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: 03/19/2019
1. COMPANY/INDEX2. CAC403. PRICE (E) - 28/02/20194. MKT CAP (bnE) - 28/02/20195. 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 CAC4037.110.24.9%7.4%4.9%6.8%6.0%7.6%219.830.272.619.122.516.62.21.83.7%0.940.991.050.960.6%7.1%3.4%2.8%
Aéroports de Paris 170.616.95.8%5.2%6.0%5.9%6.2%5.9%6.4%39.929.130.627.829.826.14.13.63.6%0.6%7.1%1.2%1.6%
Air France-KLM 10.94.612.3%12.3%6.4%18.2%15.8%21.0%-5.39.220.36.07.05.11.12.02.8%0.6%7.1%0.6%
Airbus CAC40113.688.17.2%9.6%5.4%8.1%6.2%10.0%9.1%10.9%58.123.040.516.018.814.19.910.74.1%1.371.221.221.261.270.6%7.1%0.6%1.2%
ALD 12.75.112.4%9.3%13.9%13.6%14.2%13.8%14.7%16.68.99.28.79.08.33.52.44.7%0.6%7.1%0.3%1.0%
Alstom 38.28.57.1%5.5%7.9%7.5%8.3%30.239.0-130.517.018.415.92.52.33.6%0.6%7.1%1.6%0.2%
Alten 90.73.07.6%8.2%6.3%8.3%6.6%10.1%9.7%10.5%39.121.534.315.616.714.75.85.64.5%1.081.080.6%7.1%0.9%1.1%
Altran Technologies 9.32.49.5%6.1%11.2%8.6%13.8%12.7%14.9%31.512.318.09.310.48.42.52.64.8%0.6%7.1%0.7%2.1%
Amundi58.811.88.5%8.6%7.0%9.3%8.4%10.2%9.8%10.6%18.213.415.411.912.611.41.72.13.5%1.231.041.140.6%7.1%1.0%3.3%
Aperam 28.72.410.4%9.7%10.4%10.6%10.2%9.0%11.0%26.59.39.19.510.68.71.20.95.8%1.291.290.6%7.1%1.7%4.3%
ArcelorMittalCAC4020.220.414.7%10.7%14.7%15.0%14.4%14.1%14.6%-111.36.16.06.26.36.10.30.62.7%1.441.440.6%7.1%5.8%
Arkema 88.66.89.5%9.0%7.7%10.4%9.4%11.5%11.1%12.0%16.910.812.39.710.19.31.91.43.9%1.231.131.231.261.200.6%7.1%1.6%2.2%
Atos CAC4084.49.08.8%5.6%10.4%8.1%12.6%12.1%13.0%24.610.914.48.79.18.42.41.72.7%0.6%7.1%0.8%1.4%
AXA CAC4022.353.19.2%7.6%10.1%8.0%12.1%11.8%12.4%12.59.211.37.87.97.60.90.82.8%0.951.291.191.180.6%7.1%3.9%4.9%
BioMérieux 72.58.56.9%6.3%7.1%6.7%7.6%7.3%7.9%48.531.837.227.830.725.36.14.75.1%0.6%7.1%0.5%0.5%
BNP Paribas CAC4045.156.310.6%9.2%9.4%11.2%11.1%11.3%10.6%11.7%8.97.47.47.37.77.10.60.52.9%1.091.411.201.201.230.6%7.1%4.4%4.9%
Bollore3.911.44.8%7.9%5.0%4.7%4.8%4.5%4.4%4.6%26.330.529.331.833.131.01.61.73.4%1.061.001.030.991.030.6%7.1%1.0%1.6%
Bouygues CAC4033.312.48.9%8.2%7.5%9.6%9.4%9.7%9.1%10.1%14.411.111.310.911.610.51.31.32.3%1.131.010.900.921.070.6%7.1%5.0%4.9%
Bureau Veritas 21.09.27.4%7.2%6.7%7.8%6.9%8.6%8.3%9.0%29.422.527.818.820.117.88.98.53.8%1.010.870.790.760.940.6%7.1%1.8%2.5%
