Shiller Excess CAPE Yield for the S&P 500 : 1.57 (As of 2024-02-01)

To

Historical Data

Date
Value
YOY (%)
2024-02-01
1.57
-32.62%
2024-01-01
1.87
-29.43%
2023-12-01
1.87
-25.50%
2023-11-01
1.87
-16.52%
2023-10-01
1.87
-17.98%
2023-09-01
1.87
-26.38%
2023-08-01
1.84
-36.55%
2023-07-01
2.06
-34.60%
2023-06-01
2.30
-20.42%
2023-05-01
2.61
-6.45%
2023-04-01
2.71
+7.97%
2023-03-01
2.54
-17.26%
2023-02-01
2.33
-25.56%
2023-01-01
2.65
-15.06%
Total 1718

Basic Info

Shiller Excess CAPE Yield for the S&P 500 was 1.57 as of 2024-02-01, 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 3.40. Typical value range is from 2.30 to 3.86. The Year-Over-Year growth is -32.62%. 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 2024-02-01.

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 1.57
Latest Period 2024-02-01
Long Term Average 3.08
Average Annualized Growth Rate NaN%
Value from 1 year ago 2.33
Change from 1 year ago -32.62%
Frequency Daily
Unit

Related Indicators

Related Item
Date
Value
Unit
1-Year Growth
3-Year Growth
5-Year Growth
10-Year Growth
2024-02-01
1.57
 
-32.62%
-22.17%
-8.66%
-8.21%
2024-02-01
33.85
 
+17.05%
-1.20%
+2.76%
+3.25%
2024-01-01
3.60
 
-32.08%
+40.43%
-6.36%
-3.97%
2013-09-01
10.94
 
-6.26%
+4.34%
+5.91%
+16.13%
2024-02-01
14.00
 
-10.83%
-9.20%
-2.14%
+1.99%
2024-02-01
11.20
 
-5.08%
-11.02%
-1.20%
+2.80%
2024-02-01
10.06
 
+33.83%
+28.15%
-2.66%
-9.60%
2024-02-01
5.95
 
+14.42%
+11.69%
+0.90%
-2.04%
2023-11-01
9.50
 
-7.77%
-10.61%
-3.06%
-2.31%
2023-11-01
7.80
 
-8.24%
-17.12%
-3.86%
-1.53%
2023-11-01
7.89
 
+8.70%
+16.27%
-6.34%
-3.79%
2023-11-01
-89.47
 
-1,047.78%
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