Jump to content

anyway to see historical relative valuations for different asset classes?


stahleyp
 Share

Recommended Posts

Does anyone know of a site that shows historical valuations from different assets? By asset class I'm thinking US stocks vs emerging markets. And maybe something like a CAPE comparing US stocks to emerging markets to Developed International 10 years ago vs today? Or maybe small cap vs large cap US stocks in 1999?

Link to comment
Share on other sites

Does anyone know of a site that shows historical valuations from different assets? By asset class I'm thinking US stocks vs emerging markets. And maybe something like a CAPE comparing US stocks to emerging markets to Developed International 10 years ago vs today? Or maybe small cap vs large cap US stocks in 1999?

 

Before you do compare, I would recommend reading Philosophical Economics blog on why CAPE for some countries is misleading - extremely so in some cases. You might find some data too in there. Do not have a link.

 

Vinod

Link to comment
Share on other sites

Does anyone know of a site that shows historical valuations from different assets? By asset class I'm thinking US stocks vs emerging markets. And maybe something like a CAPE comparing US stocks to emerging markets to Developed International 10 years ago vs today? Or maybe small cap vs large cap US stocks in 1999?

 

Gurufocus.com has very generalized high level days

Link to comment
Share on other sites

Multpl has some of the us stuff you want...Research affiliates asset allocation tool has like a side bar chart with CAPE data for small stocks and big stocks, EAFE and EM with where they are in the historical statistical distribution, but it doesn't show like gaps at different times.  They have valuation methodologies for other assets too.  There's a German site, star capital that has some cape and other valuation metric stuff for geographies and industries. 

 

Not to promote, but I did posts about (I think) all of these on my blog at some point a while ago (should be tagged under "resources").  They were basically just links and overviews of the features.  I will see if I can dig them up and PM them to you if you want.

Link to comment
Share on other sites

Create an account or sign in to comment

You need to be a member in order to leave a comment

Create an account

Sign up for a new account in our community. It's easy!

Register a new account

Sign in

Already have an account? Sign in here.

Sign In Now
 Share

×
×
  • Create New...