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Sep 30 2017 RA Barclays StarCapital Average PE10 US 30.3 29.65 29.0 29.7 PE10 EAFE 16.6 23.37 * 20.2 * 20.0 PE10 EM 14.1 18.01 * 16.5 16.2 * my estimate EP10 US 3.3% 3.4% 3.4% 3.4% EP10 EAFE 6.0% 4.3% 5.0% 5.0% EP10 EM 7.1% 5.6% 6.1% 6.2%
Barclays: Sep 30 2017 (My estimates use Barclays CAPE, Oct 11 EFA & IEMG weighting)
StarCapital: as of 09/30/2017 (My estimate uses StarCaptial CAPE and weighting)
https://interactive.researchaffiliates. ... rrency=USD
Sources: Research Affiliates, Bloomberg, MSCI
The RA site graphically shows current CAPE compared to the historical range, median, and 25 & 75 percentiles. There's also a chart comparing regional CAPE over time, though it is hard to read.
On the left side, click “Equities”. Then find the CAPE section and click the top right corner to expand it. Click “CAPE Ratio” on the top to switch to Time Series.
http://shiller.barclays.com/US/29/en/st ... c-cape.app
The CAPE® Ratio for each country above has been calculated by Barclays Research using levels of country-specific indices published by MSCI Inc. ("MSCI") representing the equity markets for the relevant country, adjusted for inflation using data from DataStream.
The Barclays site charts historical CAPE and allows several countries to be overlaid.
Source: StarCapital, Thomson Reuters Datastream (Worldscope / IBES), corporate information et al.
[other data is included on the website, only CAPE shown above]