S&P 500 Shiller CAPE Ratio : 38.5 (As of 2024-11-01)
Historical Data
Basic Info
S&P 500 Shiller CAPE Ratio was 38.5 as of 2024-11-01, according to GuruFocus: Shiller P/E. Historically, S&P 500 Shiller CAPE Ratio reached a record high of 44.2 and a record low of 4.78, the median value is 15.96. Typical value range is from 26.84 to 33.92. The Year-Over-Year growth is 28.2%. GuruFocus provides the current actual value, an historical data chart and related indicators for S&P 500 Shiller CAPE Ratio - last updated on 2024-11-01.
The S&P 500 Shiller CAPE Ratio, also known as the Cyclically Adjusted Price-Earnings ratio, is calculated by dividing the current price of the S&P 500 by the 10-year moving average of its inflation-adjusted earnings. Developed by American economist Robert Shiller, this metric has gained popularity as a tool to assess long-term stock market valuations. It forecasts future returns, suggesting that a higher CAPE ratio might indicate lower returns over the next few decades, while a lower ratio could signal higher returns as the ratio tends to revert to the mean.
Category | Market Trend |
Region | USA |
Source | GuruFocus: Shiller P/E |
Stats
Name | Value | ||
---|---|---|---|
Last Value | 38.5 | ||
Latest Period | 2024-11-01 | ||
Long Term Average | 30.38 | ||
Average Annualized Growth Rate | +1.01% | ||
Value from 1 year ago | 30.01 | ||
Change from 1 year ago | +28.29% | ||
Frequency | Daily | ||
Unit |