Q. Where can I get Country/Company equity risk premiums?

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The CAPM (capital asset pricing model) formula is  :

Expected return = Risk free rate + Beta (expected market return – Risk free rate)

So reformatting this equation the Equity Risk Premium = Expected Return - Risk Free rate = Beta(Expected market return-Risk free rate)

• Beta is the measure of company specific risk or volatility
• Using Bloomberg - Ticker<equity>BETA<go> - as beta is a comparison to a market index, confirm that the market index it defaults to is the correct benchmark for the ticker.  For instance the NASDAQ Composite is more relevant the the S&P 500 for technology stocks. 

• Bloomberg in Firestone (A Floor - RIS Suite)
  • Additional company risk ratings
    • Type the company's ticker symbol and hit the Equity key
    • Type RSKC and hit GO. 
  • Company equity risk premiums
    • Hit Equity
    • Type EQRP and hit GO. 
  • Country equity risk premium 
    • Hit the yellow Equity Key
    • Type CRP and hit the green GO key. 
  • Stocks, Bonds, Bills, and Inflation by Ibbotson Associates.
    • Most recent print version in Firestone Trustee Reading Room Reference, call number HG4507.S86.
  • Note this data is also available in the Morningstar Direct database.