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: […]

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. […]

TSX Composite P/E, CAPE, Dividend Yield & Total Return

The table below shows the historical total return & yield of Canada’s S&P/TSX Composite index. In the beginning of February 2017, the annual total return of Canadian stock market was 23.41% and dividend yield was 2.71%. For extended data, check the dataset provided by Siblis Research. Purchase a dataset that […]

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 […]

Historical Share Prices of Delisted Companies

Siblis Research provides historical share prices of delisted US companies that have been part of either S&P 500 or NASDAQ 100 indexes in the past. The historical prices delisted shares are part of the index specific Researcher Datasets. A similar dataset exists also for UK’s FTSE 100 index. The researcher […]

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

The current average P/E (price-earnings) ratio of Shanghai stock market is 17.85 (Feb 2017). The average P/E between 1/1/2005 and 2/28/2017 has been 20.80. The Shiller PE ratio is currently 18.89. Based on the averages, the shares traded on Shanghai stock exchange would appear to be slightly undervalued but Chinese […]

Russell 2000 & 3000 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%. Purchase the exact GICS Sector weightings of Russell 2000 and Russell 3000 indices since 12/31/2006. We […]

FTSE 100/250 CAPE Ratio & P/E 1998 – 2017

The table below lists the CAPE Ratio and P/E (TTM) for the FTSE 100 and FTSE 250 indices. The current Shiller PE of FTSE 100 is 14.87 (2/28/2017), considerable lower than the corresponding ratio of FSE 250. The trailing twelve months P/E is currently as high as 30.42 (many of […]

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 and FTSE All-Share indexes. The current annual yield of the FTSE 100 is 3.69% (2/28/2017), slightly higher than the historical average. The corresponding yield of All-Share index is 3.48% For detailed return histories, […]

Sector & Industry Performance of S&P 500 (Total Return) 1979 – 2017

The table below lists the sector specific total returns of S&P 500 index (equal weighted). The total performance includes all dividends and other profit distributions. In December 2016, Energy sector has had the best annual performance, generating annual return of 38.67%. The worst performing sector has been Health Cate companies, […]