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products_valuation_platform
[cs_content][cs_element_section _id=”1″ ][cs_element_layout_row _id=”2″ ][cs_element_layout_column _id=”3″ ][cs_element_headline _id=”4″ ][cs_content_seo]Deal & Valuation Analytics\n\nCalculated, validated, back-tested\n\n[/cs_content_seo][cs_element_layout_row_2 _id=”5″ ][cs_element_layout_column_2 _id=”6″ ][cs_element_button _id=”7″ ][cs_content_seo]Unlisted Infrastructure Equity Valuation\n\n[/cs_content_seo][/cs_element_layout_column_2][cs_element_layout_column_2 _id=”8″ ][cs_element_button _id=”9″ ][cs_content_seo]Private Infrastructure Debt Valuation Metrics\n\n[/cs_content_seo][/cs_element_layout_column_2][cs_element_layout_column_2 _id=”10″ ][cs_element_button _id=”11″ ][cs_content_seo]Cash Flow Metrics & Ratios\n\n[/cs_content_seo][/cs_element_layout_column_2][/cs_element_layout_row_2][cs_element_image _id=”12″ ][/cs_element_layout_column][/cs_element_layout_row][/cs_element_section][cs_element_section _id=”13″ ][cs_element_layout_row _id=”14″ ][cs_element_layout_column _id=”15″ ][cs_element_raw_content _id=”16″ ][cs_content_seo]
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+ |
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 |
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 |
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 |