Shiller Excess CAPE Yield for the S&P 500
: 1.82 (As of 2025-04-01) NEW
Basic Info
Created by Dr. Robert Shiller, the Yale Nobel Laureate, in December 2020, the Shiller Excess CAPE Yield for the S&P 500 was introduced as an improvement on the original CAPE model, which aims to predict a stock's performance over the next decade.
Excess CAPE Yield (ECY) is calculated by the inverse of Shiller PE, which is really the Shiller earning yield, subtracted by the U.S. 10-year Treasury bond yield (normally treated as risk-free rate).
Shiller Excess CAPE Yield for the S&P 500 was 1.82 as of 2025-04-01, according to GuruFocus: Shiller P/E. Historically, Shiller Excess CAPE Yield for the S&P 500 reached a record high of 23.53 and a record low of -2.58, the median value is 3.35. Typical value range is from 1.91 to 3.71. The Year-Over-Year growth is 38.93%. GuruFocus provides the current actual value, an historical data chart and related indicators for Shiller Excess CAPE Yield for the S&P 500 - last updated on 2025-04-01.
| Category | Market Trend |
| Region | USA |
| Source | GuruFocus: Shiller P/E |
Stats
| Name | Value | ||
|---|---|---|---|
| Last Value | 1.82 | ||
| Latest Period | 2025-04-01 | ||
| Long Term Average | 2.81 | ||
| Average Annualized Growth Rate | NaN% | ||
| Value from 1 year ago | 1.31 | ||
| Change from 1 year ago | +38.93% | ||
| Frequency | Daily | ||
| Unit |
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