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Chart of S&P 500 v. P/E (both ttm and ftm)
Old 07-02-2005, 12:11 PM   #1
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Chart of S&P 500 v. P/E (both ttm and ftm)

I was wondering if anyone had a good source for charting the S&P 500 (or any other broad-based index of the market...) against its P/E ratio for both the trailing 12 months and also the future/projected 12 months.

I'm a long term buy and hold but thought this would be interesting, especially given recent talk on the board of market timing. 8)

It would also be interesting to chart interest rates against this as well.

Anyone have a good site? I just started searching and am coming up goose eggs.

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Re: Chart of S&P 500 v. P/E (both ttm and ftm)
Old 07-03-2005, 04:10 PM   #2
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)

Should I take this as:

(a) we can't find these data either

or

(b) we don't care about such data



?
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)
Old 07-03-2005, 05:12 PM   #3
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)

arin38,
I want that data also. Drumming fingers.............waiting.........
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)
Old 07-03-2005, 05:14 PM   #4
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)

Arin,

I give up. Maybe you'll have more luck over at Raddr's "Market Theory & Investment Strategy" board. A lot of the data diggers over there may not read here.
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)
Old 07-03-2005, 06:19 PM   #5
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)

Slow day at work...
Attached Images
File Type: jpg pe.JPG (52.7 KB, 71 views)
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)
Old 07-03-2005, 06:22 PM   #6
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)

Google - yale business shiller long term stock data

The bad news - prof Shiller has a fondness for tables - not charts.

Ahah! - I see I'm too slow - where did you find it?
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)
Old 07-03-2005, 06:29 PM   #7
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)

Edited to add IR; created a chart from Shiller data:

http://www.econ.yale.edu/~shiller/data.htm

No forward P/E...
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)
Old 07-03-2005, 09:51 PM   #8
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)

Wow. Thanks - I'll start reviewing this.

Been off the grid for about 5 hours - amazing how much I like electricity. Storm just blew thru New Orleans and knocked out power.

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Re: Chart of S&P 500 v. P/E (both ttm and ftm)
Old 07-03-2005, 10:32 PM   #9
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)

Quote:
Originally Posted by Have Funds, Will Retire
Edited to add IR; created a chart from Shiller data:/quote]

In your usage, what is IR?

Thanks, Ha
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)
Old 07-03-2005, 10:36 PM   #10
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)

Injured Reserve.

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Re: Chart of S&P 500 v. P/E (both ttm and ftm)
Old 07-03-2005, 10:44 PM   #11
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)

Quote:
Originally Posted by HaHa
Long interest rate per Shiller.

Here's another chart that just popped out:

http://tal.marketgauge.com/dvMGPro/c...p?chart=PERATI


Still working on forward earnings projections as basis for P/E.
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)
Old 07-03-2005, 10:49 PM   #12
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)

Quote:
Originally Posted by Arin38
Long interest rate per Shiller./quote]

Thanks, Arin.
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)
Old 07-03-2005, 11:07 PM   #13
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Re: Chart of S&P 500 v. P/E (both ttm and ftm)

Nice charts. I have looked at and analyzed this data before and it is one of the reasons why hold little stock (no pun intended) in arguments that we are facing a long period of poor performance based on current valuations. The correlation between valuation and future performance is weak at best. JWR looked at a lot of this data in the past and found better (but still weak) correlation between PE10 and future performance. He and ***** have tried to make way too much of the data, but it is still interesting.
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