Shiller PE10 data not being updated?

Discuss all general (i.e. non-personal) investing questions and issues, investing news, and theory.
Post Reply
User avatar
Topic Author
BlueEars
Posts: 3788
Joined: Sat Mar 10, 2007 12:15 am
Location: West Coast

Shiller PE10 data not being updated?

Post by BlueEars » Sat Nov 09, 2019 6:56 pm

Usually I check out Shiller's site once a month. Site link: http://www.econ.yale.edu/~shiller/data.htm

The CAPE Excel file hasn't been updated since early August.

Do you think it will be updated eventually? Any reasons why it is temporarily stale? I like the full file for the data it contains as well as the PE10 calculation.

User avatar
arcticpineapplecorp.
Posts: 4530
Joined: Tue Mar 06, 2012 9:22 pm

Re: Shiller PE10 data not being updated?

Post by arcticpineapplecorp. » Sat Nov 09, 2019 7:05 pm

did you try here:

https://www.multpl.com/shiller-pe

last updated 4:00 PM EST, Fri Nov 8

though don't know how correct the data might be:
Are you Robert Shiller? Is this site affilated with Yale University?

I am not Robert Shiller. Neither Dr Shiller nor Yale has any affiliation with multpl.com.

However, Dr Shiller has published nice data sets on his site, some of which are used to compute the charts on this site

source: https://www.multpl.com/shiller-pe/faq
"May you live as long as you want and never want as long as you live" -- Irish Blessing | "Invest we must" -- Jack Bogle

User avatar
JoMoney
Posts: 7821
Joined: Tue Jul 23, 2013 5:31 am

Re: Shiller PE10 data not being updated?

Post by JoMoney » Sat Nov 09, 2019 7:10 pm

Earnings only come out quarterly, so you're not missing much.
S&P puts out a spreadsheet with the most recent data (but they don't calculate the PE10 or inflation for you).
https://us.spindices.com/documents/addi ... s-est.xlsx
The Shiller data is most useful for the really old data.
"To achieve satisfactory investment results is easier than most people realize; to achieve superior results is harder than it looks." - Benjamin Graham

User avatar
FIREchief
Posts: 3677
Joined: Fri Aug 19, 2016 6:40 pm

Re: Shiller PE10 data not being updated?

Post by FIREchief » Sat Nov 09, 2019 7:14 pm

Perhaps they've just given up on this nonsense. :P
I am not a lawyer, accountant or financial advisor. Any advice or suggestions that I may provide shall be considered for entertainment purposes only.

User avatar
Topic Author
BlueEars
Posts: 3788
Joined: Sat Mar 10, 2007 12:15 am
Location: West Coast

Re: Shiller PE10 data not being updated?

Post by BlueEars » Sun Nov 10, 2019 12:27 am

The Excel file has been regularly updated, usually within a month, for several years. Maybe he is temporarily distracted by his new book Narrative Economics?

User avatar
sperry8
Posts: 1916
Joined: Sat Mar 29, 2008 9:25 pm
Location: Miami FL

Re: Shiller PE10 data not being updated?

Post by sperry8 » Sun Nov 10, 2019 1:10 am

BlueEars wrote:
Sat Nov 09, 2019 6:56 pm
Usually I check out Shiller's site once a month. Site link: http://www.econ.yale.edu/~shiller/data.htm

The CAPE Excel file hasn't been updated since early August.

Do you think it will be updated eventually? Any reasons why it is temporarily stale? I like the full file for the data it contains as well as the PE10 calculation.
I use this website which is updated daily

https://www.multpl.com/shiller-pe/table/by-month
BH contest results: 2018: #150 of 493 | 2017: #516 of 647 | 2016: #121 of 610 | 2015: #18 of 552 | 2014: #225 of 503 | 2013: #383 of 433 | 2012: #366 of 410 | 2011: #113 of 369 | 2010: #53 of 282

User avatar
Topic Author
BlueEars
Posts: 3788
Joined: Sat Mar 10, 2007 12:15 am
Location: West Coast

Re: Shiller PE10 data not being updated?

Post by BlueEars » Sun Nov 10, 2019 11:19 am

sperry8 wrote:
Sun Nov 10, 2019 1:10 am
BlueEars wrote:
Sat Nov 09, 2019 6:56 pm
Usually I check out Shiller's site once a month. Site link: http://www.econ.yale.edu/~shiller/data.htm

The CAPE Excel file hasn't been updated since early August.

