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: 06/07/2017
1. COMPANY/INDEX2. CAC403. PRICE (E) - 05/31/174. MKT CAP (bnE) - 05/31/175. 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)
ACCORCAC4042.3126.30%9.20%5.90%6.50%6.00%6.90%6.50%7.50%26.422.725.420.522.818.52.72.63.40%1.331.321.211.141.320.80%6.30%2.40%2.40%
ADP136.113.55.40%4.70%4.90%5.60%5.40%5.80%5.60%6.00%39.13032.228.13026.63.53.23.30%0.60.650.60.620.80%6.30%1.40%1.90%
AIR FRANCE-KLM10.1311.30%11.30%3.00%19.60%16.90%22.70%-9.611.2170.95.86.94.90.710.52.60%0.80%6.30%1.20%
AIR LIQUIDECAC40108.542.26.90%6.20%6.50%7.10%6.70%7.50%7.10%7.80%24.220.121.818.720.117.63.62.83.40%0.860.860.860.860.860.80%6.30%2.00%2.40%
AIRBUSCAC4073.156.68.60%8.60%6.70%9.50%8.70%10.30%8.70%11.90%34.218.621.716.321.812.86.110.14.60%1.231.241.221.131.230.80%6.30%0.80%1.80%
ALSTOM31.26.98.10%5.80%9.80%7.20%6.80%7.60%12.537.3-814.418.219.717.22.22.23.30%0.810.750.780.80%6.30%2.00%
ALTEN79.32.76.80%5.80%7.30%6.80%7.90%7.50%8.20%31.120.322.718.319.417.25.243.20%0.80%6.30%0.80%1.30%
ALTRAN TECHNOLOGIES16.12.87.10%5.80%5.60%7.80%6.60%9.00%8.30%9.70%34.71924.615.517.3144.23.53.60%0.790.790.80%6.30%0.20%0.60%
AMUNDI (WI)60.912.37.10%8.50%6.60%7.40%6.60%7.90%7.30%8.40%18.816.518.815.216.614.21.61.63.70%1.221.221.221.221.220.80%6.30%3.40%3.40%
APERAM42.73.37.50%10.10%7.50%5.10%10.00%9.20%10.60%74.715.124.11112.110.41.41.62.50%1.461.481.531.631.470.80%6.30%0.80%1.40%
ARCELORMITTALCAC4019.319.711.10%13.80%18.60%7.40%3.80%10.90%10.60%11.20%4.410.917.77.987.70.30.52.00%2.191.921.831.792.060.80%6.30%5.40%1.50%
ARKEMA9377.40%8.40%6.80%7.70%6.30%9.20%8.50%9.80%19.915.920.612.914.1122.31.93.10%1.21.211.191.21.20.80%6.30%1.30%2.10%
ATOSCAC40127.713.46.90%6.00%5.30%7.70%6.60%8.80%8.40%9.20%30.717.321.414.515.413.64.23.42.70%0.820.810.790.80.810.80%6.30%0.50%0.90%
AXACAC4023.757.69.70%9.90%8.70%10.20%9.90%10.60%10.20%11.00%11.59.810.29.49.89.110.8-0.20%1.481.391.371.451.440.80%6.30%3.70%4.60%
BIC108.85.27.60%6.90%7.90%7.80%8.00%7.80%8.30%21.216.917.316.617.415.93.22.93.10%0.80%6.30%2.40%3.00%
BIOMERIEUX187.57.46.10%5.90%6.20%5.50%6.80%6.40%7.20%47.838.351.630.43527.16.44.94.50%0.80%6.30%0.50%0.50%
BNP PARIBASCAC4062.878.39.30%9.90%9.20%9.30%9.00%9.50%9.00%10.20%10.710.310.51010.59.410.92.90%1.471.421.41.461.440.80%6.30%3.10%3.50%
