From a recent publication in the Review of Financial Studies (“Valuing Financial Data”), we know…
On the Value of Future Financial Statements Statistics
From a forthcoming publication (“Estimating the Private Value of Financial Statement Statistics”), we know that an institutional investor would be willing to pay $170,515 for the future value of Return Of Equity (ROE) of the median firm from the COMPUSTAT database, and even $193,007 for small firms. Other estimates can be found in the paper for various ratios such as Operating Profit Margin, Operating Asset Turnover, Leverage, and Sales Growth.
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