CapgeminiCAC40105.216.97.9%6.3%8.6%7.6%9.6%9.1%10.1%29.517.821.615.116.514.03.43.64.1%1.341.071.001.010.6%7.1%1.1%1.3%
Carrefour CAC4018.014.04.7%8.1%4.7%7.9%7.3%8.5%51.225.2132.813.915.313.01.41.42.9%1.071.071.070.6%7.1%4.8%3.9%
Casino46.55.15.6%5.2%5.8%4.9%6.6%14.728.0-262.213.315.011.90.70.73.4%0.6%7.1%6.5%6.9%
CGG1.61.20.0-0.3-0.123.3-22.610.40.00.14.5%0.6%7.1%
CNP Assurances 20.313.98.2%7.0%7.8%8.3%8.2%8.4%8.1%8.8%12.111.011.110.911.210.40.80.82.4%0.860.951.111.060.910.6%7.1%3.9%3.9%
Covivio89.07.48.8%5.3%7.3%9.5%12.8%6.2%5.9%6.4%14.310.67.916.417.215.81.11.02.7%0.670.670.670.6%7.1%6.1%5.0%
Crédit Agricole CAC4011.232.18.3%9.3%8.3%6.8%9.7%9.2%10.0%20.59.110.58.08.47.90.60.53.2%1.131.321.231.271.240.6%7.1%4.2%4.7%
Danone CAC4066.342.97.6%6.2%6.8%8.1%7.6%8.5%8.1%8.9%22.717.318.816.017.315.13.12.83.6%0.790.780.790.780.790.6%7.1%2.2%2.5%
Dassault Aviation 1480.012.36.1%7.9%4.6%6.8%6.0%7.5%7.2%7.9%34.219.522.817.018.116.03.13.22.4%1.031.030.6%7.1%0.7%0.8%
Dassault SystèmesCAC40128.732.86.9%6.3%7.2%6.5%7.9%7.6%8.2%86.944.163.533.837.330.710.67.85.7%0.6%7.1%0.3%0.4%
DBV Technologies 13.70.4-6.5-3.7-3.2-4.4-2.93.01.420.1%0.6%7.1%
Edenred 39.09.38.4%9.2%7.5%8.9%8.2%9.5%9.2%9.8%51.931.639.726.328.824.1-7.6-6.34.9%1.221.220.6%7.1%1.4%2.0%
Eiffage 85.88.48.1%7.3%6.0%9.2%8.1%10.2%9.7%10.5%22.912.814.711.311.910.92.42.02.7%1.030.890.840.930.960.6%7.1%1.5%1.7%
Electricité de France 12.838.47.2%9.1%6.2%5.7%6.8%5.3%7.6%10.014.716.013.617.012.20.70.82.7%0.6%7.1%9.6%8.2%
Elior Group 12.72.26.0%4.3%6.9%5.5%8.2%7.6%8.7%37.817.022.113.815.012.92.01.43.2%0.6%7.1%0.9%2.9%
Elis 13.83.06.8%6.8%3.9%9.6%8.4%10.8%-9.115.527.710.712.49.52.41.13.0%0.6%7.1%0.5%1.8%
EngieCAC4013.332.04.2%8.0%4.2%8.4%7.5%9.2%58.521.5205.711.312.610.30.60.82.3%1.110.990.971.050.6%7.1%10.3%7.0%
Eramet52.81.48.7%8.7%17.5%12.8%24.7%-14.410.078.35.37.13.80.60.87.3%0.6%7.1%4.1%
EssilorLuxotticaCAC40106.545.65.9%6.1%5.9%6.0%5.5%6.4%6.0%6.8%32.624.327.421.824.020.23.51.94.0%0.780.810.780.6%7.1%0.9%1.2%
Eurazeo 66.14.96.8%7.0%1.4%9.4%14.5%4.3%7.2%21.89.86.519.312.41.31.1-12.9%0.940.860.911.010.900.6%7.1%1.4%1.6%
Eurofins Scientific 370.26.66.3%4.9%7.0%5.3%8.7%7.9%9.2%77.223.739.117.019.415.56.02.84.3%0.6%7.1%0.2%0.3%
Euronext N.V.53.73.78.5%7.6%6.7%9.4%8.9%9.8%9.5%10.2%25.915.516.814.415.213.84.85.33.6%0.990.990.6%7.1%0.7%2.2%
