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waccR (version 0.1.0)

wacc: Downloads and tidies Aswath Damodaran's WACC data

Description

Downloads and tidies Aswath Damodaran's data on the Weighted Average Cost of Capital by Sector (United States).

Usage

wacc()

Arguments

Details

Returns a data frame with the following variables:

  • Industry: economic sector.

  • Number_Firms: number of companies in the sector.

  • Beta: Estimated by regressing weekly returns on stock against S&P 500, using 2 years and 5 years of data.

  • Cost_Equity: Estimated using the capital asset pricing model: Cost of Equity = Riskfree Rate + Beta (Risk Premium)

  • Equity_Debt: Equity/(Debt + Equity).

  • Std_Dev_Stock: Standard deviation in stock.

  • Cost_Debt: Cost of debt.

  • Tax_Rate

  • AfterTax_Cost_Debt: Cost of debt after tax.

  • Debt_Equity: Debt/(Debt + Equity).

  • Cost_Capital: weighted cost of capital, or WACC.

See Also

For more on the variables in this dataset, see this page.