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Risk premiums are overrated

Our new analysis suggests that country risk premiums are often set too high by industry analysts, leading to overvaluation—and missed investment opportunities. In this Brazilian example, the difference between S&P 500 and Bovespa price/earnings ratios can be explained entirely by performance. Investors take heed: a risk premium for an emerging-market company may not always be necessary.

The difference between Brazilian and US multiples can be explained by performance factors; a country risk premium doesn’t seem to play a role.
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To read the article, see “Don’t overthink your approach to valuation in emerging markets,” July 15, 2021.