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  • SPX Pe Fun

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    HedgedIn
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    The document contains a series of dates from 1950 to 2010 with corresponding values that appear to be price-to-earnings (P/E) ratios over time. It includes average P/E ratios and standard deviation bands plotted against the rolling 1-year, 5-year and 10-year periods. The data suggests trends in P/E ratios and their volatility over several decades.

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    SPX PE FUN

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    The document contains a series of dates from 1950 to 2010 with corresponding values that appear to be price-to-earnings (P/E) ratios over time. It includes average P/E ratios and standard deviation bands plotted against the rolling 1-year, 5-year and 10-year periods. The data suggests trends in P/E ratios and their volatility over several decades.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    16 views10 pages

    SPX Pe Fun

    Uploaded by

    HedgedIn
    The document contains a series of dates from 1950 to 2010 with corresponding values that appear to be price-to-earnings (P/E) ratios over time. It includes average P/E ratios and standard deviation bands plotted against the rolling 1-year, 5-year and 10-year periods. The data suggests trends in P/E ratios and their volatility over several decades.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 10

    0

    5
    10
    15
    20
    25
    30
    35
    40
    45
    50
    1/1/1950
    5/1/1951
    9/1/1952
    1/1/1954
    5/1/1955
    P/E

    9/1/1956
    1/1/1958
    5/1/1959
    9/1/1960
    1/1/1962
    5/1/1963
    9/1/1964
    Average

    1/1/1966
    5/1/1967
    9/1/1968
    1/1/1970
    5/1/1971
    9/1/1972
    1/1/1974
    1 Std-Dev

    5/1/1975
    9/1/1976
    1/1/1978
    5/1/1979
    9/1/1980
    1/1/1982
    5/1/1983
    9/1/1984
    -1 Std-Dev

    1/1/1986
    5/1/1987
    9/1/1988
    1/1/1990
    5/1/1991
    9/1/1992
    1/1/1994
    5/1/1995
    2 Std-Dev

    9/1/1996
    1/1/1998
    5/1/1999
    9/1/2000
    1/1/2002
    5/1/2003
    9/1/2004
    -2 Std-Dev

    1/1/2006
    5/1/2007
    9/1/2008
    1/1/2010
    -50.0%
    50.0%

    0.0%
    100.0%
    150.0%
    200.0%
    250.0%
    300.0%
    350.0%
    400.0%
    1/1/1950
    6/1/1951
    11/1/1952
    4/1/1954
    9/1/1955
    2/1/1957
    7/1/1958
    11/29/1959
    4/29/1961
    9/29/1962
    1-yr rolling

    2/29/1964
    7/31/1965
    11/29/1966
    4/29/1968
    9/29/1969
    2/28/1971
    7/31/1972
    11/29/1973
    4/29/1975
    9/29/1976
    2/28/1978
    7/31/1979
    5-yr rolling

    11/29/1980
    4/29/1982
    9/29/1983
    2/28/1985
    7/31/1986
    11/29/1987
    4/29/1989
    9/29/1990
    2/29/1992
    7/31/1993
    11/29/1994
    4/29/1996
    9/29/1997
    10-yr rolling

    2/28/1999
    7/31/2000
    11/29/2001
    4/29/2003
    9/29/2004
    2/28/2006
    7/31/2007
    11/29/2008
    -50.0%
    100.0%
    150.0%
    200.0%
    250.0%

    0.0%
    50.0%
    1/1/1950
    6/1/1951
    11/1/1952
    4/1/1954
    9/1/1955
    2/1/1957
    7/1/1958
    11/29/1959
    4/29/1961
    9/29/1962
    2/29/1964
    7/31/1965
    11/29/1966
    4/29/1968
    9/29/1969
    2/28/1971
    7/31/1972
    11/29/1973
    1 yr Rolling

    4/29/1975
    9/29/1976
    2/28/1978
    7/31/1979
    11/29/1980
    5-yr rolling

    4/29/1982
    9/29/1983
    2/28/1985
    7/31/1986
    11/29/1987
    4/29/1989
    10-yr rolling

