ERP

Equity Risk Premium

Cost of Capital

Turkish: Piyasa Risk Primi

Abbreviation: ERP

Short definition

The equity risk premium is the extra return expected on the equity market above the risk-free rate. CAPM multiplies it by β. Historical averages, implied premia and surveys disagree; there is no single “true ERP”.

Detailed explanation

Currency must match Rf. A long historical premium may not match today’s rate regime. Implied ERP is backed out of price and expected earnings.

A local ERP versus a global ERP+CRP are alternative skeletons; do not add both.

Why it matters for the CFO

1 point of ERP moves Ke and WACC by about 1 point when β≈1. The valuation committee should write which ERP source it chose.

How it is calculated

ERP = E[r_m] − Rf

Variables in the formula

  • ERP: Equity market minus risk-free

How to read it

In a high-Rf regime, stacking a historic ERP can overstate Ke; an implied premium may be more consistent.

Numerical example

E[r_m] 28%, Rf 22% → ERP = 6 percentage points.

Related calculators

Güven Sayılgan’s writing on this topic

Read these first

What to learn next

  1. Capital Asset Pricing Model (CAPM)
  2. Cost of Equity
  3. Country Risk Premium (CRP)
  4. Beta (β)
  5. Risk-Free Rate

Definitions are educational. They are not investment, credit or tax advice.