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Equity risk premium

The addition to the risk-free rate for holding equities at all: what the market on average pays for the risk taken above government bonds.

How to read the number

The key input of any discounting valuation: it moves the rate, and the rate moves value more than the profit forecast does.

When the metric lies

Historical and market-implied premiums give different figures, and the choice between them changes the valuation. Neither is directly observable.

Also known as: erp

Related terms