Freitag, 8. Januar 2010

The Data Page


Last Updated: January 2010

Data comments for 2010:

I have expanded the data to include all publicly traded firms that had a market capitalization greater than $5 million on January 1, 2010 for non-US firms and all publicly traded companies for US firms. I continue to use Value Line for the US data updates, but I have switched to a combination of Bloomberg and Capital IQ data for non-US firms, with an overlay of my own modified industry categories. (Don't ask why... You don't want to know). In additiion to having the data by region (US, Japan, Emerging Markets and Europe), I have also added a global summary that lists items like beta and multiples for each sector for all companies listed globally.With the U.S. data, I have added an extra feature, at least for the risk measures and multiples, where I have broken down the averages by market cap class. I have also added back the data set on the effect of capitalizing operating leases on debt ratios and returns on capital.

Finally, I have added separate data sets for India and China. While I include companies from both markets in the emerging market dataset, each of these markets is now large enough (2000 firms plus) to allow for separate analysis.

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