Tuesday, August 8, 2017

Market Risk Premium of the ASX200 for June 2017: 3.82%

Time for another Market Risk Premium update.


ASX200 average returns over the last 2 years = 1.857% p.a (Pretty lean returns)


Dividend Yield average over the last 2 years = 4.4875% p.a


Therefore, leaves the ASX200 total return at a pretty ordinary 6.34%. Better than a bank account I suppose, but still not great.


Risk free rate (average 10 year bond rate) = 2.52%


Therefore the market risk premium is 6.34-2.52 = 3.82%


Its positive, but below the 5 year average average of 5.07% I will estimate that it needs to come up a bit this year.

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