S&P 500 Sector Weightings 1979 – 2019

The table below lists the historical sector weightings of the S&P 500 index. Currently (3/31/2019), the largest GICS sector of the index is Information Technology, followed by Health Care and Financials. Check the historical weights of the individual index components from here. Note: Telecommunications sector was replaced by the new […]

S&P 500 Historical Components & Composition Changes

Purchase a dataset that lists all the changes to the index constituents since 1970/1990/2000 (the Researcher Dataset provides the changes since the year 1963), including a summary sheet that allows you to quickly check the components for any date. The dataset includes exact change dates, ISIN codes, ticker symbols and […]

S&P 500 Historical Market Caps of Individual Companies

The table below lists the historical market caps of the largest S&P 500 companies. Currently (3/31/2019), the most valuable company part of the index is Microsoft Corp. with a market cap of $906,133.02 million, followed by Apple Inc. ($898,426.08M) and Amazon.com Inc. ($874,348.25M). Examine also the weightings of the index […]

S&P 500 EV/EBITDA (Enterprise Multiple) by Sector/Industry

The table below lists the Enterprise Multiples (EV/EBITDA) by GICS sector. The multiples are calculated using the current and past S&P 500 companies. Comparing the current enterprise multiple of a sector/industry to its historical average value can be used to estimate if the sector is currently undervalued or overvalued. Note: […]

Price-to-Book (P/B) Ratio by Sector (S&P 500) 1979 – 2019

The table below lists the historical price-to-book (P/B) ratios by sector, calculated using S&P 500 companies. It’s important to remember that the valuations of different sectors can’t be compared directly with each other using price-to-book ratio. To evaluate whether a sector might be undervalued/overvalued, today’s P/B should be compared against […]

S&P 500 CAPE & P/E Ratios by Sector 1979 – 2019

The table below lists the current & historical CAPE ratios by GICS sector of S&P 500 companies . If the Shiller PE ratio of a sector is lower than its historical average, this might indicate that the sector is currently undervalued and vice versa. The overall CAPE of the index […]

Russell 2000 Sector Weightings

The table below lists the GICS sector weightings of the Russell 2000 stock index. Currently, the sector with the largest weight in the index is the Financials sector. The smallest sector is Telecoms that makes up less than 1% of the index. [Russell 2000] – GICS Sector Weightings Purchase a […]

FTSE 100/250 CAPE Ratio & P/E 1998 – 2019

The table below lists the CAPE Ratio & P/E (TTM) of the FTSE 100 and FTSE 250 indices. The current Shiller PE of FTSE 100 is 14.29 (12/31/2018), considerable lower than the corresponding ratio of FSE 250. The trailing twelve months P/E is currently 11.19. For the latest data, provided […]

S&P 500 Free Cash Flow Yield by Industry/Sector

The table below lists the Free Cash Flow Yields by GICS sector. The yields are calculated using S&P 500 companies. Utilities have been generating negative or barely positive free cash flows for the past years which should be a cause of concern for investors. Note: FCF yield has not been […]

FTSE 100 / 250 / All-Share Dividend Yield & Total Return

The table below lists the historical dividend yields and annual total returns of FTSE 100, FTSE 250 & FTSE All-Share indices. The current annual yield of the FTSE 100 is 4.68% (12/31/2018), which is higher than the historical average. The corresponding yield of All-Share index is 4.46%. For the latest […]