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Case Shiller Home Price Index in the United States increased to 341.48 points in April from 338.39 points in March of 2025. This dataset provides the latest reported value for - United States S&P Case-Shiller Home Price Index - plus previous releases, historical high and low, short-term forecast and long-term prediction, economic calendar, survey consensus and news.
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This is not going to be an article or Op-Ed about Michael Jordan. Since 2009 we've been in the longest bull-market in history, that's 11 years and counting. However a few metrics like the stock market P/E, the call to put ratio and of course the Shiller P/E suggest a great crash is coming in-between the levels of 1929 and the dot.com bubble. Mean reversion historically is inevitable and the Fed's printing money experiment could end in disaster for the stock market in late 2021 or 2022. You can read Jeremy Grantham's Last Dance article here. You are likely well aware of Michael Burry's predicament as well. It's easier for you just to skim through two related videos on this topic of a stock market crash. Michael Burry's Warning see this YouTube. Jeremy Grantham's Warning See this YouTube. Typically when there is a major event in the world, there is a crash and then a bear market and a recovery that takes many many months. In March, 2020 that's not what we saw since the Fed did some astonishing things that means a liquidity sloth and the risk of a major inflation event. The pandemic represented the quickest decline of at least 30% in the history of the benchmark S&P 500, but the recovery was not correlated to anything but Fed intervention. Since the pandemic clearly isn't disappearing and many sectors such as travel, business travel, tourism and supply chain disruptions appear significantly disrupted - the so-called economic recovery isn't so great. And there's this little problem at the heart of global capitalism today, the stock market just keeps going up. Crashes and corrections typically occur frequently in a normal market. But the Fed liquidity and irresponsible printing of money is creating a scenario where normal behavior isn't occurring on the markets. According to data provided by market analytics firm Yardeni Research, the benchmark index has undergone 38 declines of at least 10% since the beginning of 1950. Since March, 2020 we've barely seen a down month. September, 2020 was flat-ish. The S&P 500 has more than doubled since those lows. Look at the angle of the curve: The S&P 500 was 735 at the low in 2009, so in this bull market alone it has gone up 6x in valuation. That's not a normal cycle and it could mean we are due for an epic correction. I have to agree with the analysts who claim that the long, long bull market since 2009 has finally matured into a fully-fledged epic bubble. There is a complacency, buy-the dip frenzy and general meme environment to what BigTech can do in such an environment. The weight of Apple, Amazon, Alphabet, Microsoft, Facebook, Nvidia and Tesla together in the S&P and Nasdaq is approach a ridiculous weighting. When these stocks are seen both as growth, value and companies with unbeatable moats the entire dynamics of the stock market begin to break down. Check out FANG during the pandemic. BigTech is Seen as Bullet-Proof me valuations and a hysterical speculative behavior leads to even higher highs, even as 2020 offered many younger people an on-ramp into investing for the first time. Some analysts at JP Morgan are even saying that until retail investors stop charging into stocks, markets probably don’t have too much to worry about. Hedge funds with payment for order flows can predict exactly how these retail investors are behaving and monetize them. PFOF might even have to be banned by the SEC. The risk-on market theoretically just keeps going up until the Fed raises interest rates, which could be in 2023! For some context, we're more than 1.4 years removed from the bear-market bottom of the coronavirus crash and haven't had even a 5% correction in nine months. This is the most over-priced the market has likely ever been. At the night of the dot-com bubble the S&P 500 was only 1,400. Today it is 4,500, not so many years after. Clearly something is not quite right if you look at history and the P/E ratios. A market pumped with liquidity produces higher earnings with historically low interest rates, it's an environment where dangerous things can occur. In late 1997, as the S&P 500 passed its previous 1929 peak of 21x earnings, that seemed like a lot, but nothing compared to today. For some context, the S&P 500 Shiller P/E closed last week at 38.58, which is nearly a two-decade high. It's also well over double the average Shiller P/E of 16.84, dating back 151 years. So the stock market is likely around 2x over-valued. Try to think rationally about what this means for valuations today and your favorite stock prices, what should they be in historical terms? The S&P 500 is up 31% in the past year. It will likely hit 5,000 before a correction given the amount of added liquidity to the system and the QE the Fed is using that's like a huge abuse of MMT, or Modern Monetary Theory. This has also lent to bubbles in the housing market, crypto and even commodities like Gold with long-term global GDP meeting many headwinds in the years ahead due to a...
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Key information about Indonesia P/E ratio
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Key information about Thailand P/E ratio
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Key information about South Korea P/E ratio
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S&P 500 index data including level, dividend, earnings and P/E ratio on a monthly basis since 1870. The S&P 500 (Standard and Poor's 500) is a free-float, capitalization-weighted index of the top 500 publicly listed stocks in the US (top 500 by market cap).
The data provided here is a tidied and CSV'd version of that collected and prepared by the Economist Robert Shiller and made available on his website.
