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Market Valuation

Guide
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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

51.16very high

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   –

Stats
Average = 35.09
Moving average (20 points) = 50.62

Correlation w/ other market factors
0.98479   with EV/FCFF (10 acct. periods)
0.65283   with P/FCFE (10 acct. periods)

0.98953   with EV/FCFF (10 acct. periods)
0.70684   with P/FCFE (10 acct. periods)

EV/FCFF (10 acct. periods)

95.92

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.   –

Stats
Average = 75.55
Moving average (20 points) = 95.38

Correlation w/ other market factors
0.98479   with CAPE
0.55058   with P/FCFE (10 acct. periods)

0.98953   with CAPE
0.66528   with P/FCFE (10 acct. periods)

P/FCFE (10 acct. periods)

59.52very high

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.   –

Stats
Average = 46.24
Moving average (20 points) = 58.89

Correlation w/ other market factors
0.65283   with CAPE
0.55058   with EV/FCFF (10 acct. periods)

0.70684   with CAPE
0.66528   with EV/FCFF (10 acct. periods)

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