BOLLORE4.111.94.30%6.40%4.40%4.20%4.10%4.40%3.90%5.00%29.626.527.625.529.322.21.81.22.40%0.870.890.880.880.80%6.30%0.80%1.20%
BOUYGUESCAC4038.113.67.20%7.20%8.70%6.50%5.50%7.50%6.90%7.90%12.918.422.615.516.914.51.51.62.70%1.020.991.021.071.010.80%6.30%4.30%4.30%
BUREAU VERITAS INTL.20.497.40%4.70%6.90%7.70%7.50%7.90%7.70%8.20%25.520.821.719.920.818.910.37.83.30%0.620.60.610.80%6.30%1.70%2.60%
CAPGEMINICAC4092.215.67.30%6.90%6.00%7.90%7.00%8.80%8.20%9.30%25.616.619.414.515.813.52.82.43.20%0.960.980.960.960.970.80%6.30%1.30%1.50%
CARREFOURCAC4023.217.68.70%8.00%9.40%8.30%7.80%8.90%8.20%9.40%12.414.315.513.314.512.41.71.73.30%1.161.131.131.111.140.80%6.30%3.60%2.90%
CASINO GUICHARD-P54.96.15.50%8.60%7.50%4.50%4.60%4.40%3.50%5.20%11.114.914.615.217.613.50.70.63.40%1.291.191.191.071.230.80%6.30%5.30%5.80%
CNP ASSURANCES19.613.47.10%9.50%7.80%6.70%6.20%7.20%7.00%7.50%11.311.912.611.211.510.90.90.85.80%1.431.331.311.291.380.80%6.30%4.00%4.00%
CREDIT AGRICOLECAC4013.638.87.20%10.90%7.30%7.20%6.50%7.80%7.00%8.60%11.411.712.610.812100.70.73.00%1.621.571.541.621.590.80%6.30%4.00%3.80%
DANONECAC4066.143.37.30%4.90%6.90%7.60%6.80%8.30%7.70%8.90%22.519.422.616.918.915.43.23.23.50%0.660.650.640.650.80%6.30%2.20%2.50%
DASSAULT AVIATION1327.6119.10%8.40%9.50%9.00%10.10%9.30%10.70%3224.328.121.425.518.72.93.18.00%0.80%6.30%0.70%0.80%
DASSAULT SYSTEMES82.121.26.40%4.80%5.80%6.70%6.30%7.20%6.80%7.50%50.131.9372830.625.88.564.30%0.630.630.630.80%6.30%0.40%0.50%
DBV TECHNOLOGIES59.41.4-27.2-16.9-21.3-14-11.9-19.29.46.119.70%0.80%6.30%
EDENRED23.55.59.00%8.30%8.60%9.20%8.70%9.70%9.30%10.10%26.523.426.520.92319.2-4.2-3.93.90%1.261.121.0811.190.80%6.30%3.00%2.70%
EDF9.626.313.70%7.70%19.80%10.80%15.60%5.90%5.60%6.50%4.78.15.813.213.912.30.60.62.20%1.111.081.10.80%6.30%11.80%10.50%
EIFFAGE817.96.80%5.50%5.90%7.30%6.10%8.40%7.70%9.20%23.617.622.114.616.513.22.52.32.80%0.690.790.740.80%6.30%1.60%1.80%
ELIOR GROUP25.24.36.10%4.80%5.60%6.40%5.60%7.20%6.70%7.70%26.922.326.9192117.42.92.92.90%0.620.620.80%6.30%1.30%1.30%
ELIS19.82.86.90%6.20%7.20%6.20%7.80%7.10%8.50%22.118.222.116.218.414.72.22.23.10%0.80%6.30%
ENGIECAC4013.633.18.80%6.60%12.10%7.10%8.00%6.20%6.00%6.40%6.912.11113.61413.20.60.73.00%0.910.940.940.920.920.80%6.30%10.20%7.50%
