Code: Select all
Jun 30 2019 RA Barclays StarCapital Average PE10 US 29.7 29.50 29.9 29.7 PE10 EAFE 16.6 21.36 * 19.2 † 19.1 PE10 EM 12.9 17.11 * 15.4 15.1 EP10 US 3.4% 3.4% 3.3% 3.4% EP10 EAFE 6.0% 4.7% 5.2% 5.2% EP10 EM 7.8% 5.8% 6.5% 6.6% PS US 2.2 PS EAFE 1.1 † PS EM 1.2
† My estimates using StarCaptial PE10 or PS and weighting
https://interactive.researchaffiliates. ... e=Equities
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.
[more data is on the website, so not all sources above might apply]