Deal & Valuation Analytics

Calculated, validated, back-tested
Unlisted Infrastructure Equity Valuation
Private Infrastructure Debt Valuation Metrics
Cash Flow Metrics & Ratios
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Asset Class Tracked Entities Obs (past 5 years) TICCS® segments Geo segments Styles  Nb of segments Nb of cross-segments
Unlisted Equity 600+ companies 11k+ 19 28 4 27 190+
Private Debt 1,500+ instruments 20k+ 15 8 6 19 230+

Granular valuation metrics for hundreds of segments

infraMetrics equity and debt indices include the widely used infra300® and infra100™ index families, as well as several other thematic and geographic indices including infraGreen, Core+ 100, etc.

Data updated quarterly on the 10th working day of each month and available for multiple combinations of geographies, sectors, business models, corporate structure and styles.

infraMetrics Equity Valuation Metrics

infraMetrics provides its users with quarterly-updated unlisted infrastructure equity market valuation metrics for hundreds of segments and strategies of the unlisted infrastructure universe.

Data Group Data Item Definition Statistics Window Downloadable Format
Price ratios Price to Sales Ratio of equity market value to trailing 12-month sales 10th, 25th, 50th, 75th and 90th Centiles and simple mean Last 6 quarters, last 5 years Yes Chart
  Price to Book Ratio of equity market value to latest reported book value of equity 10th, 25th, 50th, 75th and 90th Centiles and simple mean Last 6 quarters, last 5 years Yes Chart
  Price to Earnings Ratio of equity market value to trailing 12-month earnings 10th, 25th, 50th, 75th and 90th Centiles and simple mean Last 6 quarters, last 5 years Yes Chart
EV ratios EV/EBITDA Ratio of entreprise value (market value of equity + book value of debt) to 12-month trailing ebitda 10th, 25th, 50th, 75th and 90th Centiles and simple mean Last 6 quarters, last 5 years Yes Chart
  EV/EBIT Ratio of entreprise value to 12-month trailing ebit 10th, 25th, 50th, 75th and 90th Centiles and simple mean Last 6 quarters, last 5 years Yes Chart
  EV/Revenues Ratio of entreprise value to revenues 10th, 25th, 50th, 75th and 90th Centiles and simple mean Last 6 quarters, last 5 years Yes Chart
  Debt/EV Ratio of net senior debt to entreprise value 10th, 25th, 50th, 75th and 90th Centiles and simple mean Last 6 quarters, last 5 years Yes Chart
Expected Returns Expected returns Asset-level market-implied expected return on equity for unlisted infrastructure investment. 10th, 25th, 50th, 75th and 90th Centiles and simple mean Last 6 quarters, last 5 years Yes Chart
  Risk Premium Asset-level market-implied unlisted infrastructure equity risk premia 10th, 25th, 50th, 75th and 90th Centiles and simple mean Last 6 quarters, last 5 years Yes Chart
  Risk free rate Average risk-free rate across the relevant yield curve in the countries in the selected segment 10th, 25th, 50th, 75th and 90th Centiles and simple mean Last 6 quarters, last 5 years Yes Chart
Cost of Capital WACC Weighted average of the market cost of equity and debt.  10th, 25th, 50th, 75th and 90th Centiles and simple mean Last 6 quarters, last 5 years Yes Chart
  Cost of Equity  Market-implied equity discount rate 10th, 25th, 50th, 75th and 90th Centiles and simple mean Last 6 quarters, last 5 years Yes Chart
  Cost of Debt Market-implied senior debt discount rate 10th, 25th, 50th, 75th and 90th Centiles and simple mean Last 6 quarters, last 5 years Yes Chart
  Leverage  Ratio of market value of debt to enterprise value 10th, 25th, 50th, 75th and 90th Centiles and simple mean Last 6 quarters, last 5 years Yes Chart
NAV DCF Decomposition Dividend-driven NAV change Average change in NAV in the relevant segment driven by a change in expected dividends. Cumulative change in NAV 1-year, 3-year and 5-year Yes Table
  Risk premia-driven NAV change Average change in NAV in the relevant segment driven by a change in the equity risk premia of individual assets. Cumulative change in NAV 1-year, 3-year and 5-year Yes Table
  Risk-free-driven NAV change Average change in NAV in the relevant segment driven by a change in the applicable risk-free rate to each asset. Cumulative change in NAV 1-year, 3-year and 5-year Yes Table
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Valuation metrics usage

Equity Valuation metrics: you have complete control

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Full market valuation

No index blackbox
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Full time series of TICCS®, country and currency allocations

Clarity and transparency about index exposures. 
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Risk and return analytics

Income and capital returns, drawdown and value-at-risk, volatility and Sharpe ratio computations
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infraMetrics Private Debt Valuation Metrics 

Data Group Data Item Definition Statistics Window Downloadable Format
Yield to maturity  Investment grade debt yield to maturity Market-implied yield to maturity of senior debt instruments with an investment grade credit risk rating (1-year ahead hard PD < 0.48%) 10th, 25th, 50th, 75th and 90th Centiles and simple mean 1-year, 3-year and 5-year Max time series Yes Chart
  Fixed rate debt yield to maturity Market-implied yield to maturity of fixed rate senior debt.  10th, 25th, 50th, 75th and 90th Centiles and simple mean 1-year, 3-year and 5-year Max time series Yes Chart
  Floating rate debt yield to maturity Market-implied yield to maturity of flexible rate senior debt.  10th, 25th, 50th, 75th and 90th Centiles and simple mean 1-year, 3-year and 5-year Max time series Yes Chart
Credit Spreads Investment grade debt spreads Market-implied spreads of senior debt instruments with an investment grade credit risk rating (Hard PD < 0.48%) 10th, 25th, 50th, 75th and 90th Centiles and simple mean 1-year, 3-year and 5-year Max time series Yes Chart
  Fixed rate debt spreads Market-implied spreads of fixed rate senior debt.  10th, 25th, 50th, 75th and 90th Centiles and simple mean 1-year, 3-year and 5-year Max time series Yes Chart
  Floating rate debt spreads Market-implied spreads of floating rate senior debt.  10th, 25th, 50th, 75th and 90th Centiles and simple mean 1-year, 3-year and 5-year Max time series Yes Chart

infraMetrics Cash Flow Metrics

Data Item Data Item Data Item Data Item Data Item Data Item
Dividend/ CFADS 12-month trailing ratio of dividends to cash flow available for debt service  Descriptive statistics, box plots, frequency distribution Max time series, by age or calendar time Yes Table & Chart
Dividend/ FCFE 12-month trailing ratio of dividends to free-cash-flow to equity Descriptive statistics, box plots, frequency distribution Max time series, by age or calendar time Yes Table & Chart
Dividend/Revenue 12-month trailing ratio of dividend to sales  Descriptive statistics, box plots, frequency distribution Max time series, by age or calendar time Yes Table & Chart
Dividends/Total Assets 12-month trailing ratio of dividends to total assets Descriptive statistics, box plots, frequency distribution Max time series, by age or calendar time Yes Table & Chart
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