Risk Premium Calculation

Description

Calculates the implied risk premium in a market.

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Shared by: Vinothkumar
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posted:
10/16/2009
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Sheet1 Implied Risk Premium Calculator Enter level of the index = 970.43 Enter current dividend yield = 1.60% (if you want, you can add stock buybacks to this number) Enter expected growth rate in earnings for next 5 years for market = 8.00% Enter current long term bond rate = 5.92% Enter risk premium = 5.50% Enter expected growth rate in the long term = 5.92% (As a default, it is set equal to long term bond rate) 1 16.76 $ 15.04 326.49 $ 2 18.10 $ 14.58 $ 3 19.55 $ 14.13 $ 4 21.11 $ $ 13.70 $ 5 22.80 439.16 269.03 Expected Dividends = Expected Terminal Value = Present Value = Intrinsic Value of Index = $ $ $ Implied Risk Premium in current level of Index = 1 16.76 $ 15.55 970.43 $ 1.86% (Go under Tools and choose Solver: See below) 3 19.55 $ 15.61 $ 4 21.11 $ $ 15.65 $ 5 22.80 1,297.92 908.03 Expected Dividends = Expected Terminal Value = Present Value = Intrinsic Value of Index = $ $ $ 2 18.10 $ 15.58 $ This is a picture of the solver option, with the inputs that I used (Do not try to enter numb Enter current level of index where you see 759.64. Page 1 Sheet1 cks to this number) ed (Do not try to enter numbers in it). Page 2

Shared by: Vinothkumar
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