Shiller CAPE (P/E10)
S&P Composite price divided by the 10-year average of inflation-adjusted earnings.
The cyclically adjusted price-to-earnings ratio divides the real S&P Composite stock price index by the average of real earnings over the previous ten years. Campbell and Shiller used it to judge long-run stock market valuation. Data: Robert Shiller's public dataset.
- Data source
- shillerdata.com
- Series
- shiller: CAPE
- Frequency
- Monthly
- Unit
- Ratio
- Scoring direction
- Higher readings are treated as more dangerous. How scores are calculated