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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.
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CAPE

39.16very high

Average: 33.54
Moving average: 37.84

The cyclically-adjusted price-to-earnings (CAPE), as defined by Robert Shiller, calculated not with the S&P500, but with all listed companies weighted by size   –
Correlation w/ other market factors
0.97806 with EV/FCFF (10 acct. periods)
0.71222 with P/FCFE (10 acct. periods)

0.98705 with EV/FCFF (10 acct. periods)
0.66406 with P/FCFE (10 acct. periods)

EV/FCFF (10 acct. periods)

75.13

Average: 69.81
Moving average: 74.00

Size-weighted average enterprise value (EV) in relation to the size-weighted moving average (10 years) free cash flow to the firm (FCFF) of all the companies in the selected market.   –
Correlation w/ other market factors
0.97806 with CAPE
0.57074 with P/FCFE (10 acct. periods)

0.98705 with CAPE
0.59629 with P/FCFE (10 acct. periods)

P/FCFE (10 acct. periods)

46.97very high

Average: 45.65
Moving average: 45.39

Size-weighted average market capitalization (P) in relation to the size-weighted moving average (10 years) free cash flow to equity (FCFE) of all the companies in the selected market.   –
Correlation w/ other market factors
0.71222 with CAPE
0.57074 with EV/FCFF (10 acct. periods)

0.66406 with CAPE
0.59629 with EV/FCFF (10 acct. periods)

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