Do you think it will be updated eventually? Any reasons why it is temporarily stale? I like the full file for the data it contains as well as the PE10 calculation.
I use this website which is updated daily

https://www.multpl.com/shiller-pe/table/by-month
Thanks, I noticed that site but not the monthly table.

FWIW, I look at how the PE10 ranks over the last 30 years because that is modern times and hopefully accounting has not changed too much over the last 30 years. Anyway, currently the PE10 is at the 82 percentile rank within the last 30 years. At 90 percentile I consider things are getting quite warm indeed. But this only weakly affects near term markets from my data observations.

Barsoom
Posts: 210
Joined: Thu Dec 06, 2018 9:40 am

Re: Shiller PE10 data not being updated?

Post by Barsoom » Sun Nov 10, 2019 12:15 pm

BlueEars wrote:
Sat Nov 09, 2019 6:56 pm
Usually I check out Shiller's site once a month. Site link: http://www.econ.yale.edu/~shiller/data.htm

The CAPE Excel file hasn't been updated since early August.

Do you think it will be updated eventually? Any reasons why it is temporarily stale? I like the full file for the data it contains as well as the PE10 calculation.
Same here. I was wondering the same thing. I also looked at the alternative Total Return PE with dividends factored back in.

Thanks for posting the question.

-B

User avatar
sperry8
Posts: 1916
Joined: Sat Mar 29, 2008 9:25 pm
Location: Miami FL

Re: Shiller PE10 data not being updated?

Post by sperry8 » Mon Nov 11, 2019 6:21 pm

BlueEars wrote:
Sun Nov 10, 2019 11:19 am
sperry8 wrote:
Sun Nov 10, 2019 1:10 am
BlueEars wrote:
Sat Nov 09, 2019 6:56 pm
Usually I check out Shiller's site once a month. Site link: http://www.econ.yale.edu/~shiller/data.htm

The CAPE Excel file hasn't been updated since early August.

Do you think it will be updated eventually? Any reasons why it is temporarily stale? I like the full file for the data it contains as well as the PE10 calculation.
I use this website which is updated daily

https://www.multpl.com/shiller-pe/table/by-month
Thanks, I noticed that site but not the monthly table.

FWIW, I look at how the PE10 ranks over the last 30 years because that is modern times and hopefully accounting has not changed too much over the last 30 years. Anyway, currently the PE10 is at the 82 percentile rank within the last 30 years. At 90 percentile I consider things are getting quite warm indeed. But this only weakly affects near term markets from my data observations.
Yea, but the decades aren't apples to apples. When we were >85 before, interest rates weren't negative around the world and very low in the USA and inflation wasn't just a memory.
BH contest results: 2018: #150 of 493 | 2017: #516 of 647 | 2016: #121 of 610 | 2015: #18 of 552 | 2014: #225 of 503 | 2013: #383 of 433 | 2012: #366 of 410 | 2011: #113 of 369 | 2010: #53 of 282

User avatar
Topic Author
BlueEars
Posts: 3788
Joined: Sat Mar 10, 2007 12:15 am
Location: West Coast

Re: Shiller PE10 data not being updated?

Post by BlueEars » Mon Nov 11, 2019 9:19 pm

sperry8 wrote:
Mon Nov 11, 2019 6:21 pm
BlueEars wrote:
Sun Nov 10, 2019 11:19 am
sperry8 wrote:
Sun Nov 10, 2019 1:10 am
BlueEars wrote:
Sat Nov 09, 2019 6:56 pm
Usually I check out Shiller's site once a month. Site link: http://www.econ.yale.edu/~shiller/data.htm

The CAPE Excel file hasn't been updated since early August.

Do you think it will be updated eventually? Any reasons why it is temporarily stale? I like the full file for the data it contains as well as the PE10 calculation.
I use this website which is updated daily

https://www.multpl.com/shiller-pe/table/by-month
Thanks, I noticed that site but not the monthly table.