ESSILOR INTL.CAC40118.425.96.30%5.70%5.80%6.60%6.20%7.00%6.70%7.30%43.229.233.42628.2246.24.34.20%0.770.790.810.790.780.80%6.30%0.80%1.00%
EULER HERMES GROUP93.649.20%5.70%8.90%9.30%9.10%9.50%9.40%9.50%14.713.213.612.91312.91.71.55.10%0.770.770.780.770.80%6.30%4.40%5.00%
EURAZEO63.74.710.30%7.10%2222.226.818.923.816.61.21.28.60%0.961.050.970.980.990.80%6.30%1.50%1.70%
EUROFINS SCIENTIFIC472.886.50%5.70%6.80%6.40%7.20%6.70%7.70%87.738.444.933.639.62913.66.94.90%0.80%6.30%0.20%0.30%
EURONEXT46.63.38.90%6.90%8.60%9.10%8.60%9.50%9.20%9.90%18.316.918.315.816.714.97.27.23.70%10.960.960.960.970.80%6.30%2.50%2.50%
EUROPCAR11.91.710.10%8.20%10.00%10.10%10.00%10.10%9.50%10.70%11.711.611.711.612.510.8222.90%1.161.161.161.161.160.80%6.30%
EUTELSAT COMMUNICATIONS22.95.37.50%7.30%7.60%7.90%7.30%7.10%7.50%1715.815.116.517.1162.72.22.30%0.80%6.30%3.00%4.80%
FAURECIA46.76.59.60%9.70%9.60%8.00%11.20%10.50%11.80%-56.512.615.810.511.39.93.12.62.70%1.421.411.41.581.410.80%6.30%0.60%1.40%
FONCIERE DES REGIONS836.16.90%5.70%7.40%6.70%6.60%6.80%6.60%7.00%13.615.71615.516.114.911.22.60%0.760.780.790.770.770.80%6.30%5.60%5.30%
GECINA REIT136.98.74.60%4.70%4.80%4.50%4.50%4.50%4.80%24.42524.825.227.323.41.21.14.20%0.620.610.660.610.80%6.30%3.40%3.00%
GEMALTO52.84.88.00%7.10%8.40%8.00%8.70%7.80%9.60%19.914.915.714.116.212.62.31.83.70%0.80%6.30%0.50%0.80%
GENFIT300.92.50%2.50%-36.2-53.2-33.7-127.3-18.441.115.411.60.10%0.80%6.30%
GROUPE EUROTUNNEL10.55.84.40%7.00%4.40%4.10%4.80%4.40%5.20%118.647.156.540.547.734.813.23.30%0.990.980.970.870.980.80%6.30%0.90%1.90%
GTT35.11.31.40%2.20%1.00%2.20%-0.20%-2.90%2.10%1112.61114.924.911.11616-7.40%0.80%6.30%5.80%7.70%
HAVAS9.13.86.30%5.40%6.80%6.20%7.30%7.10%7.60%28.619.722.217.718.616.82.82.33.00%0.80%6.30%1.10%1.60%
HERMES INTL.44046.46.30%4.90%5.70%6.60%6.30%7.00%6.80%7.20%70.540.346.635.537.933.316.911.74.50%0.640.640.80%6.30%0.60%0.90%
ICADE REIT71.85.36.20%5.50%4.50%7.00%6.60%7.30%7.10%7.50%25.215.716.61515.514.51.41.42.10%0.730.740.740.720.740.80%6.30%5.80%5.40%
ILIAD230.913.65.90%5.20%6.20%5.50%6.80%6.40%7.30%51.431.940.226.530.123.67.55.13.80%0.80%6.30%0.20%0.20%
IMERYS77.26.17.60%6.50%6.90%8.00%7.20%8.80%8.20%9.20%1915.517.713.71513.12.52.22.80%0.880.920.930.930.90.80%6.30%2.00%2.30%
