The WACC of ABC Arbitrage SA (ABCA.PA) is 6.5%.
| Range | Selected | |
| Cost of equity | 5.60% - 7.30% | 6.45% |
| Tax rate | 0.80% - 1.20% | 1.00% |
| Cost of debt | 5.00% - 5.00% | 5.00% |
| WACC | 5.6% - 7.3% | 6.5% |
| Category | Low | High |
| Long-term bond rate | 3.0% | 3.5% |
| Equity market risk premium | 5.8% | 6.8% |
| Adjusted beta | 0.45 | 0.49 |
| Additional risk adjustments | 0.0% | 0.5% |
| Cost of equity | 5.60% | 7.30% |
| Tax rate | 0.80% | 1.20% |
| Debt/Equity ratio | 0.02 | 0.02 |
| Cost of debt | 5.00% | 5.00% |
| After-tax WACC | 5.6% | 7.3% |
| Selected WACC | 6.5% | |