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 currently are or have been part of the index since 12/31/2013 (the index components keep constantly changing, examine the historical index composition from here). Note: the market value […]

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 […]

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 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 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 […]

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 15.22 (3/31/2018), considerable lower than the corresponding ratio of FSE 250. The trailing twelve months P/E is currently 12.70. For the latest data, provided […]

S&P/TSX Composite Historical Index Components

Purchase a dataset that lists all the changes to the S&P/TSX Composite index constituents since 1984, 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 dataset […]

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 & FTSE All-Share indices. The current annual yield of the FTSE 100 is 4.10% (3/31/2018), slightly higher than the historical average. The corresponding yield of All-Share index is 3.85% For the latest data, […]

S&P 500 Sector Weightings 1979 – 2018

The table below lists the historical sector weightings of the S&P 500 index. Currently, the largest GICS sector of the index is Information Technology, followed by Financials. Telecoms, Materials, Utilities & Real Estate all make up less than 3% of the index. Check the historical weights of the individual 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 […]