S&P 500 Shiller CAPE Ratio (I:SP500CAP)
Basic Info
S&P 500 Shiller CAPE Ratio is at a current level of 30.38, up from 28.81 last month and down from 35.29 one year ago. This is a change of 5.44% from last month and -13.91% from one year ago. |
The S&P 500 Shiller CAPE Ratio, also known as the Cyclically Adjusted Price-Earnings ratio, is defined as the ratio the the S&P 500's current price divided by the 10-year moving average of inflation-adjusted earnings. The metric was invented by American economist Robert Shiller and has become a popular way to understand long-term stock market valuations. It is used as a valuation metric to forecast future returns, where a higher CAPE ratio could reflect lower returns over the next couple of decades, whereas a lower CAPE ratio could reflect higher returns over the next couple of decades, as the ratio reverts back to the mean. |
Report | Shiller S&P 500 PE 10 |
Category | Market Indices and Statistics |
Region | United States |
Source | Robert Shiller |
Stats
Last Value | 30.38 |
Latest Period | Feb 2023 |
Last Updated | Feb 13 2023, 19:00 EST |
Next Release | Mar 8 2023, 19:00 EST (E) |
Average Growth Rate | 1.39% |
Value from Last Month | 28.81 |
Change from Last Month | 5.44% |
Value from 1 Year Ago | 35.29 |
Change from 1 Year Ago | -13.91% |
Frequency | Monthly |
Adjustment | N/A |
Download Source File | Upgrade |
Historical Data
Date | Value |
---|---|
February 28, 2023 | 30.38 |
January 31, 2023 | 28.81 |
December 31, 2022 | 28.46 |
November 30, 2022 | 28.46 |
October 31, 2022 | 27.08 |
September 30, 2022 | 28.23 |
August 31, 2022 | 30.70 |
July 31, 2022 | 29.00 |
June 30, 2022 | 29.05 |
May 31, 2022 | 30.67 |
April 30, 2022 | 33.89 |
March 31, 2022 | 34.27 |
February 28, 2022 | 35.29 |
January 31, 2022 | 36.94 |
December 31, 2021 | 38.30 |
November 30, 2021 | 38.58 |
October 31, 2021 | 37.25 |
September 30, 2021 | 37.62 |
August 31, 2021 | 37.97 |
July 31, 2021 | 37.44 |
June 30, 2021 | 36.70 |
May 31, 2021 | 36.55 |
April 30, 2021 | 36.72 |
March 31, 2021 | 35.04 |
February 28, 2021 | 35.10 |
Date | Value |
---|---|
January 31, 2021 | 34.51 |
December 31, 2020 | 33.77 |
November 30, 2020 | 32.47 |
October 31, 2020 | 31.28 |
September 30, 2020 | 30.84 |
August 31, 2020 | 31.16 |
July 31, 2020 | 29.60 |
June 30, 2020 | 28.84 |
May 31, 2020 | 27.33 |
April 30, 2020 | 25.93 |
March 31, 2020 | 24.82 |
February 29, 2020 | 30.73 |
January 31, 2020 | 30.99 |
December 31, 2019 | 30.33 |
November 30, 2019 | 29.84 |
October 31, 2019 | 28.84 |
September 30, 2019 | 29.23 |
August 31, 2019 | 28.71 |
July 31, 2019 | 29.99 |
June 30, 2019 | 29.28 |
May 31, 2019 | 29.24 |
April 30, 2019 | 30.13 |
March 31, 2019 | 29.58 |
February 28, 2019 | 29.54 |
January 31, 2019 | 28.38 |
Basic Info
S&P 500 Shiller CAPE Ratio is at a current level of 30.38, up from 28.81 last month and down from 35.29 one year ago. This is a change of 5.44% from last month and -13.91% from one year ago. |
The S&P 500 Shiller CAPE Ratio, also known as the Cyclically Adjusted Price-Earnings ratio, is defined as the ratio the the S&P 500's current price divided by the 10-year moving average of inflation-adjusted earnings. The metric was invented by American economist Robert Shiller and has become a popular way to understand long-term stock market valuations. It is used as a valuation metric to forecast future returns, where a higher CAPE ratio could reflect lower returns over the next couple of decades, whereas a lower CAPE ratio could reflect higher returns over the next couple of decades, as the ratio reverts back to the mean. |
Report | Shiller S&P 500 PE 10 |
Category | Market Indices and Statistics |
Region | United States |
Source | Robert Shiller |
Stats
Last Value | 30.38 |
Latest Period | Feb 2023 |
Last Updated | Feb 13 2023, 19:00 EST |
Next Release | Mar 8 2023, 19:00 EST (E) |
Average Growth Rate | 1.39% |
Value from Last Month | 28.81 |
Change from Last Month | 5.44% |
Value from 1 Year Ago | 35.29 |
Change from 1 Year Ago | -13.91% |
Frequency | Monthly |
Adjustment | N/A |
Download Source File | Upgrade |
Related Indicators
S&P 500 Fundamentals |
S&P 500 Dividend Yield | 1.74% |
S&P 500 Earnings Yield | 5.22% |
S&P 500 Market Cap | 32.13T USD |
S&P 500 P/E Ratio | 19.17 |
S&P 500 Price to Book Ratio | 3.780 |
SPX Put/Call Ratio | 1.52 |
VIX | 22.26 |