Shiller Excess CAPE Yield for the S&P 500 : 1.15 (As of 2024-06-01)

To

Historical Data

Date
Value
YOY (%)
2024-06-01
1.15
-50.00%
2024-05-01
1.30
-50.19%
2024-04-01
1.31
-51.66%
2024-03-01
1.58
-38.04%
2024-02-01
1.65
-29.18%
2024-01-01
1.86
-29.81%
2023-12-01
1.95
-22.31%
2023-11-01
1.63
-27.23%
2023-10-01
1.47
-35.53%
2023-09-01
1.75
-31.10%
2023-08-01
1.89
-34.83%
2023-07-01
2.06
-34.60%
2023-06-01
2.30
-20.42%
2023-05-01
2.61
-6.45%
Total 1722

Basic Info

Shiller Excess CAPE Yield for the S&P 500 was 1.15 as of 2024-06-01, according to GuruFocus: Shiller P/E. Historically, Shiller Excess CAPE Yield for the S&P 500 reached a record high of 23.53 and a record low of -2.58, the median value is 3.38. Typical value range is from 2.15 to 3.83. The Year-Over-Year growth is -49.91%. GuruFocus provides the current actual value, an historical data chart and related indicators for Shiller Excess CAPE Yield for the S&P 500 - last updated on 2024-06-01.

Excess CAPE Yield (ECY) is calculated by the inverse of Shiller PE, which is really the Shiller earning yield, subtracted by the U.S. 10-year Treasury bond yield (normally treated as risk-free rate).

Category Market Trend
Region USA
Source GuruFocus: Shiller P/E

Stats

Name Value
Last Value 1.15
Latest Period 2024-06-01
Long Term Average 2.99
Average Annualized Growth Rate NaN%
Value from 1 year ago 2.3
Change from 1 year ago -50%
Frequency Daily
Unit

Related Indicators

Related Item
Date
Value
Unit
1-Year Growth
3-Year Growth
5-Year Growth
10-Year Growth
2024-06-01
1.15
 
-49.91%
-27.97%
-17.92%
-10.83%
2024-06-01
35.04
 
+16.98%
-1.53%
+3.65%
+3.20%
2024-06-01
2.9
 
-35.48%
+60.54%
-7.99%
-5.67%
2014-06-01
11.44
 
+1.96%
+0.44%
+2.30%
+16.75%
2024-06-01
14.3
 
-5.28%
-9.19%
-1.85%
+2.20%
2024-06-01
11.8
 
+2.60%
-7.27%
-0.99%
+3.70%
2024-06-01
9.4898
 
+19.22%
+29.30%
-3.24%
-10.12%
2024-06-01
5.93
 
+2.77%
+12.53%
+0.76%
-2.40%
2023-11-01
9.5
 
-7.77%
-10.61%
-3.06%
-2.31%
2023-11-01
7.8
 
-8.24%
-17.12%
-3.86%
-1.53%
2023-11-01
7.886
 
+8.70%
+16.27%
-6.34%
-3.79%
2023-11-01
12.69
 
+34.43%
+9.52%
+4.81%
+3.80%

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