5.62.422.1%11.3%22.1%-2.1-1.7-1.1-3.4-1.17.61.3-3.46.9%1.501.500.0%7.5%1.1%
Airbus SECAC4095.975.26.2%13.6%5.9%6.3%8.1%6.3%9.6%56.347.0358.525.246.018.39.09.94.6%1.851.781.761.671.820.0%7.5%0.7%1.4%
Albioma40.41.36.4%5.8%6.7%6.2%7.3%6.8%7.8%30.122.725.820.322.418.53.22.93.6%0.0%7.5%1.9%1.5%
ALD S.A.12.14.911.0%8.6%9.9%11.5%11.7%11.3%10.9%11.6%11.69.18.99.29.69.01.81.22.8%1.131.151.141.141.140.0%7.5%
Alstom SACAC4041.315.36.5%4.5%7.5%7.1%7.9%6.9%9.3%56.420.922.919.224.115.22.62.54.5%0.0%7.5%1.5%0.2%
Alten S.A.91.63.18.0%8.3%7.3%8.3%7.4%9.2%8.2%10.1%29.622.428.218.622.816.04.64.35.0%1.111.101.111.041.110.0%7.5%0.9%1.1%
Amundi SA63.012.78.9%8.0%7.2%9.8%9.1%10.4%10.2%10.7%17.412.613.711.612.011.31.72.13.5%1.061.081.091.061.070.0%7.5%0.7%2.3%
Aperam S.A.34.72.89.1%10.6%9.1%7.7%10.4%10.1%10.7%24.712.114.510.310.710.11.11.25.5%1.421.421.331.321.420.0%7.5%1.4%3.5%
ArcelorMittalCAC4019.420.96.5%13.0%6.5%2.0%11.0%9.3%13.0%-19.513.132.08.29.67.00.40.61.7%1.731.731.681.701.730.0%7.5%6.0%
Arkema S.A.91.57.08.1%6.9%8.0%8.2%8.1%8.2%7.4%9.0%15.413.914.013.815.612.41.71.33.8%0.890.950.960.940.920.0%7.5%1.6%2.2%
Atos SECAC4064.67.18.7%7.7%7.1%9.4%6.8%12.1%11.1%13.1%16.210.715.08.39.17.71.51.03.0%0.991.061.071.021.020.0%7.5%1.0%1.8%
AXA SACAC4020.849.79.1%10.0%7.7%9.8%6.7%12.9%12.3%13.5%11.69.112.77.17.56.80.80.72.9%1.351.301.271.331.330.0%7.5%4.2%5.2%
bioMérieux S.A.105.212.45.3%4.5%5.7%5.2%6.1%6.0%6.3%58.133.539.429.230.327.77.35.63.3%0.0%7.5%0.3%0.3%
BNP Paribas SACAC4049.361.59.3%11.5%8.4%9.8%9.7%9.9%8.7%10.8%9.88.38.48.39.27.70.60.62.8%1.551.511.461.511.530.0%7.5%4.0%4.5%
Bolloré SE4.011.66.5%0.0%-4.0%-4.6%-3.5%-2.0%27.351.872.440.425.21.41.8-13.0%0.850.880.910.890.870.0%7.5%1.0%1.5%
Bouygues SACAC4033.612.88.5%9.0%7.0%9.3%9.3%9.3%7.9%11.0%16.011.511.511.513.89.61.31.23.2%1.211.191.191.161.200.0%7.5%5.0%4.9%
Bureau Veritas SA22.410.16.9%5.7%6.6%7.0%6.3%7.8%7.3%8.2%31.928.035.123.325.921.18.58.53.9%0.740.770.800.780.760.0%7.5%1.7%2.3%
Capgemini SECAC40133.222.47.0%8.9%6.0%7.6%6.3%8.8%8.2%9.3%30.319.826.215.917.514.73.43.03.8%1.181.201.211.151.190.0%7.5%0.9%1.0%
Carmila S.A.12.51.814.6%9.2%18.615.960.69.29.98.30.90.510.6%1.241.201.220.0%7.5%1.2%4.0%
Carrefour SACAC4014.411.76.2%6.2%10.5%9.8%11.2%42.217.370.29.910.79.31.11.22.8%0.0%7.5%5.9%4.9%
Casino. Guichard-Perrachon Société Anonyme26.62.95.1%2.8%6.2%5.5%6.9%17.3-59.3-9.012.814.211.80.40.62.2%0.0%7.5%11.4%12.0%
CGG1.00.717.1%0.014.56.5-66.3-7.99.20.00.511.8%2.262.292.280.0%7.5%