Europcar Mobility Group 7.51.214.3%10.2%14.3%10.7%17.8%16.3%19.1%-11.57.610.56.06.65.61.61.43.7%1.361.360.6%7.1%
Eutelsat Communications17.44.09.4%9.8%9.1%9.3%9.0%8.8%9.4%11.612.011.912.212.611.71.81.52.6%0.6%7.1%5.7%6.7%
Faurecia 41.95.811.5%11.0%6.7%13.8%12.2%15.5%14.4%16.9%25.38.39.67.37.96.62.71.74.3%1.471.471.481.470.6%7.1%0.7%1.5%
Fnac Darty 74.12.06.9%4.3%8.1%4.3%12.0%11.7%12.2%34.915.437.59.710.09.42.22.72.6%0.6%7.1%
Gaztransport GTT79.12.92.1%0.8%2.8%2.3%3.3%2.6%4.2%34.920.522.718.721.516.032.619.7-2.2%0.6%7.1%1.5%3.4%
Gecina130.49.78.6%8.1%8.9%13.5%4.2%4.0%4.5%12.810.67.120.922.019.71.10.93.9%0.6%7.1%3.5%3.9%
Gemalto50.94.66.1%4.0%7.1%6.5%7.6%38.144.4-75.517.219.115.82.01.92.7%0.6%7.1%0.6%0.9%
Genfit 21.50.7-19.9-9.6-11.3-8.4-5.8-31.911.97.420.1%0.6%7.1%
Getlink 13.06.94.6%4.6%3.8%5.4%4.8%5.8%138.349.783.835.344.631.33.25.23.2%0.6%7.1%0.9%1.7%
Hermès InternationalCAC40556.858.16.3%5.8%6.6%6.3%6.9%6.7%7.0%77.145.352.040.243.637.218.812.94.7%0.6%7.1%0.4%0.6%
Icade74.95.56.8%5.9%7.7%6.4%8.8%8.7%9.1%15.621.143.813.914.213.41.41.64.3%0.810.730.720.750.6%7.1%4.9%5.2%
Iliad 91.55.48.4%7.6%8.8%8.2%9.4%7.4%10.9%17.513.214.412.216.210.42.31.63.4%0.6%7.1%0.4%0.5%
Imerys 50.04.06.9%7.5%5.6%7.6%4.1%11.1%9.9%12.6%19.513.826.99.310.48.21.51.31.5%1.030.920.900.980.6%7.1%3.2%3.6%
Ingenico Group - GCS59.03.69.3%7.6%10.1%8.9%11.2%10.5%11.8%23.713.315.711.612.510.83.02.05.2%0.6%7.1%1.2%2.2%
Ipsen 121.610.07.8%6.1%8.7%7.0%10.4%9.7%11.2%54.121.433.515.717.714.08.06.24.8%0.6%7.1%0.7%0.7%
Ipsos 23.21.011.2%9.0%12.3%11.4%13.3%12.5%14.0%11.68.18.87.68.07.11.11.03.6%0.6%7.1%2.9%3.5%
JCDecaux 27.15.86.3%5.4%6.8%6.1%7.5%7.1%8.0%32.622.226.419.221.017.52.32.34.0%0.6%7.1%1.3%2.0%
Kering CAC40480.160.37.3%9.3%5.6%8.1%6.6%9.7%9.1%10.2%53.022.734.716.918.615.65.35.34.6%1.331.141.051.240.6%7.1%0.8%0.9%
Klépierre 30.79.18.9%6.0%6.9%9.9%11.5%8.4%8.3%8.5%16.29.78.511.511.711.41.40.92.4%0.770.760.770.6%7.1%5.0%5.7%
Korian32.92.75.5%3.9%6.3%5.3%7.3%6.6%7.9%37.021.427.217.719.915.81.51.73.8%0.6%7.1%1.9%1.9%
Lagardère SCA22.82.97.7%5.9%8.6%7.4%9.7%9.3%10.1%17.413.515.911.712.211.21.01.53.3%0.6%7.1%6.0%5.9%
L'Air Liquide CAC40109.746.97.1%7.4%6.7%7.3%6.9%7.7%7.3%8.1%24.120.021.818.519.817.33.42.73.6%0.951.000.930.910.960.6%7.1%1.9%2.2%
Legrand CAC4058.015.57.3%7.3%6.4%7.8%7.2%8.3%8.2%8.5%27.519.221.617.317.816.84.23.53.6%0.990.910.940.990.950.6%7.1%1.7%2.0%
