Shiller Excess CAPE Yield for the CSI 300 Index : 5.3 (As of 2024-10-01)
Historical Data
Basic Info
Shiller Excess CAPE Yield for the CSI 300 Index was 5.3 as of 2024-10-01, according to GuruFocus. Historically, Shiller Excess CAPE Yield for the CSI 300 Index reached a record high of 7.94 and a record low of -2.27, the median value is 5.02. Typical value range is from 4.68 to 6.44. The Year-Over-Year growth is -13.79%. GuruFocus provides the current actual value, an historical data chart and related indicators for Shiller Excess CAPE Yield for the CSI 300 Index - last updated on 2024-10-01.
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 Chinese 10-year Government Bond Yield. 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.
| Category | Market Trend |
| Region | CHN |
| Source | GuruFocus |
Stats
| Name | Value | ||
|---|---|---|---|
| Last Value | 5.3 | ||
| Latest Period | 2024-10-01 | ||
| Long Term Average | 5.56 | ||
| Average Annualized Growth Rate | NaN% | ||
| Value from The Previous Market Day | 5.18 | ||
| Change from The Previous Market Day | +2.32% | ||
| Value from 1 year ago | 6.15 | ||
| Change from 1 year ago | -13.82% | ||
| Frequency | Daily | ||
| Unit |
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