Shiller Excess CAPE Yield for the Hang Seng Index
: 5.47 (As of 2025-07-01) NEW
Basic Info
The Shiller Excess CAPE Yield for the CSI 300 Index measures the difference between the cyclically adjusted price-to-earnings (CAPE) yield of the CSI 300 Index and the risk-free rate, which in this case is 10-year Government Bond Yield of Hong Kong. The Shiller CAPE Yield is calculated by taking the inverse of the CAPE ratio (10-year average inflation-adjusted earnings divided by the current price) and converting it into a yield percentage. The Excess CAPE Yield is then determined by subtracting the long-term government bond yield from the Shiller CAPE Yield. This calculation highlights the additional return investors might expect from investing in the CSI 300 Index over risk-free government bonds. A high Excess CAPE Yield suggests that equities are undervalued compared to bonds.
Shiller Excess CAPE Yield for the Hang Seng Index was 5.47 as of 2025-07-01, according to GuruFocus. Historically, Shiller Excess CAPE Yield for the Hang Seng Index reached a record high of 14.22 and a record low of -2.49, the median value is 8.53. Typical value range is from 7.72 to 11.58. The Year-Over-Year growth is -41.25%. GuruFocus provides the current actual value, an historical data chart and related indicators for Shiller Excess CAPE Yield for the Hang Seng Index - last updated on 2025-07-01.
Category | Market Trend |
Region | HKG |
Source | GuruFocus |
Stats
Name | Value | ||
---|---|---|---|
Last Value | 5.28 | ||
Latest Period | 2025-07-01 | ||
Long Term Average | 9.65 | ||
Average Annualized Growth Rate | +37.9% | ||
Value from The Previous Market Day | 5.84 | ||
Change from The Previous Market Day | -9.59% | ||
Value from 1 year ago | 9.31 | ||
Change from 1 year ago | -43.29% | ||
Frequency | Daily | ||
Unit |