NASDAQ 100 Historical Components & Changes 1995 – 2021

The table below shows the historical constituents of the NASDAQ 100 stock index for the past six years. The index includes the 100 largest non-financial companies listed on the NASDAQ stock exchange. Even though the index consists of 100 companies, the actual number of index components can be more than […]

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 […]

Historical Index Constituents & Component Changes

As most investors know, the idea of index funds just passively owning “the market” is not entirely 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 […]

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 (12/31/2020), the largest sector of the Canadian equity market is clearly the Financials sector (30.24%), which is almost twice as large […]

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 1.55% (1/31/2021). Note: The yield for the Communications sector is calculated for the previous Telecommunications sector before […]

FTSE 100 Index Sector Weightings

The table below lists the Sector weightings of the FTSE 100 index. Currently (12/31/2020), the largest sector is the Consumer Staples sector that makes up 19.67% of the index. Financial companies come second with a weighting of 18.44%. The largest individual index constituent is Unilever plc whose weighting is 6.31%, […]

EV/EBITDA (Enterprise Multiple) by Sector/Industry 1995 – 2021

The table below lists the current & historical Enterprise Multiples (EV/EBITDA) by Sector. The multiples are calculated using the 500 largest U.S. 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: […]

Price-to-Book (P/B) Ratio by Sector 1979 – 2021

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 […]

Free Cash Flow Yield by Industry/Sector

The table below lists the current & historical Free Cash Flow Yields by Sector. The yields are calculated using the 500 largest public U.S. companies. Note: FCF yield has not been calculated for the Financials sector as it is not really a meaningful metric for banks or insurance companies. Free […]

FTSE 100/250 CAPE Ratio & P/E 1998 – 2021

The table below lists the CAPE Ratio & P/E (TTM) of the FTSE 100 and FTSE 250 indices. The current Shiller PE of the FTSE 100 is 13.66 (12/31/2020), considerable lower than the corresponding ratio of FTSE 250. The trailing twelve month P/E is currently 17.55. For the latest data, […]