CNP Assurances SA14.910.211.7%12.3%9.4%12.8%12.2%13.3%12.8%13.8%8.67.27.57.07.26.80.60.84.2%1.681.601.531.491.640.0%7.5%5.4%5.3%
COFACE SA9.11.37.6%12.0%6.4%8.2%7.8%8.6%5.9%10.8%12.611.011.510.614.88.60.60.72.0%1.661.531.491.481.600.0%7.5%0.7%2.3%
Compagnie de Saint-Gobain S.A.CAC4044.423.75.9%10.0%4.3%6.7%3.8%9.6%8.9%10.2%26.916.531.511.212.210.51.31.33.0%1.351.331.331.301.340.0%7.5%3.0%2.9%
Compagnie Générale des Établissements Michelin Société en commandite par actionsCAC40119.821.48.6%7.3%8.2%8.8%7.7%9.9%8.9%10.6%15.313.315.711.613.210.72.01.73.3%0.960.990.990.970.980.0%7.5%1.7%2.4%
Compagnie Plastic Omnium SA29.74.38.4%9.8%8.2%8.4%6.4%10.5%9.4%11.4%18.415.923.612.013.910.73.02.14.2%1.261.341.331.291.300.0%7.5%0.9%1.5%
Covivio69.76.610.0%9.1%10.8%9.7%13.9%5.5%5.2%5.7%8.99.56.815.816.515.30.90.82.7%1.271.171.131.081.220.0%7.5%7.8%6.3%
Crédit Agricole S.A.CAC4011.633.96.9%11.4%3.7%8.6%8.4%8.7%7.4%9.8%16.88.99.18.810.08.10.60.53.0%1.541.501.451.481.520.0%7.5%4.1%4.5%
Danone S.A.CAC4056.536.77.8%7.2%8.1%7.8%8.4%7.9%8.7%19.016.617.315.917.115.22.73.23.0%0.0%7.5%2.6%2.9%
Dassault Aviation SA893.07.46.6%8.4%5.2%7.4%6.8%7.9%6.8%9.1%17.612.813.712.013.710.51.81.6-1.2%1.131.121.111.041.130.0%7.5%1.1%1.3%
Dassault Systèmes SECAC40171.944.96.1%4.4%5.6%6.4%5.7%7.1%6.8%7.4%98.150.679.237.241.033.811.68.95.0%0.580.580.0%7.5%0.2%0.3%
Edenred SA45.911.38.3%7.5%7.8%8.5%8.1%8.9%8.5%9.3%48.935.140.630.835.227.6-7.8-8.25.1%0.990.990.980.970.990.0%7.5%1.2%1.7%
Eiffage SA85.28.48.5%9.8%6.8%9.4%7.6%11.1%9.9%12.0%21.113.718.011.012.710.02.42.43.5%1.331.291.271.211.310.0%7.5%1.6%1.7%
Electricité de France S.A.9.930.77.8%7.9%10.6%6.4%5.7%7.1%6.1%8.4%8.112.914.311.813.510.30.60.72.5%1.071.021.050.0%7.5%12.3%10.5%
Elior Group SA6.71.26.2%14.3%6.2%78.2-23.4-8.531.7-35.214.00.80.84.2%1.961.851.751.621.910.0%7.5%1.6%5.3%
Elis SA14.33.24.9%12.5%4.9%6.6%4.8%7.8%-9.821.433.915.621.513.12.01.13.5%1.711.631.581.421.670.0%7.5%0.5%1.7%
ENGIE SACAC4012.129.28.1%8.1%8.1%7.5%8.6%-43.226.3-81.811.312.110.70.60.95.2%1.081.081.061.051.080.0%7.5%11.3%7.6%
ERAMET S.A.61.41.612.4%12.4%10.1%13.9%-8.5-40.2-6.08.510.57.50.81.33.0%0.0%7.5%3.5%
EssilorLuxottica Société anonymeCAC40135.059.05.2%6.1%5.6%4.9%5.0%4.9%5.7%39.136.435.337.672.128.53.92.24.1%0.820.810.790.780.810.0%7.5%0.7%0.9%
Eurazeo SE61.44.77.4%8.5%7.0%7.6%6.3%8.8%12.1%15.712.715.211.027.98.11.20.94.2%1.151.121.111.071.140.0%7.5%1.5%1.6%
