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S&P 500 Price-to-Book

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Percentiles compare today to the full history of this series.Top decile” = higher than 90% of all past monthly values;Top quartile≥ 75%;Median≈ the 50th percentile;Bottom decile≤ 10%.Badges are computed from the entire visible series, not just the zoomed window.

TL;DR

P/B shows how many dollars investors pay for each $1 of balance-sheet equity (book value).

What it shows

  • Computed as index price ÷ book value per share; quarterly book value is forward-filled across months until new reports arrive.
  • Gives a clean balance-sheet lens (“rich vs. net assets”) without relying on near-term earnings forecasts.
  • Often steps at quarter-ends when reports land and drifts with prices between updates.

How to read it

  • Rising P/B often reflects stronger expected profitability, risk appetite, or lower real yields.
  • Falling P/B can flag tighter conditions or balance-sheet concerns — check whether price fell or book value rose.
  • Compare with past regimes (e.g., 2000, 2021) to contextualize balance-sheet richness.

Caveats

  • Intangibles (software, brands) are often expensed, understating book value and making P/B look high.
  • Sector mix matters: asset-light techs carry higher P/B than asset-heavy sectors.
  • Write-downs/M&A/buybacks can move book value for accounting reasons.
  • Best for multi-year context, not short-term timing.

S&P 500 Forward 12M P/E

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Percentiles compare today to the full history of this series.Top decile” = higher than 90% of all past monthly values;Top quartile≥ 75%;Median≈ the 50th percentile;Bottom decile≤ 10%.Badges are computed from the entire visible series, not just the zoomed window.

TL;DR

Forward 12M P/E compares price with next-year consensus EPS; 1/P-E is the implied earnings yield.

What it shows

  • Index price ÷ next-twelve-months EPS; the latest quarterly forward EPS is forward-filled to monthly.
  • Moves with estimates and discount rates.
  • Rule of thumb: P/E 20 ≈ 5% earnings yield versus bonds/risk premia.

How to read it

  • Rising P/E with flat EPS = multiple expansion (fragile if real yields rise).
  • Stable P/E with rising EPS = fundamentals doing the work.
  • Benchmark against late-1990s/2021 levels and current rate backdrop.

Caveats

  • Consensus methods vary across vendors; series can differ.
  • Sector weight shifts change the “normal” index multiple.
  • Not a short-term timer; read methodology notes for fine calls.

Shiller CAPE

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Percentiles compare today to the full history of this series.Top decile” = higher than 90% of all past monthly values;Top quartile≥ 75%;Median≈ the 50th percentile;Bottom decile≤ 10%.Badges are computed from the entire visible series, not just the zoomed window.

TL;DR

CAPE compares price with a 10-year average of real earnings to smooth cycles.

What it shows

  • Real price ÷ average real earnings over the prior 120 months.
  • Needs a full decade window; earliest months are excluded by design.
  • Best for long-run regime context, not short-term moves.

How to read it

  • High vs. history → lower average 10-year returns (all else equal).
  • Rises with lower real yields or structurally high margins; compresses when supports fade.
  • Triangulate with P/B and Forward P/E.

Caveats

  • Levels drift with taxes, accounting, and sector mix.
  • Can stay elevated/depressed for long stretches.
  • Inflation/profit globalization shift anchors; compare regimes with care.

Citations, Sources & Reuse

Last updated: Methodology

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Preview feed powers charts and may be delayed/downsampled. Full history, freshness, and CSV/API are available by request. Not investment advice.

U.S. Equity Valuations

Explore interactive charts for Price-to-Book, Forward 12M P/E, and Shiller CAPE.

Transparent Methodology

Monthly alignment with clear sources (S&P Global, Refinitiv, Shiller). No black boxes.

History in Context

Compare today’s valuations with past regimes (e.g., 2000, 2021) and spot extremes.

Start with the charts

Use the range buttons (1Y/3Y/5Y/MAX), drag-to-zoom, and the slider to explore history.

  • P/B: balance-sheet lens for “rich vs. assets”.
  • Forward P/E: expectations for next-year earnings.
  • CAPE: cycle-adjusted valuation using 10-year real EPS.

Data is indicative and may be revised by original sources. Not investment advice.