Shiller Excess CAPE Yield for the S&P 500 : 1.41 (As of 2024-12-01)
Historical Data
Basic Info
Shiller Excess CAPE Yield for the S&P 500 was 1.41 as of 2024-12-01, 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 3.35. Typical value range is from 2.02 to 3.76. The Year-Over-Year growth is -27.63%. 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 2024-12-01.
Created by Dr. Robert Shiller, the Yale Nobel Laureate, in December 2020, the Shiller Excess CAPE Yield for the S&P 500 was introduced as an improvement on the original CAPE model, which aims to predict a stock's performance over the next decade.
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 | 1.41 | ||
| Latest Period | 2024-12-01 | ||
| Long Term Average | 2.89 | ||
| Average Annualized Growth Rate | NaN% | ||
| Value from 1 year ago | 1.95 | ||
| Change from 1 year ago | -27.69% | ||
| Frequency | Daily | ||
| Unit |
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