Weighted Average Cost of Capital for 73 major public companies. Free, source-cited, updated quarterly. The practitioner reference — searchable, browsable, and organized alphabetically so you can find what you need in seconds.
These WACC references use the CAPM methodology: risk-free rate + beta × equity risk premium for cost of equity, plus after-tax cost of debt × D/E weight for the debt leg. Sources: Damodaran latest ERP (5.55% implied, June 2026), US Treasury 10-year for risk-free rate (4.25%), Bloomberg 5-year weekly beta with Blume adjustment. Each company page shows the sourced inputs, the calculation walkthrough, and the caveats. Updated quarterly to reflect current market rates.
Every one of the 73 companies in this WACC library now has a companion Cost of Equity page — the equity-only discount rate broken out for dividend discount models, residual-income frameworks, and DCF Ke inputs. Same CAPM methodology, plus a Fama-French three-factor alternative, levered/unlevered beta reconciliation, and a β × ERP sensitivity grid per company.
Open the Cost of Equity Reference (73 companies) → | Open the DCF Reference →
A live WACC calculator plus 25 other Wall Street-standard practitioner templates: LBO, DCF, Trading Comps, Precedent Transactions, SOTP, Waterfall, 3-statement. Built by CPAs, MBAs, and career practitioners. Excel-native, model-audit clean.
Financial Modeling & M&A · Pick the level that fits
Same practitioner voice at every tier — from the free acquisition records to the 800-page CFO reference.
Related free tools & libraries
Every one of these is a working calculator or reference — no signup, no gate.
Interactive weighted-average cost-of-capital calc with the Baratelli methodology.
73 company references plus the full methodology. Refreshed quarterly.
YTM, YTC, current yield — the fixed-income back-solve.
Macaulay, modified, and effective duration plus convexity adjustment.
Rolling maturity structure with cash-flow, yield, and duration outputs.
Tax-equivalent yield and after-tax comparison for muni holdings.
Sponsor-return math on a leverage-funded distribution.
Stock-based comp valuation via the closed-form Black-Scholes.
Discrete-time lattice for exotic vesting and early-exercise features.
Simulation-based value for TSR-linked performance awards.
Multi-period reinvestment and yield-on-cost across scenarios.
Full library — Apple to Nestle to Reliance. Snapshot inputs sourced to filings.
Berkshire, Danaher, Constellation, Blackstone, Apollo, LVMH, and 37 more.
Board-grade practitioner memos — LVMH, SpaceX, Dell, Disney, Belron.
One-page cheat sheet — formulas, conventions, sensitivity rules.