Market Valuation
Different valuation factors applied to global markets.
Green areas indicate undervaluation. Yellow areas indicate fair valuation. Any other area indicates overvaluation.
More info in the post CAPE and other market valuation factors post.
Charts: select an area to zoom in / double click to reset zoom.
CAPE
52.44VERY 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 –
with EV/FCFF (10 acct. periods)
0.70838
with P/FCFE (10 acct. periods)
with EV/FCFF (10 acct. periods)
0.75363
with P/FCFE (10 acct. periods)
EV/FCFF (10 acct. periods)
94.54
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. –
with CAPE
0.61576
with P/FCFE (10 acct. periods)
with CAPE
0.72357
with P/FCFE (10 acct. periods)
P/FCFE (10 acct. periods)
60.60VERY 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. –
with CAPE
0.61576
with EV/FCFF (10 acct. periods)
with CAPE
0.72357
with EV/FCFF (10 acct. periods)