S&P 500 Shiller CAPE Ratio
Level Chart
Basic Info
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. S&P 500 Shiller CAPE Ratio is at a current level of 33.74, down from 33.74 last month and up from 31.28 one year ago. This is a change of -0.00% from last month and 7.87% from one year ago. |
Report | Shiller S&P 500 PE 10 |
Category | Market Indices and Statistics |
Region | United States |
Source | Robert Shiller |
Stats
Last Value | 33.74 |
Latest Period | Jan 2021 |
Last Updated | Jan 14 2021, 11:40 EST |
Average Growth Rate | 1.47% |
Value from 1 Year Ago | 31.28 |
Change from 1 Year Ago | 7.87% |
Frequency | Monthly |
Adjustment | N/A |
Download Source File | Download |
Historical Data
Date | Value |
---|---|
January 31, 2021 | 33.74 |
December 31, 2020 | 33.73 |
November 30, 2020 | 32.44 |
October 31, 2020 | 31.28 |
September 30, 2020 | 30.83 |
August 31, 2020 | 31.15 |
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 |
Date | Value |
---|---|
December 31, 2018 | 28.29 |
November 30, 2018 | 30.20 |
October 31, 2018 | 31.04 |
September 30, 2018 | 32.62 |
August 31, 2018 | 32.39 |
July 31, 2018 | 31.89 |
June 30, 2018 | 31.63 |
May 31, 2018 | 31.24 |
April 30, 2018 | 30.97 |
March 31, 2018 | 31.81 |
February 28, 2018 | 32.04 |
January 31, 2018 | 33.31 |
December 31, 2017 | 32.09 |
November 30, 2017 | 31.30 |
October 31, 2017 | 30.92 |
September 30, 2017 | 30.17 |
August 31, 2017 | 29.92 |
July 31, 2017 | 30.00 |
June 30, 2017 | 29.75 |
May 31, 2017 | 29.31 |
April 30, 2017 | 28.90 |
March 31, 2017 | 29.09 |
February 28, 2017 | 28.66 |
January 31, 2017 | 28.06 |
December 31, 2016 | 27.87 |
Basic Info
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. S&P 500 Shiller CAPE Ratio is at a current level of 33.74, down from 33.74 last month and up from 31.28 one year ago. This is a change of -0.00% from last month and 7.87% from one year ago. |
Report | Shiller S&P 500 PE 10 |
Category | Market Indices and Statistics |
Region | United States |
Source | Robert Shiller |
Stats
Last Value | 33.74 |
Latest Period | Jan 2021 |
Last Updated | Jan 14 2021, 11:40 EST |
Average Growth Rate | 1.47% |
Value from 1 Year Ago | 31.28 |
Change from 1 Year Ago | 7.87% |
Frequency | Monthly |
Adjustment | N/A |
Download Source File | Download |
Related Indicators
S&P 500 Fundamentals |
S&P 500 Dividend Yield | 1.55% |
S&P 500 Earnings Yield | 2.92% |
S&P 500 Market Cap | 31.66T USD |
S&P 500 P/E Ratio | 34.24 |
S&P 500 Price to Book Ratio | 4.081 |