Chart of S&P 500 v. P/E (both ttm and ftm)

Arin38 · 07-02-2005, 12:11 PM

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.

Arin38 · 07-03-2005, 04:10 PM

Should I take this as:

(a) we can't find these data either

or

(b) we don't care about such data

?

OldAgePensioner · 07-03-2005, 05:12 PM

arin38,
I want that data also. Drumming fingers.............waiting.........

Nords · 07-03-2005, 05:14 PM

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.

HFWR · 07-03-2005, 06:19 PM

Slow day at work...

unclemick · 07-03-2005, 06:22 PM

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?

HFWR · 07-03-2005, 06:29 PM

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

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

No forward P/E...

Arin38 · 07-03-2005, 09:51 PM

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.

haha · 07-03-2005, 10:32 PM

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

cute fuzzy bunny · 07-03-2005, 10:36 PM

Injured Reserve.

Arin38 · 07-03-2005, 10:44 PM

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.

haha · 07-03-2005, 10:49 PM

Quote:

Originally Posted by Arin38

Long interest rate per Shiller./quote]

Thanks, Arin.

sgeeeee · 07-03-2005, 11:07 PM

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.

07-02-2005, 12:11 PM	#1
Arin38 Dryer sheet aficionado Join Date: May 2005 Posts: 31	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.

07-03-2005, 04:10 PM	#2
Arin38 Dryer sheet aficionado Join Date: May 2005 Posts: 31	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 ?

07-03-2005, 05:12 PM	#3
OldAgePensioner Thinks s/he gets paid by the post Join Date: Jun 2005 Posts: 1,352	Re: Chart of S&P 500 v. P/E (both ttm and ftm) arin38, I want that data also. Drumming fingers.............waiting.........

07-03-2005, 05:14 PM	#4
Nords Moderator Emeritus Join Date: Feb 2004 Location: Oahu Posts: 15,734	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. __________________ * * For more info see "About Me" in my profile.

07-03-2005, 06:22 PM	#6
unclemick Give me a museum and I'll fill it. (Picasso) Give me a forum ... Join Date: Jul 2003 Location: north of Kansas City Posts: 5,555	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?

07-03-2005, 06:29 PM	#7
HFWR Give me a museum and I'll fill it. (Picasso) Give me a forum ... Join Date: May 2005 Location: DFW Posts: 5,436	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... __________________ Have Fun When Retired Never mind the furthermore, the plea is self defense...

07-03-2005, 09:51 PM	#8
Arin38 Dryer sheet aficionado Join Date: May 2005 Posts: 31	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.

07-03-2005, 10:36 PM	#10
cute fuzzy bunny Give me a museum and I'll fill it. (Picasso) Give me a forum ... Join Date: Dec 2003 Location: Losing my whump Posts: 22,527	Re: Chart of S&P 500 v. P/E (both ttm and ftm) Injured Reserve. __________________ Many an optimist has become rich by buying out a pessimist

07-03-2005, 11:07 PM	#13
sgeeeee Thinks s/he gets paid by the post Join Date: Feb 2003 Location: Mesa Posts: 3,588	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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