Russell 2000 P/E, Yield & CAPE Ratio 2006 – 2017

The table below lists the current & historical P/E (TTM), Dividend Yield and CAPE Ratio for Russell 2000 index. Note that also negative earnings are taken account when the price-earnings ratio is calculated. This makes the ratio much higher than trailing P/E reported by e.g. FTSE Russell which excludes companies […]

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 […]

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, […]

Total Revenues & Earnings by Industry & Sector 1993 – 2016

The table below lists the total annual revenues of public US companies by GICS Industry. The table includes the 20 largest industries measured by their market sizes. The total sales are calculated using the revenues of the current and past Russell 3000 companies. For total revenues, earnings and growth rates […]

Industry & Sector Growth Rates 1993 – 2016

The table below lists the annual growth rates of the largest GICS Industries. The industry growth rates are calculated by dividing the total yearly revenues of all current and past Russell 3000 companies by the last year’s total revenues. The sample size of the companies used for the calculations represents […]

FTSE 100 Index Historical Components & Changes

The table below lists the historical constituents of FTSE 100 index for the past eight years. FTSE 100 includes 100 companies but has 101 components. Royal Dutch Shell has two different classes of shares listed that are both part of the index. There used to be 102 constituents but Schroders’ […]

EURO STOXX 50 Component Changes

The table below lists the historical constituents of EURO STOXX 50 stock index. Euro Stoxx 50 includes 50 major companies based in the Eurozone. In 2015, there were two changes to the index, Fresenius SE and Safran SA were added and Repsol and RWE AG were removed. Since January 2000, […]

CAC 40 Historical Components & Changes

The table below lists the historical components of France’s CAC 40 stock index. If a company was part of the index during the last day of a year, it is marked with “X”. CAC 40 is the most followed indicator of the French stock market, consisting of fourty major companies […]

CAPE Ratio of Individual S&P 500 Companies 1989 – 2016

The table below lists company-specific CAPE ratios of all current and past S&P 500 companies since 2010. “Corr. with Returns” column means the correlation between the historical CAPE of a company and 5-year total return (dividends + increase in share price). A negative correlation suggests that a lower than average […]