CAPE & P/E Ratios by Sector 1979 – 2020

The table below lists the current & historical CAPE ratios by GICS sector, calculated using the 500 largest public U.S. 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 […]

NASDAQ 100 Historical Components & Changes 1995 – 2020

The table below shows the historical constituents of NASDAQ 100 stock index for the past five years. The index includes the 100 largest non-financial companies listed on the NASDAQ stock exchange. Even though the index consists of 100 companies it does not have 100 but 103 components (12/31/2019). NASDAQ has […]

Russell 2000 P/E, Yield & CAPE Ratio

The table below lists the current & historical P/E (TTM) ratio, dividend yield & CAPE ratio of the Russell 2000 index. When the price-earnings ratio is calculated, also negative earnings have been taken account. This makes the ratio much higher than the trailing P/E reported by e.g. FTSE Russell which […]

Global Dividend Yields by Country

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 current dividend yield should not be directly compared to other nations. As a rough valuation indicator, dividend yield works best when the current […]

Price-to-Book (P/B) Ratio by Sector 1979 – 2020

The table below lists the historical price-to-book (P/B) ratios by sector, calculated using the 500 largest US companies. It’s important to remember that the valuations of different sectors can’t be compared directly with each other using the price-to-book ratio. To evaluate whether a sector might be undervalued/overvalued, the current P/B […]

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 the Buffett Indicator) of a country to its historical average can be used to estimate the current valuation and expected returns of […]

FTSE 100 / 250 / All-Share Dividend Yield & Total Return

The table below lists the historical dividend yields & annual total returns of the FTSE 100, FTSE 250 & FTSE All-Share indices. The current dividend yield of the FTSE 100 is 4.81% (6/30/2020), which is higher than the historical average yield. The corresponding yield of All-Share index is 4.66%. For […]

FTSE 100 Index Sector Weightings

The table below lists the GICS sector weightings of the FTSE 100 index. Currently (6/30/2020), the largest sector is the Consumer Staples sector that makes up 17.93% of the index. Financial companies come second with a weighting of 17.71%. The largest individual index constituent is AstraZeneca plc whose weight is […]

Total Market Value of U.S. Stock Market

The total market capitalization of U.S. stock market is $35,503,373.1 million (6/30/2020). The market value is the total market cap of all U.S. based public companies listed in New York Stock Exchange, Nasdaq Stock Market and OTCQX U.S. Market (read more about OTC markets from here.) During the year 2019, […]

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 […]