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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

49.26very 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 = 34.99
Moving average (20 points) = 49.13

Correlation w/ other market factors
0.98150   with EV/FCFF (10 acct. periods)
0.68206   with P/FCFE (10 acct. periods)

0.98604   with EV/FCFF (10 acct. periods)
0.72114   with P/FCFE (10 acct. periods)

EV/FCFF (10 acct. periods)

96.48

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 = 76.51
Moving average (20 points) = 96.35

Correlation w/ other market factors
0.98150   with CAPE
0.58557   with P/FCFE (10 acct. periods)

0.98604   with CAPE
0.67707   with P/FCFE (10 acct. periods)

P/FCFE (10 acct. periods)

58.80very 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 = 46.74
Moving average (20 points) = 58.65

Correlation w/ other market factors
0.68206   with CAPE
0.58557   with EV/FCFF (10 acct. periods)

0.72114   with CAPE
0.67707   with EV/FCFF (10 acct. periods)

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