S&P 500 Shiller CAPE Ratio (I:SP500CAP)
Level Chart
Basic Info
S&P 500 Shiller CAPE Ratio is at a current level of 34.41, up from 34.02 last month and up from 28.76 one year ago. This is a change of 1.15% from last month and 19.64% 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 | 34.41 |
Latest Period | Apr 2024 |
Last Updated | Apr 8 2024, 19:27 EDT |
Next Release | May 8 2024, 19:00 EDT (E) |
Average Growth Rate | 1.47% |
Value from Last Month | 34.02 |
Change from Last Month | 1.15% |
Value from 1 Year Ago | 28.76 |
Change from 1 Year Ago | 19.64% |
Frequency | Monthly |
Adjustment | N/A |
Download Source File | Upgrade |
Historical Data
Date | Value |
---|---|
April 30, 2024 | 34.41 |
March 31, 2024 | 34.02 |
February 29, 2024 | 33.11 |
January 31, 2024 | 32.05 |
December 31, 2023 | 31.45 |
November 30, 2023 | 30.01 |
October 31, 2023 | 28.77 |
September 30, 2023 | 29.80 |
August 31, 2023 | 30.30 |
July 31, 2023 | 30.89 |
June 30, 2023 | 29.94 |
May 31, 2023 | 28.76 |
April 30, 2023 | 28.76 |
March 31, 2023 | 27.94 |
February 28, 2023 | 28.92 |
January 31, 2023 | 28.33 |
December 31, 2022 | 28.32 |
November 30, 2022 | 28.38 |
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 |
Date | Value |
---|---|
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 |
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 |
Basic Info
S&P 500 Shiller CAPE Ratio is at a current level of 34.41, up from 34.02 last month and up from 28.76 one year ago. This is a change of 1.15% from last month and 19.64% 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 | 34.41 |
Latest Period | Apr 2024 |
Last Updated | Apr 8 2024, 19:27 EDT |
Next Release | May 8 2024, 19:00 EDT (E) |
Average Growth Rate | 1.47% |
Value from Last Month | 34.02 |
Change from Last Month | 1.15% |
Value from 1 Year Ago | 28.76 |
Change from 1 Year Ago | 19.64% |
Frequency | Monthly |
Adjustment | N/A |
Download Source File | Upgrade |
Related Indicators
S&P 500 Fundamentals |
S&P 500 Dividend Yield | 1.35% |
S&P 500 Earnings Yield | 4.03% |
S&P 500 Market Cap | 44.08T USD |
S&P 500 P/E Ratio | 24.79 |
S&P 500 Price to Book Ratio | 4.312 |
SPX Put/Call Ratio | 1.42 |
VIX | 15.37 |