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. […]

Emerging Markets Corporate Bond Yields

The yields in the table below are calculated using the country-specific high yield corporate bond indices maintained by Siblis Research. The indices consists of USD denominated high yield corporate bonds issued by various countries in emerging markets. YTM is the weighted average yield to maturity of the bonds part of […]

European High Yield Corporate Bond Yields & Spreads

The yields in the table below are calculated using the country-specific high yield corporate bond indices maintained by Siblis Research. The indices consists of euro denominated high yield (sub investment grade) corporate bonds issued by European companies. YTM is the weighted average yield to maturity of the bonds part of […]

German Corporate Bond Yields & Credit Spreads

The current yield (YTM) of German High Yield Corporate bonds is 2.33% (Oct 31st 2017). The nominal spread between Sub-Investment Grade and Invest. Grade bonds is 1.37%. The data in the table below is calculated using the German corporate bond indices maintained by Siblis Research. For current & historical yields […]

Long Term (10-Year) Bond Yields by Country 1989 – 2017

The table below lists current & historical 10-year government bond yields of the largest economies in the world. Government bond yields are used as benchmarks for long-term interest rates. The yields are calculated using the prices at which the bonds are traded at various exchanges (not the interest rates at […]

Russell 2000 Sector Weightings

The table below lists the sector weightings of Russell 2000 stock index. Currently, the sector with the largest weight in the index is Financials sector. The smallest is Telecoms that contributes less than 1%. For key historical data of Russell 2000 companies, purchase the Russell 2000 Researcher Dataset by Siblis […]

Russell 2000 Historical Components & Changes

The table below lists the historical components of Russell 2000 index. To examine the constituent changes more easily, export the table to Excel. If a company was part of the index during the last trading day of the year, it is marked as X. The index is maintained by FTSE […]

Historical Share Prices of Delisted Companies

Siblis Research provides historical share prices of delisted US companies that have been part of S&P 500 or Russell 2000 indexes in the past. The historical prices delisted shares are part of index specific Researcher Datasets. The researcher datasets includes key historical data of the individual index companies, including outstanding […]

Dow Jones (DJIA) Historical Total Market Cap

The table below lists the total market capitalization of Dow Jones Industrial Average (DJIA) stock index. In 9/30/2017, the combined market value of the companies part of the index was $6,287,311.3 million, 14.8% higher than it was one year ago (9/30/2016). The market cap of S&P 500 index in September […]

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

The current average P/E (price-earnings) ratio of Shanghai stock market is 17.00 (6/30/2017). The Shiller PE ratio is currently 17.47. Based on the averages, the shares traded on Shanghai stock exchange would appear to be slightly undervalued but the Chinese stock market has been characterized by extremely high valuations and […]