Net Asset Value(s)

Caledonia Investments PLC
06 June 2006



Caledonia Investments plc



Unaudited net asset value per share at 31 May 2006



Caledonia Investments plc ('Caledonia') announces that its unaudited net asset
value per ordinary share as at 31 May 2006 was 1992p, before the deduction of a
final dividend of 20.5p per share as proposed by the directors for the year
ended 31 March 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.



                                                             06 June 2006




Caledonia Investments plc                                    Tel: [phone]

Tim Ingram
Jonathan Cartwright

College Hill Associates                                      Tel: [phone]

Tony Friend
Roddy Watt






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