INGENICO GROUP86.55.38.10%6.60%8.80%8.30%9.40%8.80%10.00%36.618.420.516.618.315.15.63.54.70%0.80%6.30%0.80%1.50%
INNATE PHARMA12.20.715.80%15.80%15.10%16.50%-49.270.3-12527.43422.99.38.313.80%0.80%6.30%
IPSEN112.39.47.40%6.50%7.80%6.90%8.80%8.00%9.50%5229.440.623.128.319.68.67.55.10%0.80%6.30%0.70%0.80%
IPSOS351.68.60%7.30%7.70%9.10%8.90%9.30%8.90%9.70%15.512.412.712.112.811.51.91.72.60%1.021.020.80%6.30%1.80%2.30%
JCDECAUX29.56.35.50%5.00%5.70%5.40%6.00%5.50%6.40%32.226.12824.527.3222.72.53.10%0.80%6.30%1.20%1.80%
KERINGCAC40294.437.26.60%6.80%5.80%6.90%6.00%7.90%7.40%8.40%33.524.231.619.721.917.93.33.34.00%0.960.930.950.970.950.80%6.30%1.30%1.40%
KLEPIERRE37.211.76.10%5.30%5.90%6.10%4.50%7.70%7.50%7.90%22.32029.515.215.614.81.91.62.90%0.690.740.740.710.710.80%6.30%4.20%4.70%
KORIAN29.92.44.80%4.00%5.10%5.20%5.10%4.60%5.50%29.622.121.822.325.120.31.21.23.40%0.80%6.30%1.90%1.70%
LAFARGEHOLCIM (PAR)CAC4053.332.45.00%10.00%3.80%5.60%3.80%6.70%5.70%7.60%28.919.228.915.718.513.71.11.13.30%1.451.451.451.451.450.80%6.30%2.90%2.90%
LAGARDERE GROUPE283.78.20%6.30%8.60%8.00%7.50%8.40%8.00%8.90%11.914.91613.914.813.21.11.82.80%0.840.910.870.870.870.80%6.30%3.20%4.40%
LEGRANDCAC406116.26.40%6.50%5.90%6.60%6.20%7.00%6.70%7.20%31.524.827.322.724.321.45.14.23.40%0.880.930.940.930.90.80%6.30%1.60%1.90%
L'OREALCAC40190.5106.56.00%5.10%5.50%6.20%5.90%6.60%6.40%6.80%38.928.431.32627.324.85.84.63.50%0.690.670.680.720.680.80%6.30%1.20%1.60%
LVMHCAC40227.2115.36.70%6.90%6.00%7.00%6.30%7.60%7.30%8.00%35.625.93122.224.120.65.44.74.00%0.960.950.971.050.960.80%6.30%1.10%1.60%
M6-METROPOLE TV21.22.77.30%5.10%7.40%7.30%6.90%7.60%7.30%7.80%18.31920.317.818.817.23.84.42.60%0.670.660.710.740.680.80%6.30%4.50%4.10%
MERCIALYS REIT17.41.67.50%6.90%7.80%7.20%8.40%8.10%8.70%15.615.917.514.615.113.91.22.12.90%0.80%6.30%5.00%7.00%
MICHELINCAC4011220.29.00%6.70%7.70%9.60%8.70%10.60%9.80%11.40%16.512.313.910.91210.12.322.90%0.960.920.930.950.940.80%6.30%1.90%2.60%
NATIXIS5.918.46.80%10.50%4.70%7.90%7.20%8.50%7.90%9.20%20.812.91411.912.811112.90%1.551.511.51.471.530.80%6.30%2.90%4.60%
NEOPOST39.71.410.80%12.60%9.90%9.80%10.10%9.40%10.80%8.510.610.810.511.29.81.71.32.10%0.80%6.30%9.20%6.90%
NEXANS48.72.16.80%9.40%6.80%6.80%4.30%9.20%8.30%10.10%14.617.630.912.313.81111.63.00%1.361.391.321.391.350.80%6.30%1.70%0.30%
