# Deal & Valuation Analytics

Calculated, validated, back-testedAsset Class | Tracked Entities | Obs (past 5 years) | TICCS® segments | Geo segments | Styles | Nb of segments | Nb of cross-segments |
---|---|---|---|---|---|---|---|

Unlisted Equity | 600+ companies | 11k+ | 19 | 28 | 4 | 27 | 190+ |

Private Debt | 1,500+ instruments | 20k+ | 15 | 8 | 6 | 19 | 230+ |

# Granular valuation metrics for hundreds of segments

# infraMetrics equity and debt indices include the widely used infra300® and infra100™ index families, as well as several other thematic and geographic indices including infraGreen, Core+ 100, etc.

# Data updated quarterly on the 10th working day of each month and available for multiple combinations of geographies, sectors, business models, corporate structure and styles.

# infraMetrics Equity Valuation Metrics

# infraMetrics provides its users with quarterly-updated unlisted infrastructure equity market valuation metrics for hundreds of segments and strategies of the unlisted infrastructure universe.

Data Group | Data Item | Definition | Statistics | Window | Downloadable | Format |
---|---|---|---|---|---|---|

Price ratios | Price to Sales | Ratio of equity market value to trailing 12-month sales | 10th, 25th, 50th, 75th and 90th Centiles and simple mean | Last 6 quarters, last 5 years | Yes | Chart |

Price to Book | Ratio of equity market value to latest reported book value of equity | 10th, 25th, 50th, 75th and 90th Centiles and simple mean | Last 6 quarters, last 5 years | Yes | Chart | |

Price to Earnings | Ratio of equity market value to trailing 12-month earnings | 10th, 25th, 50th, 75th and 90th Centiles and simple mean | Last 6 quarters, last 5 years | Yes | Chart | |

EV ratios | EV/EBITDA | Ratio of entreprise value (market value of equity + book value of debt) to 12-month trailing ebitda | 10th, 25th, 50th, 75th and 90th Centiles and simple mean | Last 6 quarters, last 5 years | Yes | Chart |

EV/EBIT | Ratio of entreprise value to 12-month trailing ebit | 10th, 25th, 50th, 75th and 90th Centiles and simple mean | Last 6 quarters, last 5 years | Yes | Chart | |

EV/Revenues | Ratio of entreprise value to revenues | 10th, 25th, 50th, 75th and 90th Centiles and simple mean | Last 6 quarters, last 5 years | Yes | Chart | |

Debt/EV | Ratio of net senior debt to entreprise value | 10th, 25th, 50th, 75th and 90th Centiles and simple mean | Last 6 quarters, last 5 years | Yes | Chart | |

Expected Returns | Expected returns | Asset-level market-implied expected return on equity for unlisted infrastructure investment. | 10th, 25th, 50th, 75th and 90th Centiles and simple mean | Last 6 quarters, last 5 years | Yes | Chart |

Risk Premium | Asset-level market-implied unlisted infrastructure equity risk premia | 10th, 25th, 50th, 75th and 90th Centiles and simple mean | Last 6 quarters, last 5 years | Yes | Chart | |

Risk free rate | Average risk-free rate across the relevant yield curve in the countries in the selected segment | 10th, 25th, 50th, 75th and 90th Centiles and simple mean | Last 6 quarters, last 5 years | Yes | Chart | |

Cost of Capital | WACC | Weighted average of the market cost of equity and debt. | 10th, 25th, 50th, 75th and 90th Centiles and simple mean | Last 6 quarters, last 5 years | Yes | Chart |

Cost of Equity | Market-implied equity discount rate | 10th, 25th, 50th, 75th and 90th Centiles and simple mean | Last 6 quarters, last 5 years | Yes | Chart | |

Cost of Debt | Market-implied senior debt discount rate | 10th, 25th, 50th, 75th and 90th Centiles and simple mean | Last 6 quarters, last 5 years | Yes | Chart | |

Leverage | Ratio of market value of debt to enterprise value | 10th, 25th, 50th, 75th and 90th Centiles and simple mean | Last 6 quarters, last 5 years | Yes | Chart | |

NAV DCF Decomposition | Dividend-driven NAV change | Average change in NAV in the relevant segment driven by a change in expected dividends. | Cumulative change in NAV | 1-year, 3-year and 5-year | Yes | Table |

Risk premia-driven NAV change | Average change in NAV in the relevant segment driven by a change in the equity risk premia of individual assets. | Cumulative change in NAV | 1-year, 3-year and 5-year | Yes | Table | |

Risk-free-driven NAV change | Average change in NAV in the relevant segment driven by a change in the applicable risk-free rate to each asset. | Cumulative change in NAV | 1-year, 3-year and 5-year | Yes | Table |

# Valuation metrics usage

# Equity Valuation metrics: you have complete control

# Full market valuation

No index blackbox# Full time series of TICCS®, country and currency allocations

Clarity and transparency about index exposures.# Risk and return analytics

Income and capital returns, drawdown and value-at-risk, volatility and Sharpe ratio computations# infraMetrics Private Debt Valuation Metrics

Data Group | Data Item | Definition | Statistics | Window | Downloadable | Format |
---|---|---|---|---|---|---|

Yield to maturity | Investment grade debt yield to maturity | Market-implied yield to maturity of senior debt instruments with an investment grade credit risk rating (1-year ahead hard PD < 0.48%) | 10th, 25th, 50th, 75th and 90th Centiles and simple mean | 1-year, 3-year and 5-year Max time series | Yes | Chart |

Fixed rate debt yield to maturity | Market-implied yield to maturity of fixed rate senior debt. | 10th, 25th, 50th, 75th and 90th Centiles and simple mean | 1-year, 3-year and 5-year Max time series | Yes | Chart | |

Floating rate debt yield to maturity | Market-implied yield to maturity of flexible rate senior debt. | 10th, 25th, 50th, 75th and 90th Centiles and simple mean | 1-year, 3-year and 5-year Max time series | Yes | Chart | |

Credit Spreads | Investment grade debt spreads | Market-implied spreads of senior debt instruments with an investment grade credit risk rating (Hard PD < 0.48%) | 10th, 25th, 50th, 75th and 90th Centiles and simple mean | 1-year, 3-year and 5-year Max time series | Yes | Chart |

Fixed rate debt spreads | Market-implied spreads of fixed rate senior debt. | 10th, 25th, 50th, 75th and 90th Centiles and simple mean | 1-year, 3-year and 5-year Max time series | Yes | Chart | |

Floating rate debt spreads | Market-implied spreads of floating rate senior debt. | 10th, 25th, 50th, 75th and 90th Centiles and simple mean | 1-year, 3-year and 5-year Max time series | Yes | Chart |

# infraMetrics Cash Flow Metrics

Data Item | Data Item | Data Item | Data Item | Data Item | Data Item |
---|---|---|---|---|---|

Dividend/ CFADS | 12-month trailing ratio of dividends to cash flow available for debt service | Descriptive statistics, box plots, frequency distribution | Max time series, by age or calendar time | Yes | Table & Chart |

Dividend/ FCFE | 12-month trailing ratio of dividends to free-cash-flow to equity | Descriptive statistics, box plots, frequency distribution | Max time series, by age or calendar time | Yes | Table & Chart |

Dividend/Revenue | 12-month trailing ratio of dividend to sales | Descriptive statistics, box plots, frequency distribution | Max time series, by age or calendar time | Yes | Table & Chart |

Dividends/Total Assets | 12-month trailing ratio of dividends to total assets | Descriptive statistics, box plots, frequency distribution | Max time series, by age or calendar time | Yes | Table & Chart |

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