Net Asset Value(s)

Caledonia Investments PLC
06 June 2007



Caledonia Investments plc



Unaudited net asset value per share at 31 May 2007



Caledonia Investments plc ('Caledonia') announces that its unaudited net asset
values per ordinary share as at 31 May 2007 were 2314p (undiluted) and 2286p
(diluted), before the deduction of the final dividend of 21.6p per share
proposed by the directors for the year ended 31 March 2007.



The monthly reported net asset values per ordinary share, together with
performance statistics and information on the valuation of principal
investments, are available on Caledonia's website at www.caledonia.com.



                                                                    06 June 2007








Caledonia Investments plc                                    Tel: [phone]

Tim Ingram
Jonathan Cartwright


College Hill Associates                                      Tel: [phone]

Tony Friend
Roddy Watt





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