Unaudited net asset value

Caledonia Investments PLC
04 July 2006





Caledonia Investments plc



Unaudited net asset value per share at 30 June 2006



Caledonia Investments plc ('Caledonia') announces that its unaudited net asset
value per ordinary share as at 30 June 2006 was 1973p, before the deduction of
the proposed final dividend for the year ended 31 March 2006 of 20.5p per share,
which has been recommended by the directors for approval at the company's Annual
General Meeting to be held on 20 July 2006.



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



                                                                     4 July 2006




Caledonia Investments plc                                     Tel: [phone]

Tim Ingram
Jonathan Cartwright

College Hill Associates                                       Tel: [phone]

Tony Friend
Roddy Watt





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