Eurofins Scientific SE73.614.15.9%4.9%6.4%5.3%7.4%7.2%7.4%89.833.450.425.025.824.67.84.34.4%0.0%7.5%0.1%0.2%
Euronext N.V.89.26.28.3%7.3%8.8%8.0%9.6%9.3%9.9%31.820.424.417.618.616.610.66.64.6%0.0%7.5%0.4%1.3%
Eutelsat Communications S.A.10.02.313.3%15.3%12.3%13.2%11.4%11.2%11.8%6.57.97.38.58.68.20.90.92.3%0.0%7.5%9.9%11.6%
Faurecia S.E.42.85.910.0%10.9%8.3%10.8%7.1%14.6%11.3%17.3%17.611.018.77.710.46.42.11.54.9%1.431.471.481.441.450.0%7.5%0.7%1.5%
Fnac Darty SA50.31.37.5%10.7%3.2%9.6%7.8%11.5%9.8%13.1%40.911.414.49.411.28.11.41.52.7%1.441.411.311.241.420.0%7.5%
Gaztransport & Technigaz SA69.62.611.0%7.2%10.2%11.5%11.8%11.2%10.8%11.6%22.016.515.717.318.616.120.012.15.9%0.970.960.960.0%7.5%1.7%3.8%
Gecina SA114.78.410.7%6.9%11.6%10.3%17.1%3.5%3.3%3.7%8.38.65.420.621.219.40.90.73.3%0.950.910.910.870.920.0%7.5%3.9%4.4%
Getlink SE13.67.35.6%8.0%5.6%5.5%5.6%6.9%83.373.574.872.2-564.036.53.85.85.1%1.101.020.980.951.060.0%7.5%0.9%1.7%
Hermès International Société en commandite par actionsCAC40923.296.66.6%4.7%6.2%6.7%6.5%7.0%6.8%7.2%87.456.666.049.555.744.621.214.65.3%0.610.630.620.620.620.0%7.5%0.2%0.4%
Icade SA61.24.55.4%7.6%2.7%6.8%4.3%9.2%8.9%9.6%42.916.628.011.812.211.31.21.42.4%1.031.000.990.941.020.0%7.5%6.0%6.4%
iliad S.A.146.610.38.9%7.9%9.4%11.5%7.3%5.0%9.2%18.613.510.518.833.013.83.12.13.8%0.0%7.5%0.2%0.3%
Imerys S.A.42.73.66.8%9.4%5.8%7.3%6.8%7.9%18.632.0-120.414.115.313.11.21.12.9%1.261.241.221.201.250.0%7.5%3.7%4.2%
Ipsen S.A.70.75.87.7%5.1%9.0%6.4%11.6%11.3%11.9%27.813.119.89.810.19.44.13.02.0%0.0%7.5%1.2%1.2%
Ipsos SA32.11.48.8%7.0%7.6%9.4%8.3%10.6%9.9%11.3%15.111.413.210.110.99.41.41.33.2%0.930.930.0%7.5%2.1%2.5%
JCDecaux SA19.64.28.1%7.5%8.4%20.840.418.7-256.8-23.929.91.71.86.7%0.0%7.5%1.8%2.8%
Kaufman & Broad S.A.36.70.810.4%9.4%10.9%10.4%11.4%11.2%11.8%14.311.512.210.911.210.43.72.93.4%0.0%7.5%3.1%3.0%
Kering SACAC40524.965.67.5%7.7%6.1%8.1%7.5%8.7%8.2%9.2%44.223.927.820.923.618.95.76.04.7%1.021.031.081.051.020.0%7.5%0.7%0.8%
Klépierre SA19.65.65.9%13.3%7.5%5.1%9.7%8.7%10.4%12.214.846.88.89.68.30.80.62.4%1.781.780.0%7.5%7.9%8.9%
Korian28.83.04.2%6.8%3.9%4.3%5.4%4.6%5.8%27.221.728.417.520.316.41.10.93.6%0.920.910.910.0%7.5%2.2%2.1%
L'Air Liquide S.A.CAC40124.758.86.9%4.6%6.6%7.0%6.6%7.4%7.2%7.8%27.723.225.621.322.719.93.73.14.0%0.610.630.680.720.620.0%7.5%1.5%1.7%
L'Oréal S.A.CAC40302.8169.55.8%5.2%5.5%6.0%5.7%6.3%6.1%6.4%51.539.344.735.037.433.06.85.84.1%0.690.710.720.700.700.0%7.5%0.8%1.0%
