Latest from the Quantamize Blog

CAPE ratio points to S&P as fairly valued. 

Dec 28, 2018

Actionable and Transparent Quantitative ResearchActionable and Transparent Quantitative Research


*Data in Price Return and Updated Real-Time (with a delay), Source: StockDio

Better Data for Better Investment DecisionsBetter Data for Better Investment Decisions

Index Macro Details - NTM P/E

On Mobile/Tablet scroll to the right.

Data as of December 14, 2018, 4:00 PM EST.

2-Year Trends

US Stock Market Today 12/29/2017 High Low
S&P 500 INDEX 14.82x 18.66x 20.10x 14.82x
RUSSELL 2000 INDEX 21.26x 27.77x 35.19x 21.26x
NASDAQ COMPOSITE INDEX 18.65x 22.52x 24.76x 18.65x
DOW JONES INDUS. AVG. 14.10x 18.51x 19.78x 14.10x
RUSSELL 3000 INDEX 15.30x 19.45x 21.20x 15.30x

2-Year Trends

Europe Stock Markets Today 12/29/2017 High Low
STSE 600 13.08x 15.57x 16.53x 13.08x
EURO STOXX 50 Pr 12.69x 14.45x 15.99x 12.69x
DAX INDEX 11.85x 13.38x 15.19x 11.79x
FTSE 100 INDEX 11.85x 15.11x 16.90x 11.79x
CAC 40 INDEX 12.57x 15.24x 16.12x 12.56x
IBEX 35 INDEX 11.39x 13.31x 16.47x 11.39x
FTSE MIB INDEX 10.22x 13.74x 25.12x 10.15x
MSCI EUROPE 12.84x 15.45x 16.67x 12.84x

2-Year Trends

Asia Stock Markets Today 12/29/2017 High Low
NIKKEI 225 14.62x 18.01x 19.74x 14.62x
HANG SENG INDEX 10.79x 12.61x 13.58x 10.27x
CSI 300 INDEX 10.77x 14.15x 16.11x 10.49x
S&P BSE SENSEX INDEX 20.56x 20.92x 23.25x 17.26x
KOSPI INDEX 8.76x 12.85x 11.49x 8.28x
S&P/ASX 200 INDEX 14.05x 16.50x 16.74x 14.05x

2-Year Trends

International Indices Today 12/29/2017 High Low
MSCI ACWI 13.54x 16.77x 17.75x 13.54x
MSCI WORLD 13.93x 17.40x 18.38x 13.93x
MSCI EAFE 12.59x 15.52x 16.39x 12.59x
MSCI AC ASIA PACIFIC 11.88x 14.43x 15.12x 11.84x
MSCI AC ASIA x JAPAN 11.81x 13.82x 14.95x 11.34x

S&P 500 Sector Performance

*Data in Price Return as of Previous Day's EOD, Source: StockDio

Russell 1000 Factor Performance

*Data in Price Return as of Previous Day's EOD, Source: StockDio


Stock Model Portfolios
Multi-factor quantitatively optimized portfolios risk-adjusted to provide investors an ATTRACTIVERISK/RETURN TRADE-OFF