Wed, Jun 5, 2024

Kroll Recommended U.S. Equity Risk Premium and Corresponding Risk-Free Rates to be Used in Computing Cost of Capital: January 2008 - Present

Download the Latest Report

Recommended U.S. Equity Risk Premium Corresponding Risk Free Rates

The Equity Risk Premium (ERP) is a key input used to calculate the cost of capital within the context of the Capital Asset Pricing Model (“CAPM”) and other models. Kroll regularly reviews fluctuations in global economic and financial market conditions that warrant a periodic reassessment of the ERP and the accompanying risk-free rate.  

Duff & Phelps (Rebranded as Kroll) has published its recommended U.S. ERP and corresponding risk-free rate since 2008. Download a table summarizing these recommendations over the period January 2008 – present.  

Historical recommendations:



Valuation

Valuation of businesses, assets and alternative investments for financial reporting, tax and other purposes.

Cyber and Data Resilience

Incident response, digital forensics, breach notification, security strategy, managed security services, discovery solutions, security transformation.

Compliance and Regulation

End-to-end governance, advisory and monitorship solutions to detect, mitigate and remediate security, legal, compliance and regulatory risk.


Corporate Finance and Restructuring

M&A advisory, restructuring and insolvency, debt advisory, strategic alternatives, transaction diligence and independent financial opinions.

Investigations and Disputes

World-wide expert services and tech-enabled advisory through all stages of diligence, forensic investigation, litigation, disputes and testimony.

Digital Technology Solutions

Enriching our professional services, our integrated software platform helps clients discover, quantify and manage risk in the corporate and private capital market ecosystem.


Business Services

Expert provider of complex administrative solutions for capital events globally. Our services include claims and noticing administration, debt restructuring and liability management services, agency and trustee services and more.

Environmental, Social and Governance

Advisory and technology solutions, including policies and procedures, screening and due diligence, disclosures and reporting and investigations, value creation, and monitoring.

Sign up our Cost of Capital Thought Leadership

Kroll's Cost of Capital Resource Center shares trending insights related to global economic and financial market conditions impacting cost of capital inputs and valuations. We deliver what you need to know to stay current.