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Key information about India P/E ratio
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This study initially analyses the connectedness among five indexes representing five asset classes: equities, bonds, commodities, currencies, and housing prices. Subsequently, it analyses the influence of policy uncertainty and equity market risk on the total connectedness of assets and their impact on the significance of the home price index. A time-varying parameter vector autoregressions (TVP-VAR) model has been employed to explore the connectedness of the assets. Secondly, quantile regression is employed to gauge the impact of uncertainty and market risk in this study. The findings show that the S&P500 is the market’s most influential index. The home price index has proven sensitive to shocks from government bonds, commodities, and stock indexes across the period analyzed. Finally, findings have indicated that policy uncertainty positively influences the overall connectedness among the variables at all the quantiles. Moreover, at higher quantiles, an increase in policy uncertainty and equity-market risk decreases the net connectedness of the house price index. These findings hold significant implications for investors and policymakers in terms of diversification of portfolios and mitigating portfolio risk during periods of economic turbulence. This study demonstrates the dynamic interrelationships among five major asset classes and indicates that policy uncertainty and equity market risk significantly influence asset connectivity. Employing TVP-VAR and Bayesian quantile regression, it reveals that the S&P 500 exerts dominant market influence, whereas the house price index exhibits significant sensitivity to shocks. The results highlight the significance of uncertainty for increasing interconnectedness, providing essential insights for investors and policymakers about risk management and portfolio diversification.
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Amazon PE ratio as of June 17, 2025 is 30.55. Current and historical p/e ratio for Amazon (AMZN) from 2010 to 2025. The price to earnings ratio is calculated by taking the latest closing price and dividing it by the most recent earnings per share (EPS) number. The PE ratio is a simple way to assess whether a stock is over or under valued and is the most widely used valuation measure. Please refer to the Stock Price Adjustment Guide for more information on our historical prices.
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Key information about Turkey P/E ratio
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@font-face{ font-family:"Times New Roman"; }@font-face{ font-family:"宋体"; }@font-face{ font-family:"SimSun"; }@font-face{ font-family:"SimSun"; }@font-face{ font-family:"Calibri"; }@font-face{ font-family:"Arial"; }p.MsoNormal{ mso-style-name:Normal; mso-style-parent:""; margin-bottom:8.0000pt; mso-hyphenate:none; line-height:107%; font-family:'Times New Roman'; mso-fareast-font-family:SimSun; mso-bidi-font-family:SimSun; font-size:12.0000pt; }p.MsoFooter{ mso-style-name:Footer; mso-style-noshow:yes; margin-bottom:0.0000pt; mso-hyphenate:none; font-family:'Times New Roman'; mso-fareast-font-family:SimSun; mso-bidi-font-family:SimSun; font-size:12.0000pt; }span.msoIns{ mso-style-type:export-only; mso-style-name:""; text-decoration:underline; text-underline:single; color:blue; }span.msoDel{ mso-style-type:export-only; mso-style-name:""; text-decoration:line-through; color:red; }div.Section0{page:Section0;}The research examined the relationship between real estate stock prices and the overall real estate stock market in the U.S with specific objectives to: capture the relationship between the real estate stock prices and the overall real estate market in the U.S as they change over time; and measures the expected move in the real estate stock prices relative to movements in the overall real estate market in the U.S. Using Vector Autoregression Model (VAR), it was concluded that the stock prices of EQUINIX, HASI, INNOVATIVE does not have any significant impact on NAREIT composite index. Granger Causality Test was adopted to justify the findings from VAR and results from Granger Causality Test concluded that out of the four (4) selected variables, only EQUINIX and NAREIT causes each other with a p-value below 0.05 respectively. The study recommended to future researchers to adopt other composite indices such as Dow-Jones-Composite-All-REIT and the S&P/Case-Shiller U.S. National Home Price Index could be used REITs composite index examine the relationship between real estate stock prices and the overall real estate stock market in the U.S.
Data retrieved from http://www.econ.yale.edu/~shiller/data.htm . For more information about the data and the most recent version, please visit the website linked before.
Used in John Y. Campbell's and Robert J. Shiller's 2001 research paper "Valuation Ratios and the Long-Run Stock Market Outlook: An Update" or Robert J. Shiller's 2000 book "Irrational Exuberance".
Contains aggregate monthly Standard and Poor Composite stock prices from January 1871 to July 2019.
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Key information about Hong Kong SAR (China) P/E ratio
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Key information about Malaysia P/E ratio
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China PE Ratio: CSI 300 Index data was reported at 12.830 NA in 14 May 2025. This records an increase from the previous number of 12.670 NA for 13 May 2025. China PE Ratio: CSI 300 Index data is updated daily, averaging 13.305 NA from Oct 2008 (Median) to 14 May 2025, with 4001 observations. The data reached an all-time high of 24.110 NA in 26 Apr 2010 and a record low of 8.780 NA in 19 May 2014. China PE Ratio: CSI 300 Index data remains active status in CEIC and is reported by China Securities Index Co., Ltd.. The data is categorized under China Premium Database’s Financial Market – Table CN.ZA: China Securities Index : PE and PB Ratio: Daily.
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Price to Rent Ratio in the United States increased to 134.20 in the fourth quarter of 2024 from 133.60 in the third quarter of 2024. This dataset includes a chart with historical data for the United States Price to Rent Ratio.
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Case Shiller Home Price Index in the United States increased to 341.48 points in April from 338.39 points in March of 2025. This dataset provides the latest reported value for - United States S&P Case-Shiller Home Price Index - plus previous releases, historical high and low, short-term forecast and long-term prediction, economic calendar, survey consensus and news.