CAPE – Page 3 – The Idea Farm by Meb Faber

January 4, 2018

Global Valuation Updates!

Quick housekeeping… First, we hope you guys love the new redesign! If you ever need any help you can ping help@theideafarm.com. Second, the archives have been totally rebuilt – there are so many gems in the library now it should be […]

January 2, 2018

Stalin’s Pension Fund

Happy New Year! I honestly can’t recall if I sent this piece or not, so if I did, well read it again! It’s that good. A quick chart and then the download… —- —- Download What Happened to Inflation? And […]

November 14, 2017

FAANG

GMO on sector weights and influences on valuations… Figure and download —- —- Link FAANG SCHMANG Website https://www.gmo.com/ Get a Free Subscription! If you send me an email with a link or attachment to a piece you think readers would […]

October 10, 2017

Global Valuations

Sorry about the delays, our data provider lost one of the countries….so here we go again… Quarterly CAPE Ratio Updates! After a great year of performance in 2016, many cheap countries are continuing to outperform. Right to the stats! Median […]

August 15, 2017

S&P 500: Just Say NO

More from GMO on US stock valuations…another good one! …chart then download: —- —- Link Just Say No Website https://www.gmo.com/

July 7, 2017

A Fair Value CAPE Approach

Food for thought. Chart then download… —- —- Link to Download Fair Value CAPE Approach https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2983860 Website https://investor.vanguard.com/

July 6, 2017

Global Valuations

Quarterly CAPE Ratio Updates! After a great year of performance in 2016, many cheap countries are continuing to outperform. Right to the stats! Median CAPE Ratio: 16.9 25% most expensive: 26 (U.S. in this bucket) 25% cheapest 10 Average of […]

June 30, 2017

EU CAPE

Some excellent charts from Robeco, including REIT yields and Europe vs US CAPE ratios…biggest spread since at least the 1980s… Charts then download… —- —- Link to Download Outlook Website https://www.robeco.com

June 22, 2017

Shiller on CAPEs

The question is, are Siegel and Shiller drinking Red Stripe beers on Slide 2? Chart then downloads… —- —- Link to Download Risk and Relative Values In Diversified Portfolios Website http://www.econ.yale.edu/~shiller/

June 15, 2017

CAPE Ratio Time Series

All sorts of quant goodness on the new RAFI asset allocation tool redesign…model portfolios, expected returns, currencies, CAPE ratios….you name it! Clear about an hour and go play around… Charts and link: —- —- Link to Download Press Release Overview […]

May 22, 2017

Auto-forward

GMO on home bias, and valuations… Charts and download: —- —- Link to Download Home Bias Website https://www.gmo.com/

May 9, 2017

Sell in May? Oh Geez Don’t Bring That Up Again…

Fun little piece from Horizon, and I also included a Leuthold chart dating the to 1920s on the sell in May system with small caps… Charts and download: —- —- Link to Download 1st Quarter 2017 Commentary Website Homepage

April 7, 2017

Beauty Charts

Some really cool charts from Norbert at Star on CAPE ratio and lots of other interesting visualizations… —- —- Link to Download Slideshow Cool CAPE charts Germany Fundamentals Value and Growth Website http://www.starcapital.de/

April 3, 2017

Global Valuations

Quarterly CAPE Ratio Updates! After a great year of performance in 2016, many cheap countries are continuing to outperform. Right to the stats! Median CAPE Ratio: 16.5 25% most expensive: 25 (U.S. in this bucket) 25% cheapest 11 Average of […]

March 16, 2017

CAPE ratio and Target Date Decisions

Twofer from GMO. Chart then downloads: —- —- Link to Download The What-Why-When-How Guide to Owning Emerging Country Debt: 2017 Edition Target Date Decisions, Decisions…Getting the Biggest Bang for the Buck Website https://www.gmo.com/