Global Dividend Yields by Country 2018

The table below lists historical dividend yields of the largest economies in the world. When estimating whether the stock market of a country might be undervalued, the country’s yield should not be directly compared to other nations. As a rough valuation indicator, dividend yield works best when the current ratio […]

Russell 2000 Sector Weightings

The table below lists the GICS sector weightings of the Russell 2000 stock index. Currently, the sector with the largest weight in the index is the Financials sector. The smallest sector is Telecoms that makes up less than 1% of the index. [Russell 2000] – GICS Sector Weightings Purchase a […]

Global Market Cap to GNI/GDP Ratios for 28 Countries

The table below lists the total market cap to GNI (GDP) ratios of the largest economies in the world. 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 […]

S&P 500 Historical Market Caps of Individual Companies

The table below lists the historical market caps of the largest S&P 500 companies. Currently (9/30/2018), the most valuable company part of the index is Apple Inc with a market cap of $1,093,240.1 million, followed by Amazon.com and Microsoft Corp. Examine also the weightings of the index components. Note: the […]

Price-to-Book (P/B) Ratio by Sector (S&P 500) 1979 – 2018

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 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 the 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 […]

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

The table below lists the Enterprise Multiples (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: The […]

S&P 500 CAPE & P/E Ratios by Sector 1979 – 2018

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

S&P 600 (SmallCap) Index Historical Components

Purchase a dataset that lists all the changes to the S&P SmallCap 600 index constituents since 1997, including a summary sheet that allows you to quickly check the components for any date. Full refund guaranteed if you are not fully satisfied with the data for any reason. Check a sample […]

FTSE 100/250 CAPE Ratio & P/E 1998 – 2018

The table below lists the CAPE Ratio & P/E (TTM) of the FTSE 100 and FTSE 250 indices. The current Shiller PE of FTSE 100 is 16.36 (6/30/2018), considerable lower than the corresponding ratio of FSE 250. The trailing twelve months P/E is currently 13.33. For the latest data, provided […]