Shiller Excess CAPE Yield for the S&P 500 : 1.21 (As of 2024-07-01)

To

Historical Data

Date
Value
YOY (%)
2024-07-01
1.21
-41.26%
2024-06-01
1.36
-40.87%
2024-05-01
1.29
-50.57%
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%
Total 1723

Basic Info

Shiller Excess CAPE Yield for the S&P 500 was 1.21 as of 2024-07-01, 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 3.37. Typical value range is from 2.12 to 3.82. The Year-Over-Year growth is -41.18%. 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 2024-07-01.

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 1.21
Latest Period 2024-07-01
Long Term Average 2.97
Average Annualized Growth Rate NaN%
Value from 1 year ago 2.06
Change from 1 year ago -41.26%
Frequency Daily
Unit

Related Indicators

Related Item
Date
Value
Unit
1-Year Growth
3-Year Growth
5-Year Growth
10-Year Growth
2024-07-01
1.21
 
-41.18%
-28.11%
-18.98%
-10.45%
2024-07-01
34.78
 
+12.56%
-2.42%
+3.00%
+3.02%
2024-07-01
2.7
 
-35.64%
+65.02%
-7.55%
-6.16%
2014-07-01
11.78
 
+5.65%
+2.00%
+2.84%
+14.76%
2024-07-01
14.1
 
-10.16%
-6.94%
-2.00%
+1.37%
2024-07-01
11.5
 
-3.35%
-5.43%
-1.33%
+2.71%
2024-07-01
9.8345
 
+34.26%
+21.19%
-2.53%
-9.48%
2024-07-01
6
 
+9.06%
+7.20%
+0.47%
-1.30%
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%

Discussions on Shiller Excess CAPE Yield for the S&P 500

No discussions yet.