FWIW, I look at how the PE10 ranks over the last 30 years because that is modern times and hopefully accounting has not changed too much over the last 30 years. Anyway, currently the PE10 is at the 82 percentile rank within the last 30 years. At 90 percentile I consider things are getting quite warm indeed. But this only weakly affects near term markets from my data observations.
Yea, but the decades aren't apples to apples. When we were >85 before, interest rates weren't negative around the world and very low in the USA and inflation wasn't just a memory.
I think the yield curve slope and unemployment are stronger factors to consider then PE10. I don’t mean here to focus only on CAPE. I have to go back to 2001 to find PE10 ranking >90% over a 30 year window.

marcopolo
Posts: 2549
Joined: Sat Dec 03, 2016 10:22 am

Re: Shiller PE10 data not being updated?

Post by marcopolo » Mon Nov 11, 2019 9:49 pm

BlueEars wrote:
Sun Nov 10, 2019 11:19 am
sperry8 wrote:
Sun Nov 10, 2019 1:10 am
BlueEars wrote:
Sat Nov 09, 2019 6:56 pm
Usually I check out Shiller's site once a month. Site link: http://www.econ.yale.edu/~shiller/data.htm

The CAPE Excel file hasn't been updated since early August.

Do you think it will be updated eventually? Any reasons why it is temporarily stale? I like the full file for the data it contains as well as the PE10 calculation.
I use this website which is updated daily

https://www.multpl.com/shiller-pe/table/by-month
Thanks, I noticed that site but not the monthly table.

FWIW, I look at how the PE10 ranks over the last 30 years because that is modern times and hopefully accounting has not changed too much over the last 30 years. Anyway, currently the PE10 is at the 82 percentile rank within the last 30 years. At 90 percentile I consider things are getting quite warm indeed. But this only weakly affects near term markets from my data observations.
You may want to double check your assumptions. The definition of earnings (accounting) has changed quite a bit in the last 30 years.
Once in a while you get shown the light, in the strangest of places if you look at it right.

User avatar
Topic Author
BlueEars
Posts: 3788
Joined: Sat Mar 10, 2007 12:15 am
Location: West Coast

Re: Shiller PE10 data not being updated?

Post by BlueEars » Mon Nov 11, 2019 10:27 pm

Marcopolo, I think you are right. If I recall right there were major changes as of something like 2003.

tesuzuki2002
Posts: 854
Joined: Fri Dec 11, 2015 12:40 pm

Re: Shiller PE10 data not being updated?

Post by tesuzuki2002 » Mon Nov 11, 2019 10:57 pm

FIREchief wrote:
Sat Nov 09, 2019 7:14 pm
Perhaps they've just given up on this nonsense. :P

:sharebeer

dcabler
Posts: 1142
Joined: Wed Feb 19, 2014 11:30 am

Re: Shiller PE10 data not being updated?

Post by dcabler » Tue Nov 12, 2019 7:44 am

sperry8 wrote:
Sun Nov 10, 2019 1:10 am
BlueEars wrote:
Sat Nov 09, 2019 6:56 pm
Usually I check out Shiller's site once a month. Site link: http://www.econ.yale.edu/~shiller/data.htm

The CAPE Excel file hasn't been updated since early August.

Do you think it will be updated eventually? Any reasons why it is temporarily stale? I like the full file for the data it contains as well as the PE10 calculation.
I use this website which is updated daily

https://www.multpl.com/shiller-pe/table/by-month
I always figured he had a grad student keeping this stuff up. Perhaps he's between grad students? :D
Perhaps somebody who's interested could email Prof Shiller and ask?

Barsoom
Posts: 210
Joined: Thu Dec 06, 2018 9:40 am

Re: Shiller PE10 data not being updated?

Post by Barsoom » Fri Nov 29, 2019 2:26 pm

BlueEars wrote:
Sat Nov 09, 2019 6:56 pm
Do you think it will be updated eventually? Any reasons why it is temporarily stale? I like the full file for the data it contains as well as the PE10 calculation.
Shiller data is finally updated.

He is now combining the traditional spreadsheet with the "total return" spreadsheet that applies dividend payouts.

-B

User avatar
Topic Author
BlueEars
Posts: 3788
Joined: Sat Mar 10, 2007 12:15 am
Location: West Coast

Re: Shiller PE10 data not being updated?

Post by BlueEars » Fri Nov 29, 2019 5:06 pm

Thanks, I noticed that too a few days ago.

Post Reply