Code: Select all
Dec 31 2017 RA Barclays StarCapital Average PE10 US 32.0 30.90 30.5 31.1 PE10 EAFE 17.4 23.95 * 21.1 † 20.8 PE10 EM 14.6 21.15 * 17.3 17.7 EP10 US 3.1% 3.2% 3.3% 3.2% EP10 EAFE 5.7% 4.2% 4.7% 4.8% EP10 EM 6.8% 4.7% 5.8% 5.7%
† My estimate using 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.
http://shiller.barclays.com/SM/12/en/in ... ratios.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]