L'Oréal CAC40221.9124.26.3%6.2%5.8%6.5%6.2%6.9%6.7%7.1%42.430.433.927.629.026.25.84.84.1%0.840.730.810.780.790.6%7.1%1.0%1.4%
LVMH CAC40302.0151.97.2%8.6%6.3%7.7%6.9%8.4%8.1%8.7%36.323.528.320.121.418.96.05.14.2%1.241.081.101.051.140.6%7.1%0.9%1.2%
Maisons du Monde 23.01.07.6%7.6%4.5%10.8%10.0%11.4%-552.821.364.412.714.011.79.22.94.4%0.6%7.1%0.1%0.5%
Mercialys12.91.29.9%10.6%9.5%8.9%10.1%9.3%10.9%9.711.612.510.811.810.01.11.62.3%0.6%7.1%8.4%8.4%
Métropole Télévision 16.12.09.5%9.0%9.8%9.7%9.9%9.9%10.0%13.312.112.211.912.011.82.93.02.3%0.6%7.1%5.9%5.4%
MichelinCAC40105.519.010.3%7.8%8.4%11.3%10.2%12.4%11.8%13.0%14.69.911.29.09.58.52.01.63.2%1.050.990.950.961.020.6%7.1%1.9%2.8%
Natixis 4.815.27.8%10.4%5.2%9.1%8.8%9.5%9.3%10.0%15.79.910.29.59.79.10.70.72.9%1.281.511.401.371.390.6%7.1%4.0%5.6%
Neopost 23.10.815.3%18.9%13.5%13.6%13.3%13.0%13.4%5.26.96.87.07.16.90.90.72.3%0.6%7.1%15.1%9.4%
Nexans 28.41.27.8%10.2%7.8%4.9%10.7%8.7%13.0%-15.912.118.78.910.87.40.60.93.1%1.351.350.6%7.1%3.1%0.6%
Nexity 42.92.48.5%5.3%10.1%9.5%10.8%9.6%11.5%23.011.312.210.512.09.81.31.44.4%0.6%7.1%4.8%5.2%
Orange CAC4013.435.66.3%6.6%6.2%6.3%3.5%9.0%8.4%9.8%17.016.530.411.412.310.51.21.12.1%0.860.910.860.6%7.1%8.0%4.7%
Orpea103.76.75.8%5.3%6.1%5.6%6.5%6.2%6.9%47.530.835.926.929.824.53.92.84.4%0.6%7.1%0.5%0.9%
Pernod Ricard CAC40151.440.06.3%6.1%5.7%6.6%6.1%7.0%6.7%7.4%33.424.828.022.224.120.63.32.83.9%0.780.770.780.6%7.1%1.0%1.3%
Peugeot CAC4022.420.014.3%9.7%14.3%11.4%17.2%16.6%17.7%-12.87.49.46.16.35.90.71.33.4%1.271.301.361.290.6%7.1%1.5%0.7%
Plastic Omnium 24.73.612.5%11.2%9.8%13.9%13.7%14.1%13.5%14.6%14.58.48.68.38.78.03.22.04.1%1.611.401.311.351.510.6%7.1%1.0%1.8%
Publicis Groupe CAC4048.711.29.0%8.4%9.3%6.0%12.5%12.2%12.9%17.714.527.39.910.29.51.91.75.7%0.6%7.1%2.1%3.3%
Rémy Cointreau 114.55.76.0%5.5%6.2%5.7%6.7%6.3%7.1%52.537.045.631.135.428.04.84.34.5%0.6%7.1%1.4%1.4%
Renault CAC4060.216.217.3%8.7%11.3%20.2%21.3%19.1%18.6%19.4%7.54.34.14.54.64.40.60.53.0%1.101.181.381.401.140.6%7.1%2.8%4.2%
Rexel 11.03.36.2%9.0%5.2%6.6%3.1%10.2%9.7%10.4%15.513.124.68.99.38.80.70.83.1%1.171.211.281.281.190.6%7.1%3.9%4.8%
Rothschild & Co SCA29.72.311.9%8.7%13.4%11.8%15.1%13.5%17.8%13.17.88.96.97.75.81.31.14.9%0.6%7.1%1.8%2.2%
Rubis52.15.07.7%6.5%8.3%7.6%9.0%8.7%9.3%28.117.319.615.516.114.83.02.44.4%0.6%7.1%1.8%2.3%
