Private equity underwriting is only as good as your deal data. But most “comps” are incomplete — scraped, filed, or estimated.
This whitepaper shows, through two real DealForge case studies, how verified private market Deal Comps can reveal mispriced opportunities and surface risk the market is missing.
Download the whitepaper to see how granular Deal Comps can sharpen your thesis and improve underwriting decisions.
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The Repricing of Private Markets: 25 Years of Data on Valuations, Leverage and Returns
LPs cannot afford to rely on outdated assumptions.
Pricing has shifted. Leverage risk is rising. Returns are under pressure. In today’s volatile market, understanding where private markets have been repriced is critical to manager selection, underwriting, and portfolio risk.
Based on 172,000+ private market deals, this whitepaper reveals how valuations, leverage, and returns have changed — including deeper analysis of North American buyouts and Software.
Download the whitepaper to see where risk is building before it shows up in your portfolio.
CEPRES' 2026 Private Credit Outlook
Get a data-driven view of the trends shaping private credit in 2026 — from widening performance dispersion and sector-level risk to refinancing pressure and borrower resilience. Built on CEPRES private markets data across 17,200+ funds and 157,000+ deals, this report helps investors move beyond headline market narratives and understand what is really driving outcomes at the loan level.
Download the report to explore where risk is building, where opportunity remains strongest, and why manager selection, sector expertise, and deeper portfolio transparency matter more than ever.
Turn Energy Volatility into Lasting Portfolio Resilience
For Limited Partners, macro-volatility often arrives as a "black box." When energy prices swing on renewed geopolitical tensions, the critical question isn’t just whether your portfolio is exposed, but which managers are proactively defending your returns.
CEPRES Portfolio Management provides LPs with the look-through transparency required to prove resilience across a diversified private markets program.
The Repricing of Private Markets: 25 Years of Data on Valuations, Leverage and Returns
LPs cannot afford to rely on outdated assumptions.
Pricing has shifted. Leverage risk is rising. Returns are under pressure. In today’s volatile market, understanding where private markets have been repriced is critical to manager selection, underwriting, and portfolio risk.
Based on 172,000+ private market deals, this whitepaper reveals how valuations, leverage, and returns have changed — including deeper analysis of North American buyouts and Software.
Download the whitepaper to see where risk is building before it shows up in your portfolio.
CEPRES' 2026 Private Credit Outlook
Get a data-driven view of the trends shaping private credit in 2026 — from widening performance dispersion and sector-level risk to refinancing pressure and borrower resilience. Built on CEPRES private markets data across 17,200+ funds and 157,000+ deals, this report helps investors move beyond headline market narratives and understand what is really driving outcomes at the loan level.
Download the report to explore where risk is building, where opportunity remains strongest, and why manager selection, sector expertise, and deeper portfolio transparency matter more than ever.
Turn Energy Volatility into Lasting Portfolio Resilience
For Limited Partners, macro-volatility often arrives as a "black box." When energy prices swing on renewed geopolitical tensions, the critical question isn’t just whether your portfolio is exposed, but which managers are proactively defending your returns.
CEPRES Portfolio Management provides LPs with the look-through transparency required to prove resilience across a diversified private markets program.
