CAPE Ratios by Country 1990 – 2017

The table below lists the historical and current CAPE Ratios of the largest economies in the world. Among the largest countries, Russia currently has the lowest Shiller PE ratio. However, the CAPE ratios of different nations should not be directly compared to each other. The best way to evaluate if […]

Global Market Cap to GNI/GDP Ratios for 28 Countries

The table below lists the total market cap to GNI (GDP) ratios for 28 major economies. Comparing the current market cap-to-GNI ratio (also known as Buffett Indicator) of a country to its historical average can be used to estimate the current valuation and expected returns of a nation’s stock market. […]

CHINA – P/E & CAPE Ratio of Shanghai Stock Market

The current average P/E (price-earnings) ratio of Shanghai stock market is 16.87 (3/31/2017). The Shiller PE ratio is currently 18.05. Based on the averages, the shares traded on Shanghai stock exchange would appear to be slightly undervalued but Chinese stock market has been characterized by extremely high valuations and price […]

CAPE (Shiller PE), P/E & Yield of Japanese Stock Market

Shiller PE for public Japanese companies is currently 27.43 (3/31/2017). The current CAPE ratio is lower than its historical average which would indicate that the Japanese stock market is currently undervalued. However, the country’s equity market has been characterized by periods of extremely high valuations which make the average value […]

S&P 500 Historical Market Caps of Individual Companies

The table below lists the historical market caps of all current and past S&P 500 companies. The list includes all companies that have been part of the index any time since 12/31/2009 (the index components keep constantly changing, check the details of the changes from here). Note: the market value […]

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

The table below lists the average Enterprise Multiple (EV/EBITDA) by 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 – 2016

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 – 2017

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

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. Even though Financials sector seems the be offering clearly the highest FCF Yield, calculating free cash flows for financials companies is tricky and it can be argued that the metric […]

NASDAQ 100 Historical Components & Changes 1995 – 2017

The table below shows the historical constituents of NASDAQ 100 stock index for the past eight years. The index includes the 100 largest non-financial companies listed on the NASDAQ stock exchange. Even though the index consists of 100 companies it does not have 100 but 107 components (6/30/2017). NASDAQ has […]