NEXITY53.636.50%5.80%6.90%5.80%8.00%7.50%8.40%21.920.226.116.517.915.61.62.53.30%0.80%6.30%3.60%4.20%
NOKIA (PAR)CAC405.632.97.80%6.80%10.80%6.30%6.30%6.30%5.10%7.20%10.119.419.419.325.616.61.71.92.40%0.920.990.960.80%6.30%4.80%3.40%
ORANGECAC4015.641.68.20%6.50%10.80%6.90%6.30%7.60%7.20%8.00%9.915.717.514.31513.51.41.32.20%0.90.90.90.930.90.80%6.30%6.80%3.90%
ORPEA1016.15.60%4.90%6.00%5.20%6.60%6.20%7.00%56.430.841.226.329.623.74.33.34.00%0.80%6.30%0.40%0.80%
PERNOD-RICARDCAC40120.932.16.20%5.40%5.90%6.40%5.90%6.90%6.60%7.20%26.822.425.42021.41932.53.20%0.720.730.760.720.720.80%6.30%1.40%1.50%
PEUGEOTCAC4017.615.110.30%11.00%10.30%5.80%14.90%14.00%15.50%26.610.720.87.27.76.90.61.34.50%1.631.611.611.651.620.80%6.30%1.90%0.90%
PLASTIC OMNIUM33.158.70%8.30%6.30%9.90%8.30%11.50%10.60%12.40%32.114.318.511.612.910.55.73.83.90%1.141.231.261.351.180.80%6.30%0.70%1.30%
PUBLICIS GROUPECAC4068.215.48.10%5.40%6.90%8.60%8.00%9.30%8.80%9.70%21.114.716.113.414.312.73.12.33.20%0.720.740.750.750.730.80%6.30%1.50%2.30%
REMY COINTREAU97.54.85.50%5.70%5.30%5.50%5.10%6.00%5.70%6.40%43.239.649.333.137.629.94.44.43.90%0.730.810.770.80%6.30%1.60%1.50%
RENAULTCAC4083.124.612.00%10.70%6.80%14.50%11.60%17.50%16.90%17.90%14.56.68.35.55.75.410.93.50%1.61.551.561.621.570.80%6.30%2.00%3.00%
REXEL15.74.86.70%9.00%7.10%6.40%5.30%7.50%6.60%8.50%14.31619.313.615.5121.11.12.90%1.311.281.221.231.290.80%6.30%3.00%3.30%
RUBIS103.24.76.50%5.50%7.10%6.20%7.90%7.60%8.20%35.321.426.118.219.417.33.52.83.70%0.80%6.30%1.60%2.10%
SAFRANCAC4078.832.97.50%7.80%6.10%8.20%7.80%8.70%8.10%9.20%35.319.721.618.120.116.55.85.23.90%1.121.11.081.051.110.80%6.30%1.10%1.80%
SAINT GOBAINCAC4049.827.66.70%8.80%7.00%6.60%5.50%7.70%7.00%8.40%16.317.922.314.916.713.61.41.53.10%1.231.291.31.311.260.80%6.30%2.50%2.50%
SANOFICAC4088.2111.18.30%5.90%8.70%8.10%7.90%8.30%8.00%8.70%14.215.215.814.715.4142.123.10%0.790.830.850.820.810.80%6.30%3.10%3.40%
SARTORIUS STEDIM BIOTECH706.57.10%6.20%7.60%7.00%8.20%7.80%8.60%88.837.347.330.734.527.212.79.95.50%0.80%6.30%0.30%0.50%
SCHNEIDER ELECTRIC SECAC4068.640.67.20%8.50%7.10%7.30%7.00%7.60%7.10%8.10%18.417.118.116.217.614.92.21.93.10%1.211.21.261.291.220.80%6.30%2.60%2.90%
