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 […]

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 […]

S&P 500 Weights of Individual Companies 1979 – 2017

The table below lists the weightings of S&P 500 companies for the past seven years. The components with largest weightings on 9/30/2016 were Apple (3.251%), Microsoft (2.395%), ExxonMobil (1.931%) and Amazon.com (1.758%). For the current weights of the components, contact S&P Dow Jones Indices directly. NOTE: If a company was […]

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, […]

S&P 500 Historical Total Market Cap & Float Adjusted Cap

The table below shows the historical total market capitalization of the S&P 500 index. The total market cap is the combination of the values of the individual companies part of the index. The table includes also the float adjusted market cap that considers the free-float market value of the companies. […]

REIT Performance/Total Return by Sub-Industry 1990 – 2017

The table below displays the annual total performance of Real Estate Investments Trusts (REIT) by sub-industry. The total returns are calculated using all US REITs that are/have been part of Russell 3000 index. The returns takes account also dividends and other distributions. In 5/31/2017, Industrial REITs have provided clearly best […]

S&P 500 Sector Weightings 1979 – 2017

The table below lists the historical sector weightings of S&P 500 index. Currently, the largest sector of S&P 500 index is Information Technology, followed by Health Care. The smallest are Telecommunications and Materials sectors, both contributing less than 3% for the index. Real Estate was separated from the Financials sector […]