Market Valuation
Different valuation factors applied to global markets.
Green areas indicate undervaluation. Yellow areas indicate fair valuation. Any other area indicates overvaluation.
See the CAPE and other market valuation factors post.
Charts: select an area to zoom in / double click to reset zoom.
Green areas indicate undervaluation. Yellow areas indicate fair valuation. Any other area indicates overvaluation.
See the CAPE and other market valuation factors post.
Charts: select an area to zoom in / double click to reset zoom.
EV/FCFF (5 acct. periods)
Size-weighted average enterprise value (EV) in relation to the size-weighted moving average (5 years) free cash flow to the firm (FCFF) of all the companies in the selected market. –
Stats
Average = 74.85
Moving average (20 points) = 93.08
Correlation w/ other market factors
0.48534
with P/FCFE (5 acct. periods)0.63822
with P/FCFE (5 acct. periods)P/FCFE (5 acct. periods)
Size-weighted average market capitalization (P) in relation to the size-weighted moving average (5 years) free cash flow to equity (FCFE) of all the companies in the selected market. –
Stats
Average = 45.08
Moving average (20 points) = 56.41
Correlation w/ other market factors
0.48534
with EV/FCFF (5 acct. periods)0.63822
with EV/FCFF (5 acct. periods)