The multpl.com Web site shows historical S&P500 CAPE (the valuation metric from Prof. Shiller) in a more user-friendly manner. Whether this is useful information and how to possibly use it is a highly controversial topic.
Fama-French data is not only formatted in a rather obscure manner, but is also highly misleading as they define small and value in a way which has very little to do with the way real-life funds and indices do it. The excellent PortfolioCharts Web site has a great write-up on the topic. I’ll dig up a link later on…
Fama-French data is not only formatted in a rather obscure manner, but is also highly misleading as they define small and value in a way which has very little to do with the way real-life funds and indices do it. The excellent PortfolioCharts Web site has a great write-up on the topic. I’ll dig up a link later on…
Statistics: Posted by siamond — Wed Mar 27, 2024 1:24 pm — Replies 3 — Views 158