UPDATED AS AT: 11 JULY 2025
Diversiview uses the following RF (risk-free rates of return) and ERP (equity risk premium) values to calculate the expected return (CAPM) for individual securities, as well as other indicators such as Portfolio Alpha.
| Market / Country | RF Instrument | RF value | ERP |
| ASX / AU | Australia Bond 10 Year Yield | 4.32% | 4.21% |
| NASDAQ & NYSE / US | 10 Year US Treasury Yield | 4.36% | 4.62% |
| BSE & NSE / IN + MUTUAL FUNDS / IN | India 10-Year Government Bond | 6.30% | 7.46% |
| HKEX / HK | Hong Kong 10-Year Government Bond | 2.98% | 5.10% |
| LSE / UK | UK Gilt 10 Year Yield | 4.59% | 5.10% |
| DFM / UAE | US dollar-denominated 10-year UAE Bond | 4.857% | 4.94% |
Updates:
RF are usually updated once a week, from the respective instruments listed above. ERP are updated twice a year, or more often if new values become available.
Values:
RF values are yields of the instruments listed above, sourced from public governments websites.
The equity risk premium (ERP) reflects fundamental judgments we make about how much risk we see in an economy/market and what price we attach to that risk. Diversiview uses ERP values calculated as per Prof Damodaran’s methodology, described at: https://pages.stern.nyu.edu/~adamodar/New_Home_Page/datafile/ctryprem.html
If you have any questions about the above information, please contact the team at contact@lensellgroup.com.
