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Wednesday
May042011

Equity Risk Premium | Select Countries

Here are some back of the envelope ERP calculations on some random countries.

    ERP Growth
Germany DAX Index 3.68% 3.03%
Italy  FTSEMIB Index 2.94% 3.28%
France SBF250 Index 2.99% 3.98%
UK NMX Index 3.83% 4.89%
China SHCOMP Index 11.39% 11.78%
Spain IBEX Index 2.26% 3.85%
Hong Kong HSI Index 5.75% 6.73%
Korea KOSPI index 6.74% 6.92%
South Africa JALEX index  11.84% 11.05%
US SPX index 2.60% 4.45%
Brazil IBOV Index 7.75% 8.86%
Argentina MERVAL Index 12.41% 13.01%
Japan NKY Index 1.96% 2.12%

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