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.
EV/FCFF (7 acct. periods)
92.05
Size-weighted average enterprise value (EV) in relation to the size-weighted moving average (7 years) free cash flow to the firm (FCFF) of all the companies in the selected market. –
Stats
Average = 74.55
Moving average (20 points) = 91.65
Correlation w/ other market factors
0.52572
with P/FCFE (7 acct. periods)
0.66772
with P/FCFE (7 acct. periods)
P/FCFE (7 acct. periods)
57.58VERY HIGH
Size-weighted average market capitalization (P) in relation to the size-weighted moving average (7 years) free cash flow to equity (FCFE) of all the companies in the selected market. –
Stats
Average = 45.43
Moving average (20 points) = 56.96
Correlation w/ other market factors
0.52572
with EV/FCFF (7 acct. periods)
0.66772
with EV/FCFF (7 acct. periods)