Average Equity Returns of Public U.S. Companies

What is the average return of the U.S. stock market? The answer that has been accepted as an undeniable truth among investors is that the average annual return is around 10%. The annualized return of S&P 500 index between Jan 1st, 1919 and Dec 31st, 2020 is 10.55% (dividends included). […]

CAPE Ratios by Country (Global Shiller PE Ratios)

The table below lists the historical and current CAPE Ratios of the largest economies in the world. Among the largest economies, Russia currently has the lowest Shiller PE ratio while U.S. is clearly the most expensive market when measured by this ratio. However, the CAPE ratios of different nations should […]

Historical Index Constituents & Component Changes

As most investors know, the idea of index funds just passively owning “the market” is not exactly true. The companies making up the underlying indices the funds are following are not fixed but keep changing: every year numerous companies are removed from different indices and replaced with new constituents. Especially […]

Emerging Markets Equity Valuations

The table below shows the current & historical equity market valuations of selected Emerging Markets. The trailing price-earnings (P/E) ratio of MSCI Emerging Markets index is currently 14.02 (12/31/2021) and the forward P/E ratio of the index is 12.04. Among the major emerging economies, the Indian stock market is clearly […]

Total Market Value of U.S. Stock Market

The total market capitalization of the U.S. stock market is currently $48,264,353.4 million (March 31st, 2022). The market value is the total market cap of all U.S. based public companies listed in New York Stock Exchange, Nasdaq Stock Market or OTCQX U.S. Market (read more about OTC markets from here.) […]

U.S. Stock Market Sector Weightings

The table below lists the historical sector weightings of the U.S. stock market. The weights have been calculated using the 500 largest public companies at a given date. Currently (12/31/2021), the largest GIGS sector is clearly Information Technology, followed by Health Care and Consumer Discretionary companies. The technology sector has […]

CAPE Ratio of the Global (World) Stock Market

The CAPE ratio (Shiller PE) of the global stock market is currently 26.64 (12/31/2021). This global stock market is calculated using an index of the 3,000 largest public companies around the world, including the United States, developed world and emerging markets. The ratio is higher than the long-term average CAPE […]

DAX 30 Index Sector Weightings

The table below lists the GICS sector weightings of the DAX 30 index. The largest sector of the index is the Industrials sector which makes up 19.02% of the index. The second and third largest sectors are Materials and Consumer Discretionary. DAX is the most followed equity index for the […]

Canada Stock Market – Sector Weightings

The table below lists the curret & historical GICS Sector breakdown of the Canadian stock market, calculated using all large cap companies listed on the Toronto Stock Exchange. Currently (12/31/2021), the largest sector of the Canadian equity market is clearly the Financials sector (32.17%), which is considerably larger than the […]

Dividend Yields by Sector/Industry (U.S. Large Cap)

The table below lists the current and historical dividend yields by GICS Sector, calculated using the 500 largest U.S. companies. The dividend yield of the U.S stock market as a whole is currently 1.29% (12/31/2021). Note: The yield for the Communications sector is calculated for the previous Telecommunications sector before […]