US Comparable Companies Database

The US Comparable Public Companies database by Siblis Research provides key valuation multiples, growth rates and total returns of current & past Russell 3000 companies between 12/31/1994 and 3/31/2017. The database consist of 8,599 individual US-based companies, including GIGS Industry and Sub-Industry classifications. US Comparable Companies Database by Siblis Research […]

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 […]

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 […]

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 […]