Why can't you use private companies as part of your public company comperables analysis?

I understand that it wouldn't make sense to use a private company in your calc of cost of eq or wacc BC private companies don't have values for market cap or beta, but why couldn't you use private companies in public comps? Is it just because it's literally called "public" comps?

Thanks in advance

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If the company is private, how would you get their financial data? Even if you had it, you are probably under NDA not to disclose it. Sometimes, though, my group will use a slide to compare public multiples to those of a set of private companies that we have data for on a bar graph. We will name the public companies, but list the private ones as Private Company A, Private Company B, etc.

 
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