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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

44.44very high

Average: 34.23
Moving average: 43.81

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
0.97809 with EV/FCFF (10 acct. periods)
0.68236 with P/FCFE (10 acct. periods)

0.98921 with EV/FCFF (10 acct. periods)
0.70362 with P/FCFE (10 acct. periods)

EV/FCFF (10 acct. periods)

79.44

Average: 69.95
Moving average: 78.80

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
0.97809 with CAPE
0.55157 with P/FCFE (10 acct. periods)

0.98921 with CAPE
0.66079 with P/FCFE (10 acct. periods)

P/FCFE (10 acct. periods)

51.82very high

Average: 45.80
Moving average: 51.09

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
0.68236 with CAPE
0.55157 with EV/FCFF (10 acct. periods)

0.70362 with CAPE
0.66079 with EV/FCFF (10 acct. periods)

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