SCOR SE356.78.90%7.30%8.30%9.20%9.20%9.20%9.00%9.30%13.3111111.111.310.91.313.70%1.050.990.950.871.020.80%6.30%3.40%4.30%
SEB156.27.86.40%5.50%6.80%5.50%8.20%7.60%8.70%37.324.336.318.320.516.65.54.63.50%0.80%6.30%0.80%1.00%
SES FDR (PAR)2210.17.40%8.50%6.90%6.30%7.50%7.10%8.00%17.119.421.817.518.816.13.11.84.00%0.80%6.30%4.00%5.00%
SFR GROUP31.413.84.30%8.30%3.00%4.90%3.10%6.70%5.20%7.80%70.63064.219.527.3162.72.72.50%1.181.180.80%6.30%
SOCIETE GENERALECAC4046.737.77.30%11.90%6.30%7.90%7.00%8.70%8.10%9.30%13.110.311.39.510.190.70.63.00%1.751.741.741.81.750.80%6.30%2.40%3.90%
SODEXOCAC40121.518.76.10%5.20%5.30%6.50%6.00%7.10%6.80%7.40%35.824.428.521.42320.16.25.13.00%0.70.710.690.670.70.80%6.30%1.40%1.80%
SOITEC49.11.515.50%15.50%14.00%17.40%-5.1-6.9-3.241.2109.123.6131.613.50%0.80%6.30%
SOLVAYCAC40116.412.38.00%7.70%7.40%8.30%7.80%8.70%8.20%9.10%16.313.914.813.113.912.41.61.53.30%1.111.071.051.081.090.80%6.30%2.00%2.10%
SOPRA STERIA GROUP141.12.97.80%6.80%8.30%7.50%9.20%8.60%9.70%21.915.417.713.614.712.73.82.53.00%0.80%6.30%1.20%1.40%
SPIE24.83.87.80%6.50%7.10%8.10%7.10%8.80%8.10%9.40%19.316.219.314.616.313.42.72.73.10%0.910.910.910.910.910.80%6.30%1.00%1.00%
STMICROELECTRONICS (PAR)14.713.45.80%8.80%5.80%3.90%7.70%6.80%8.40%9028.963.418.722.616.72.43.13.50%1.231.321.261.381.270.80%6.30%1.80%2.00%
SUEZ16.2106.50%6.30%6.20%6.60%5.90%7.30%6.60%7.90%20.619.923.217.419.815.81.71.93.20%0.840.910.890.850.870.80%6.30%3.70%4.10%
TARKETT44.42.86.10%7.70%5.60%6.40%5.20%7.50%7.10%7.90%28.723.331.718.42017.13.43.23.00%1.041.131.131.131.080.80%6.30%1.20%1.10%
TECHNICOLOR4.61.910.90%10.90%10.70%11.10%9.10%12.50%-6.711.111.410.813.99.40.83.42.70%0.80%6.30%0.40%1.30%
TECHNIPFMCCAC4025.7128.00%8.00%8.00%7.60%8.60%16.216.217.414.81.80%0.80%6.30%
TELEPERFORMANCE116.56.76.50%5.30%7.10%5.70%8.40%7.90%8.90%45.823.935.41819.816.64.63.73.90%0.80%6.30%0.60%1.00%
TF1 (TV.FSE.1)11.42.46.10%7.10%6.90%5.70%5.20%6.20%5.50%7.00%16.419.821.918.120.715.71.41.42.50%0.9811.021.10.990.80%6.30%4.50%2.50%
THALES98.320.86.70%5.50%7.20%6.40%8.10%7.60%8.60%35.121.726.718.320.316.84.74.73.40%0.80%6.30%1.00%1.40%
TOTALCAC4047.3117.410.00%7.90%11.50%9.20%9.20%9.20%8.40%10.00%9.411.611.611.612.810.61.61.32.40%1.121.111.11.081.120.80%6.30%5.20%5.20%