SafranCAC40119.951.37.1%8.1%5.3%8.0%7.7%8.3%7.7%8.8%45.919.720.918.621.016.97.15.13.6%1.091.031.071.081.070.6%7.1%0.7%1.2%
Saint-Gobain CAC4031.717.27.2%9.3%4.6%8.5%6.1%10.9%10.1%11.5%20.211.415.68.99.68.40.90.93.7%1.261.201.151.261.230.6%7.1%4.2%4.0%
SanofiCAC4073.590.67.3%6.9%6.4%7.7%5.8%9.6%9.1%10.1%19.715.521.912.012.811.41.61.53.6%0.880.930.890.900.6%7.1%3.7%4.1%
Sartorius Stedim Biotech103.59.57.9%7.2%8.3%7.8%8.9%8.6%9.2%97.541.853.534.338.231.015.610.56.6%0.6%7.1%0.2%0.3%
Schneider ElectricCAC4068.437.67.5%9.5%6.5%8.1%7.1%9.0%8.7%9.4%20.615.217.713.213.812.62.01.83.2%1.281.241.221.241.260.6%7.1%2.7%3.0%
Scor39.67.47.5%6.8%7.2%7.6%6.1%9.2%8.8%9.5%15.814.118.011.512.111.11.31.23.8%0.880.840.880.6%7.1%3.2%3.9%
SEB 151.47.58.1%6.6%8.8%7.8%9.8%9.3%10.2%29.317.521.115.016.114.04.64.04.1%0.6%7.1%0.9%1.1%
SES 17.78.07.4%9.6%6.4%8.1%4.7%4.5%4.8%12.017.013.124.025.023.51.91.22.6%0.6%7.1%
Société BIC 83.23.88.2%8.1%8.2%8.2%8.1%8.1%8.2%15.515.115.015.215.215.12.42.22.9%0.6%7.1%2.9%4.0%
Société GénéraleCAC4027.021.78.8%10.6%7.0%9.7%9.1%10.4%9.7%10.8%8.56.66.96.36.66.20.40.32.8%1.481.351.401.410.6%7.1%4.3%6.8%
Sodexo CAC4096.614.17.3%6.5%7.7%7.2%8.2%7.9%8.6%26.019.221.317.518.516.54.54.03.4%0.6%7.1%1.9%2.7%
Soitec 70.22.211.8%11.8%14.1%13.0%15.4%-6.442.81022.921.928.216.91.215.810.1%0.6%7.1%
Solvay 98.410.27.1%8.2%5.0%8.1%6.7%9.5%8.7%10.2%21.912.314.810.611.59.71.11.03.6%1.091.051.111.041.080.6%7.1%3.3%3.5%
Sopra Steria Group103.42.19.9%7.9%10.9%9.0%12.7%11.3%13.9%17.910.913.79.110.48.22.31.74.2%0.6%7.1%1.6%1.9%
Spie14.02.28.5%5.0%10.2%6.8%13.7%12.9%14.6%35.311.920.28.49.07.82.92.23.4%0.6%7.1%0.8%2.5%
STMicroelectronicsCAC4014.412.99.6%11.4%9.6%7.9%11.4%10.4%12.6%110.214.619.711.613.210.22.52.54.7%1.521.451.520.6%7.1%1.9%1.1%
Suez11.26.96.0%6.6%5.7%5.2%6.2%5.8%6.6%15.918.420.316.817.815.71.11.13.2%0.6%7.1%5.5%5.9%
Tarkett 17.11.17.6%7.4%7.8%4.7%10.8%9.1%12.7%15.414.024.69.811.88.31.41.33.0%0.6%7.1%2.3%3.0%
Technicolor 1.00.46.9%6.9%17.5%-7.2-4.8-2.118.86.3-1.10.9-12.9%0.6%7.1%1.8%6.0%
TechnipFMC plcCAC4019.48.86.5%8.6%5.5%8.132.4-141.714.515.912.60.60.74.9%0.6%7.1%
Teleperformance 157.09.17.0%5.5%7.7%6.5%9.0%8.6%9.3%51.323.032.217.919.216.75.44.44.4%0.6%7.1%0.5%0.7%
TF18.31.78.2%7.4%8.5%6.2%10.8%10.5%11.2%13.512.116.79.59.79.11.01.12.7%0.6%7.1%6.8%5.6%
