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 […]

[Intraday] Historical S&P 500 Minute Bar Data

Siblis Research and AlgoSeek are providing S&P 500 trade based OHLC minute bars for each trading day in the last 5 years. The intraday data includes all of the companies that were part of the S&P 500 index during that day. The stock list for each day is adjusted based […]

Spain Stock Market CAPE Ratio, P/E, Yield 1995 – 2016

The table below lists the historical CAPE (Shiller PE) and price-earnings (TTM) ratios for the stock market of Spain. The current CAPE ratio of Spanish stock market is 11.20, considerably lower than the 21-year average ratio of 17.23. This might suggest that the market is undervalued. However, the trailing twelve […]

P/E (Price-Earnings) Ratios of S&P 500 Companies

The table below lists the historical P/E ratios (TTM) of current & past S&P 500 companies between 2007 and 2016. The table includes also companies that have been removed from the index (examine the changes from here). If a company has been delisted/not listed yet on a specific date, the […]

China’s Stock Market Cap to GDP Ratio

China’s total stock market capitalization to GDP ratio is 83.54% (Aug 31st 2015). At the beginning of 2015, the ratio was 77.28%. The average ratio between 2003 and August 2015 has been 69.01% and 73.57% between 2010 and Aug 2015. Based on the historical ratios, the Chinese stock market is […]

Japan’s Total Market Cap to GDP Ratio

The table below lists Japan’s total stock market capitalization to GDP ratio for the past seven years. The total market cap means the combined market value of all public companies listed in Japan. The ratio is calculated by dividing the combined stock market cap with Gross Domestic Product. At the […]