La Française des Jeux Société anonyme37.47.15.7%4.7%6.3%5.6%6.9%6.6%7.3%67.231.740.726.028.423.917.611.53.4%0.0%7.5%
Lagardère SCA22.32.99.4%9.4%31.8-189.0-31.346.8-29.515.61.32.15.7%0.0%7.5%6.1%5.9%
Legrand SACAC4071.919.27.0%7.3%6.5%7.3%7.0%7.6%7.4%7.8%29.623.124.921.522.620.54.63.94.0%0.960.970.970.940.970.0%7.5%1.4%1.6%
LVMH Moët Hennessy - Louis Vuitton. Société EuropéenneCAC40525.0264.56.7%6.9%6.2%7.0%6.5%7.5%7.1%7.8%53.835.342.730.133.727.48.97.34.8%0.900.930.970.960.920.0%7.5%0.5%0.7%
Maisons du Monde S.A.15.00.78.7%8.7%9.4%8.1%6.5%9.7%70.512.211.313.316.710.92.81.14.6%0.0%7.5%0.2%0.7%
McPhy Energy S.A.27.80.8-31.3-59.7-44.0-93.0-75.1-137.224.731.717.4%0.0%7.5%
Mercialys9.00.812.2%9.2%14.0%11.3%10.9%11.7%11.5%12.0%7.19.19.58.89.08.61.01.22.4%1.261.201.161.081.230.0%7.5%12.0%11.9%
Métropole Télévision S.A.16.62.110.3%5.7%9.5%10.7%11.4%10.1%9.3%10.7%12.410.59.911.312.510.62.92.42.2%0.760.760.0%7.5%5.7%5.2%
Natixis S.A.4.012.77.1%13.9%7.6%6.8%6.8%6.8%4.9%8.4%10.411.611.511.614.99.80.60.63.2%1.881.831.761.781.850.0%7.5%4.8%6.7%
Neoen S.A.48.44.19.6%9.6%590.2129.2248.887.3123.564.619.77.89.3%0.0%7.5%
Nexans S.A.64.42.88.6%8.3%8.6%7.4%9.8%-28.232.3-251.415.218.512.81.62.23.7%1.091.141.110.0%7.5%1.4%0.3%
Nexity SA40.52.28.4%8.8%6.6%9.3%8.8%9.7%8.2%11.4%18.612.413.111.714.19.81.31.35.7%1.211.141.161.061.170.0%7.5%5.1%5.5%
Orange S.A.CAC409.525.410.0%5.2%7.9%11.0%11.2%10.9%10.3%11.5%11.98.68.48.79.28.20.80.82.2%0.700.680.690.710.690.0%7.5%11.2%6.6%
Orpea SA99.56.45.6%5.6%5.6%5.3%5.9%4.9%6.7%38.131.534.828.840.823.53.02.24.5%0.0%7.5%0.5%0.9%
Pernod Ricard SACAC40157.441.05.9%5.5%5.6%6.0%5.4%6.6%6.1%7.0%35.329.836.425.228.422.73.12.74.1%0.750.730.720.710.740.0%7.5%1.0%1.3%
Publicis Groupe S.A.CAC4048.511.68.4%8.0%7.1%9.1%7.8%10.3%10.2%10.4%16.512.314.510.710.810.51.71.62.6%1.081.061.070.0%7.5%2.1%3.3%
Rémy Cointreau SA158.07.95.5%5.3%5.6%5.5%5.8%5.4%6.1%67.754.158.850.261.043.46.25.54.6%0.0%7.5%1.0%1.0%
Renault SACAC4037.110.110.7%12.9%7.4%12.4%20.7%7.252.6-6.35.112.73.60.30.33.3%1.751.691.631.601.720.0%7.5%4.6%6.8%
Rexel S.A.15.64.74.5%12.3%3.7%4.9%8.9%7.6%10.1%27.522.1169.011.813.910.31.01.13.3%1.671.621.581.541.650.0%7.5%3.0%3.4%
Robertet SA957.02.24.6%5.1%4.4%5.6%58.384.842.46.95.34.0%0.0%7.5%0.3%0.4%
Rubis38.03.98.2%6.0%7.1%8.8%8.5%9.1%8.4%9.6%19.013.614.113.114.312.22.01.63.7%0.790.810.790.800.0%7.5%2.5%3.2%