UBISOFT ENTM.49.55.66.30%4.60%7.10%6.00%8.20%6.90%9.40%100.728.140.821.429.817.15.75.14.40%0.80%6.30%
UNIBAIL-RODAMCOCAC40229.722.95.80%6.00%5.30%6.00%5.70%6.30%6.00%6.50%22.619.620.818.519.317.71.41.43.10%0.820.830.860.830.820.80%6.30%3.80%4.30%
VALEOCAC406214.89.00%8.80%6.50%10.20%9.00%11.40%10.50%12.20%37.61518.212.714.311.56.14.24.60%1.261.281.291.351.270.80%6.30%1.00%1.60%
VALLOUREC5.62.512.50%17.50%2.8-8.2-6.1-12.5-5.272.20.30.47.10%0.80%6.30%16.80%2.90%
VEOLIA ENVIRONNEMENTCAC4019.6116.00%6.10%6.20%5.90%5.30%6.60%5.90%7.10%17.318.621.216.618.715.31.21.32.50%0.790.870.880.830.80%6.30%4.90%3.80%
VICAT65.62.96.60%6.00%7.30%6.30%5.30%7.30%6.40%8.10%15.918.422.415.61813.71.41.33.70%0.820.830.80.820.80%6.30%2.40%2.30%
VINCICAC4077.746.17.40%5.60%6.80%7.70%7.20%8.10%7.80%8.50%20.71718.515.716.714.93.32.82.80%0.740.770.790.870.750.80%6.30%2.30%2.50%
VIVENDICAC4019.324.95.70%5.90%9.10%4.00%3.20%4.70%4.00%5.40%11.428.937.123.728.420.71.11.23.20%0.830.780.820.790.80.80%6.30%6.80%7.70%
WENDEL135.86.45.80%7.10%6.80%5.30%4.40%6.10%5.60%6.60%19.827.73622.525.620.32.62.52.80%0.961.020.981.020.990.80%6.30%1.20%1.50%
WORLDLINE31.34.16.50%6.10%6.70%6.10%7.30%6.80%7.90%33.928.233.924.127.421.25.75.73.80%0.80%6.30%
ZODIAC AEROSPACE23.66.95.50%5.70%5.40%5.30%5.40%3.30%7.50%2625.926.225.556.116.93.22.22.80%0.80%6.30%1.20%1.40%
1. COMPANY/INDEX2. CAC403. PRICE (E) - 05/31/174. MKT CAP (bnE) - 05/31/175. 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 - AverageNANA37.27.70%7.60%7.50%7.70%6.90%8.50%7.90%9.00%21.517.520.415.717.314.52.72.53.10%1.091.081.081.111.080.80%6.30%2.90%2.90%
CAC40 - MedianNANA29.97.30%6.90%6.80%7.30%6.60%7.90%7.50%8.50%20.717.220.815.616.813.82.11.93.20%0.960.980.971.050.960.80%6.30%2.30%2.50%
CAC40 - Standard deviationNANA291.50%2.10%2.60%1.70%1.60%2.30%2.20%2.30%10.25.574.95.64.41.91.80.80%0.350.320.310.320.330.00%0.00%2.00%1.50%
SBF120 - AverageNANA177.40%7.30%7.10%7.40%6.60%8.20%7.60%8.70%24.819.115.716.119.916.43.43.33.60%1.031.041.061.091.030.80%6.30%2.60%2.70%
SBF120 - MedianNANA87.10%6.90%6.60%7.20%6.30%7.90%7.50%8.40%21.918.421.716.318.215.22.52.33.20%0.960.980.971.050.970.80%6.30%1.90%2.20%
SBF120 - Standard deviationNANA22.62.10%1.90%2.60%1.70%1.90%2.50%2.40%2.70%241279.915.212.48.43.33.72.50%0.310.290.280.30.30.00%0.00%2.50%1.90%