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.
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EV/FCFF (5 acct. periods)
93.85
Size-weighted average enterprise value (EV) in relation to the size-weighted moving average (5 years) free cash flow to the firm (FCFF) of all the companies in the selected market. –
Stats
Average = 75.63
Moving average (20 points) = 93.76
Correlation w/ other market factors
0.55392
with P/FCFE (5 acct. periods)0.69544
with P/FCFE (5 acct. periods)P/FCFE (5 acct. periods)
59.45VERY HIGH
Size-weighted average market capitalization (P) in relation to the size-weighted moving average (5 years) free cash flow to equity (FCFE) of all the companies in the selected market. –
Stats
Average = 45.65
Moving average (20 points) = 59.34
Correlation w/ other market factors
0.55392
with EV/FCFF (5 acct. periods)0.69544
with EV/FCFF (5 acct. periods)