Safran SACAC40113.348.37.6%12.4%7.5%7.7%7.2%8.2%7.2%9.0%37.530.435.426.736.221.75.63.95.9%1.691.611.571.511.650.0%7.5%0.8%1.2%
SanofiCAC4075.895.28.1%6.5%8.8%7.9%9.8%9.1%10.3%18.512.714.511.412.310.81.61.52.8%0.0%7.5%3.6%3.9%
Sartorius Stedim Biotech S.A.362.033.46.9%6.4%7.1%6.7%7.5%7.2%7.8%218.581.3123.160.773.552.241.226.96.1%0.0%7.5%0.1%0.1%
Schneider Electric S.E.CAC40122.968.16.2%7.8%5.5%6.5%5.9%7.2%6.8%7.5%33.524.729.321.423.319.93.33.23.6%1.021.061.071.081.040.0%7.5%1.5%1.6%
SCOR SE27.55.18.4%10.2%8.2%8.5%5.7%11.3%9.2%12.9%11.310.815.58.310.07.30.80.83.4%1.401.301.241.261.350.0%7.5%4.5%5.6%
SEB SA135.27.57.2%6.2%7.7%7.1%8.3%7.7%8.9%25.817.819.916.117.614.73.93.03.0%0.0%7.5%0.9%1.1%
SES S.A.6.63.08.4%17.7%3.8%4.5%3.1%3.7%5.220.317.923.525.920.60.70.72.8%0.0%7.5%
Société BIC SA46.52.111.2%12.5%10.6%11.0%10.2%9.4%11.0%8.510.29.810.611.59.71.31.33.5%0.0%7.5%5.2%7.1%
Société Générale Société anonymeCAC4020.517.45.0%12.5%6.4%4.3%2.9%5.7%9.6%7.28.49.57.511.05.80.30.32.8%1.701.621.581.641.660.0%7.5%5.6%8.9%
Sodexo S.A.79.211.66.3%9.4%6.7%6.1%5.2%7.0%5.0%8.4%22.926.334.421.337.716.43.43.23.3%1.301.211.151.081.250.0%7.5%2.3%3.3%
Soitec S.A.175.25.810.6%10.6%10.4%10.9%9.9%11.8%-21.251.357.746.282.632.64.713.59.4%0.0%7.5%
Solutions 30 SE9.71.08.6%6.5%9.7%8.9%10.4%9.0%11.4%63.120.223.717.623.215.022.010.85.2%0.0%7.5%
Solvay SA101.110.56.3%8.1%3.3%7.7%6.8%8.6%33.335.5-56.213.515.412.11.11.12.7%1.071.081.081.071.080.0%7.5%3.2%3.4%
Sopra Steria Group SA134.72.78.0%8.3%6.9%8.5%6.5%10.5%9.5%11.5%20.614.620.511.312.810.12.52.03.4%1.091.121.141.110.0%7.5%1.3%1.5%
SPIE SA18.62.96.9%10.7%5.3%7.7%6.7%8.8%7.4%9.8%30.616.319.614.017.212.22.82.03.3%1.441.471.391.331.430.0%7.5%0.6%1.9%
Stellantis N.V.CAC4013.441.913.5%10.7%13.5%19.6%7.4%13.8%-11.46.24.510.06.10.50.64.1%1.421.421.421.421.420.0%7.5%
STMicroelectronics N.V.CAC4032.028.96.1%10.2%4.2%7.1%6.4%7.7%7.2%8.1%88.624.529.121.223.419.55.24.43.9%1.331.381.411.361.360.0%7.5%0.9%0.5%
Suez SA17.310.84.1%4.1%4.2%6.1%5.4%6.7%34.333.995.720.624.018.31.71.72.9%0.0%7.5%3.6%3.8%
TechnipFMC plc6.71.915.2%9.1-2.8-1.439.2-586.220.30.20.53.3%2.052.001.921.922.030.0%7.5%
Teleperformance SECAC40293.13.16.3%6.2%5.4%6.8%5.9%7.6%7.2%8.0%72.334.448.926.629.624.18.77.04.5%0.810.830.840.820.0%7.5%0.2%0.4%
Télévision Française 1 Société anonyme7.217.28.2%6.4%7.3%8.6%7.4%9.8%9.1%10.5%13.211.413.210.010.99.40.90.92.1%0.850.850.0%7.5%7.8%6.4%
Thales S.A.CAC4078.41.58.7%7.9%7.4%9.4%7.8%11.0%9.8%12.0%21.314.619.011.913.710.53.33.03.8%1.061.041.000.931.050.0%7.5%1.4%1.8%
