Global Equity Valuations Database
Monthly Dashboard & API Access
Decades of valuation history for the most followed global equity indices, sectors, and markets — delivered as an Excel dashboard (monthly snapshots) and as a daily-frequency API.
- Siblis Research’s Global Equity Valuations Database provides key valuation ratios & multiples across the major equity indices of every developed and emerging market, alongside an expanding set of sector indices. For key benchmarks, history extends back to 1980; for the majority of the universe, twenty-plus years of data is available.
- Every series is researched, sourced, and calculated by our internal data team, and benchmarked against the largest commercial data providers. Subscribers receive both the Monthly Dashboard (an Excel workbook with month-end snapshots) and the API (daily-frequency JSON data for Excel, Google Sheets, Python, R, and BI tools).
Coverage
Country & Regional Indices
- Covers every major developed market and a broad selection of emerging markets.
- Four valuation ratios published on a daily basis via the API: trailing P/E, forward P/E, CAPE (Shiller P/E), and dividend yield.
- The Monthly Dashboard includes trailing & forward EPS figures and the price-index series, for analyzing earnings growth alongside historical valuation levels.
- History extends to 1980 for the deepest series; twenty-plus years of data for most of the universe.
Sector Indices
- The database covers U.S. sector indices calculated using the 500 largest U.S. public companies.
- Global sector indices and global ex-U.S. sector indices will be added to the database in Q3 2026.
- For U.S. sector indices, we provide trailing P/E, CAPE ratio, dividend yield, price-to-book, and EV/EBITDA (forward P/E will be added in Q3 2026). For global sector indices, trailing/forward P/E and CAPE ratio will be available.
Additional Data
The database includes the total market capitalization to Gross National Income ratio — commonly known as the Buffett indicator — for all major economies.
Full Coverage Detail
The downloadable sample Monthly Dashboard below shows the complete list of indices and markets, the metrics available for each, and the depth of history.
Delivery & Integration
Monthly Dashboard
- A single Excel workbook covering the database — month-end figures for every ratio for every index.
- Includes the trailing and forward EPS series and the price-index history.
- Updated at the start of every month with the latest month-end snapshot.
API
- Returns time-series data as JSON over HTTPS.
- Authentication uses a subscriber-specific API key.
- A single endpoint serves every integration scenario below.
Microsoft Excel
Through built-in Power Query (Data → From Web), any time series can be imported directly into a worksheet by pasting a single URL. No add-in required.
Google Sheets
The IMPORTDATA() function reads any endpoint directly into a sheet.
Python, R, JavaScript
The API integrates cleanly with requests, httr, fetch, and equivalent libraries in any modern language. Time series are returned as arrays of date/value pairs that drop directly into pandas, numpy, or data.table.
Try our free API and see how the data fits your workflow.
Data Methodology
- Historical earnings are net income attributable to common stockholders, trailing twelve months, excluding extraordinary and non-recurring items — with impairment losses and M&A-related costs normalised. Forecasted earnings are the consensus of sell-side analysts’ twelve-month-forward estimates, including Siblis Research’s own estimates.
- Index ratios are calculated by aggregating constituent-level fundamentals — e.g. index P/E is total market capitalisation divided by total earnings, not an average of constituent P/Es. Per-share figures are derived from these aggregates and adjusted at every constituent change.
- CAPE ratio uses the relevant national CPI for country and regional indices, and U.S. CPI for sector indices, so sector ratios stay comparable across regional aggregates. Price-to-book uses the latest reported book value; dividend yield, EV/EBITDA, and other ratios follow industry-standard definitions.
- All historical readings are point-in-time consistent: a reading for any past date reflects only the inputs publicly available on or before that date. Revisions are incorporated from the moment they are publicly stated — prior readings are never retrospectively changed.
Who uses our data
Siblis Research data has been cited in the Wall Street Journal, the Financial Times, CNBC, Forbes, and other major financial media, including Central Bank publications. The dataset has been used in published research across multiple peer-reviewed finance and economics journals.
View examples of academic papers and institutional research utilizing our data →
Subscription Plans
Every plan includes full access to the database.
Pro Tier
For individual analysts, researchers, and investors.
- Monthly Dashboard & API access
- Full access to every index/market/ratio
- Complete historical data
- API limit of 1,000 requests / day
Enterprise Tier
For investment teams, family offices, and corporate research desks (up to 5 users).
- Everything in Pro Tier
- Up to 50,000 API requests / day
- Dedicated bulk-download endpoint (full ticker history as CSV)
- Includes the Monthly Dashboard
Custom Access
For organizations exceeding 5 active users, or with custom requirements — such as higher API rate limits, custom index coverage, or alternative delivery formats.
The Database Is Built For
- Quantitative research teams
- Academic researchers
- Family offices & wealth managers
- Corporate strategy & investor relations teams