Thales 108.323.07.5%5.6%8.4%7.1%9.7%9.0%10.3%39.518.624.615.016.713.74.84.33.9%0.6%7.1%1.0%1.3%
TotalCAC4050.0130.38.2%7.1%7.9%8.4%6.4%10.3%9.8%10.8%13.712.516.510.110.79.61.51.31.8%0.890.940.981.030.920.6%7.1%6.3%5.6%
Trigano 87.11.79.3%5.2%11.3%9.7%12.8%12.7%12.9%29.310.312.18.98.98.83.92.62.4%0.6%7.1%0.4%1.2%
Ubisoft Entertainment 63.56.98.1%8.1%6.2%9.9%9.2%10.7%161.429.463.619.122.116.67.16.75.5%0.6%7.1%
Unibail-Rodamco-WestfieldCAC40142.019.69.8%10.1%9.6%11.8%7.5%7.2%7.6%9.59.17.611.411.711.20.90.73.6%0.6%7.1%
Valeo CAC4027.86.612.0%9.7%10.1%13.0%13.3%12.8%10.4%14.9%12.38.58.38.610.97.32.21.53.7%1.291.290.6%7.1%2.0%3.7%
Vallourec 2.41.117.3%-10.2-3.0-1.5-161.7-5.611.80.10.45.5%0.6%7.1%59.8%11.8%
Veolia Environnement CAC4019.310.76.3%6.5%6.3%4.4%8.2%7.6%8.8%80.619.130.114.015.212.91.31.53.3%0.880.800.830.840.6%7.1%5.0%3.9%
Vicat 42.21.97.5%7.3%7.7%6.7%8.6%7.8%9.3%12.011.512.810.411.39.60.80.84.8%0.6%7.1%3.7%3.6%
VinciCAC4083.946.58.0%8.5%7.0%8.5%7.8%9.2%8.8%9.7%20.015.016.713.614.512.83.02.53.0%1.191.050.910.921.120.6%7.1%2.2%2.4%
Vivendi CAC4025.732.64.8%7.5%4.1%5.2%4.3%6.2%5.7%6.6%38.228.038.022.124.620.11.61.73.9%0.990.970.890.980.6%7.1%5.6%7.2%
Wendel110.95.03.8%7.7%3.8%3.5%4.1%-27.5-56.5-17.848.357.642.12.12.03.5%1.170.910.971.001.010.6%7.1%1.4%1.3%
Worldline 49.39.06.6%6.3%6.7%5.8%7.6%7.1%8.2%66.536.755.227.532.224.08.33.85.4%0.6%7.1%0.1%
1. COMPANY/INDEX2. CAC403. PRICE (E) - 28/02/20194. MKT CAP (bnE) - 28/02/20195. 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 - MoyenneNANA39.18.10%8.20%6.90%8.70%8.00%9.80%9.30%10.20%32.518.126.114.615.813.53.12.63.60%1.11.11.051.061.080.60%7.10%3.00%3.00%
CAC40 - MédianeNANA327.30%8.10%6.50%8.10%7.10%9.20%8.80%9.70%23.416.921.113.414.112.621.73.60%1.11.060.991.041.070.60%7.10%2.20%2.80%
CAC40 - Ecart typeNANA34.32.70%1.40%1.60%3.00%3.30%2.80%2.70%2.90%44.79.544.97.48.16.73.52.70.90%0.180.190.190.20.20.00%0.00%2.20%1.90%
SBF120 - MoyenneNANA16.98.20%8.20%6.80%8.70%7.90%9.70%9.10%10.40%22.416.526.913.315.613.33.12.63.70%1.111.11.051.061.080.60%7.10%3.20%3.10%
SBF120 - MédianeNANA7.87.60%8.10%6.50%8.30%7.10%9.50%8.80%10.00%20.414.7181313.511.821.73.60%1.091.0511.021.070.60%7.10%1.80%2.40%
SBF120 - Ecart typeNANA25.72.50%1.50%2.20%2.60%3.00%3.00%2.80%3.50%63.412.5100.818108.14.13.13.30%0.180.20.210.210.210.00%0.00%6.00%2.20%