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Market Valuation

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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.
Charts: select an area to zoom in / double click to reset zoom.

CAPE

46.28very high

Average: 34.29
Moving average: 45.89

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
0.97815 with EV/FCFF (10 acct. periods)
0.67719 with P/FCFE (10 acct. periods)

0.99049 with EV/FCFF (10 acct. periods)
0.71373 with P/FCFE (10 acct. periods)

EV/FCFF (10 acct. periods)

79.76

Average: 69.01
Moving average: 79.36

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
0.97815 with CAPE
0.55177 with P/FCFE (10 acct. periods)

0.99049 with CAPE
0.67856 with P/FCFE (10 acct. periods)

P/FCFE (10 acct. periods)

52.71very high

Average: 44.68
Moving average: 52.26

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
0.67719 with CAPE
0.55177 with EV/FCFF (10 acct. periods)

0.71373 with CAPE
0.67856 with EV/FCFF (10 acct. periods)

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