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Estimating Shareholder Risk Premia Using Analysts' Growth Forecasts

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Author Info
Robert S.Harris
Felicia C. Marston
Abstract

This paper presents estimates of shareholder required rates of return and risk premia which are derived using forward-looking analysts' growth forecasts. We update through 1991 earlier work which, due to data availability, was restricted to the period 1982-1984. Using stronger tests, we also reexamine the efficacy of using such an expectational approach as an alternative to the use of historical averages. Using the S&P 500 as a proxy for the market portfolio, we find an average market risk premium ( 1982-1991) of 6.47% above yields on long-term U.S. government bonds and 5.13% above yields on corporate bonds. We also find that required returns for individual stocks vary directly with their risk (as proxied by beta) and that the market risk premium varies over time. These findings show that, in addition to fitting the theoretical requirement of being forward-looking, use of analysts' forecasts in estimating return requirements provides reasonable empirical results that can he useful in practical applications.

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Publisher Info
Article provided by Financial Management Association in its journal Financial Management.

Volume (Year): 21 (1992)
Issue (Month): 2 (Summer)
Pages:
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Handle: RePEc:fma:fmanag:harris92

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  1. Steven A. Sharpe, 2002. "How does the market interpret analysts' long-term growth forecasts?," Finance and Economics Discussion Series 2002-7, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  2. David Schröder, 2005. "The Implied Equity Risk Premium - An Evaluation of Empirical Methods," Bonn Econ Discussion Papers bgse13_2005, University of Bonn, Germany. [Downloadable!]
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This page was last updated on 2010-1-6.


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