TOTAL SECAC4038.416.77.0%9.7%7.7%6.7%4.6%8.8%7.5%9.5%13.215.122.011.413.410.61.01.01.7%1.321.281.241.211.300.0%7.5%8.3%7.3%
Trigano S.A.155.5100.87.5%5.5%8.4%7.8%9.1%8.7%9.4%33.416.017.814.415.413.85.33.33.1%0.0%7.5%0.3%0.7%
Ubisoft Entertainment SA67.63.07.1%7.1%8.9%8.5%9.5%193.042.4202.723.726.320.87.37.35.5%0.0%7.5%
Unibail-Rodamco-Westfield SECAC4060.88.317.5%12.5%19.9%16.4%15.6%16.8%6.0-28.7-5.17.88.37.60.40.3-1.7%1.741.651.651.651.670.0%7.5%
Valeo SA29.28.49.4%11.8%8.3%9.9%6.4%12.6%15.727.3-99.412.020.49.12.01.63.9%1.581.591.551.471.570.0%7.5%1.9%3.5%
Vallourec S.A.40.57.0-0.7-1.2-0.7-5.2-3.1-24.60.10.413.0%0.0%7.5%139.6%27.5%
Veolia Environnement S.A.CAC4022.40.56.5%7.9%6.5%4.9%8.2%7.2%9.1%133.520.030.115.017.613.31.61.93.2%1.061.041.021.001.050.0%7.5%4.3%3.4%
Verallia Société Anonyme30.512.76.9%4.1%8.3%6.4%10.2%9.5%10.9%111.618.929.813.815.312.736.511.53.3%0.0%7.5%
VINCI SACAC4086.03.87.1%9.1%6.7%7.3%6.8%7.8%6.8%8.6%19.817.218.915.818.914.02.82.32.6%1.221.201.211.181.210.0%7.5%2.1%2.3%
Virbac SA202.548.65.3%5.3%5.2%3.9%6.5%6.1%6.8%38.037.673.625.328.623.44.03.63.6%0.0%7.5%0.7%0.3%
Vivendi SA28.61.75.2%4.7%4.0%5.8%4.9%6.7%6.2%7.2%42.324.732.020.222.418.31.92.03.5%0.600.640.670.710.620.0%7.5%5.0%6.5%
Wendel94.733.66.8%8.6%6.8%5.2%8.1%-62.4136.9-25.818.726.314.91.71.93.1%1.151.151.151.081.150.0%7.5%1.6%1.6%
Worldline S.A.CAC4073.84.15.2%7.4%4.8%5.4%4.2%6.6%6.0%7.0%73.037.767.226.230.423.36.53.04.1%0.941.031.040.980.0%7.5%
1. COMPANY/INDEX2. CAC403. PRICE (E) - 26/02/20214. MKT CAP (bnE) - 26/02/20215. 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 - MoyenneNANA41.77.62%8.70%6.70%7.60%6.90%8.80%8.20%9.90%32.521.832.617.621.615.63.633.50%1.161.171.161.161.150.01%7.60%2.90%2.90%
CAC40 - MédianeNANA25.47.00%8.00%6.40%7.20%6.70%8.20%7.50%9.30%26.919.824.91517.313.32.62.23.60%1.081.071.081.151.070.01%7.00%1.60%1.80%
CAC40 - Ecart typeNANA492.31%2.60%2.60%1.80%2.90%2.20%1.90%2.90%32.915.558.810.114.29431.30%0.360.330.320.320.350.00%2.80%2.40%
SBF120 - MoyenneNANA19.17.95%9.10%6.90%7.80%7.40%8.70%8.00%9.70%32.92522.2177.814.44.13.23.90%1.221.221.21.181.210.00%7.90%4.20%3.40%
SBF120 - MédianeNANA7.47.50%8.60%6.60%7.70%6.80%8.70%7.60%9.60%20.716.518.413.814.912.71.81.83.60%1.151.151.161.151.150.01%7.50%1.70%2.30%
SBF120 - Ecart typeNANA33.82.59%2.60%2.90%2.40%3.00%2.50%2.10%3.00%65.469.565.836.379.817.46.64.72.80%0.360.330.30.290.350.00%13.60%3.60%