    9/29/1990
    2/29/1992
    7/31/1993
    11/29/1994
    4/29/1996
    9/29/1997
    2/28/1999
    7/31/2000
    11/29/2001
    4/29/2003
    9/29/2004
    2/28/2006
    7/31/2007
    11/29/2008
    -40.0%
    -30.0%
    -20.0%
    -10.0%
    20.0%

    0.0%
    10.0%
    1/1/1950
    6/1/1951
    11/1/1952
    4/1/1954
    9/1/1955
    2/1/1957
    7/1/1958
    11/29/1959
    4/29/1961
    9/29/1962
    2/29/1964
    7/31/1965
    11/29/1966
    4/29/1968
    9/29/1969
    2/28/1971
    7/31/1972
    11/29/1973
    4/29/1975
    9/29/1976
    2/28/1978
    7/31/1979
    11/29/1980
    1 yr Differential

    4/29/1982
    9/29/1983
    2/28/1985
    7/31/1986
    11/29/1987
    4/29/1989
    9/29/1990
    2/29/1992
    7/31/1993
    11/29/1994
    4/29/1996
    9/29/1997
    2/28/1999
    7/31/2000
    11/29/2001
    4/29/2003
    9/29/2004
    2/28/2006
    7/31/2007
    11/29/2008
    -100.0%
    -80.0%
    -60.0%
    -40.0%
    -20.0%
    0.0%
    20.0%
    40.0%
    60.0%
    1/1/1950
    6/1/1951
    11/1/1952
    4/1/1954
    9/1/1955
    2/1/1957
    7/1/1958
    11/29/1959
    4/29/1961
    9/29/1962
    2/29/1964
    7/31/1965
    11/29/1966
    4/29/1968
    9/29/1969
    2/28/1971
    7/31/1972
    11/29/1973
    4/29/1975
    9/29/1976
    1 yr Differential

    2/28/1978
    7/31/1979
    11/29/1980
    4/29/1982
    9/29/1983
    2/28/1985
    5 yr differential

    7/31/1986
    11/29/1987
    4/29/1989
    9/29/1990
    2/29/1992
    7/31/1993
    11/29/1994
    4/29/1996
    9/29/1997
    2/28/1999
    7/31/2000
    11/29/2001
    4/29/2003
    9/29/2004
    2/28/2006
    7/31/2007
    11/29/2008
    -200.0%
    -150.0%
    -100.0%
    -50.0%
    0.0%
    50.0%
    1/1/1950
    6/1/1951
    11/1/1952
    4/1/1954
    9/1/1955
    2/1/1957
    7/1/1958
    11/29/1959
    4/29/1961
    9/29/1962
    2/29/1964
    7/31/1965
    11/29/1966
    4/29/1968
    9/29/1969
    2/28/1971
    1 yr Differential

    7/31/1972
    11/29/1973
    4/29/1975
    9/29/1976
    2/28/1978
    7/31/1979
    11/29/1980
    5 yr differential

    4/29/1982
    9/29/1983
    2/28/1985
    7/31/1986
    11/29/1987
    4/29/1989
    9/29/1990
    10 yr differential

    2/29/1992
    7/31/1993
    11/29/1994
    4/29/1996
    9/29/1997
    2/28/1999
    7/31/2000
    11/29/2001
    4/29/2003
    9/29/2004
    2/28/2006
    7/31/2007
    11/29/2008
    -60.0%
    140.0%
    240.0%
    340.0%
    440.0%

    40.0%
    1/1/1950
    6/1/1951
    11/1/1952
    4/1/1954
    1 yr Rolling

    9/1/1955
    2/1/1957
    7/1/1958
    11/29/1959
    4/29/1961
    5-yr rolling

    9/29/1962
    2/29/1964
    7/31/1965
    11/29/1966
    4/29/1968
    10-yr rolling

    9/29/1969
    2/28/1971
    7/31/1972
    11/29/1973
    P/E

    4/29/1975
    9/29/1976
    2/28/1978
    7/31/1979
    11/29/1980
    Average P/E

    4/29/1982
    9/29/1983
    2/28/1985
    7/31/1986
    11/29/1987
    1 Std-Dev

    4/29/1989
    9/29/1990
    2/29/1992
    7/31/1993
    11/29/1994
    -1 Std-Dev

    4/29/1996
    9/29/1997
    2/28/1999
    7/31/2000
    2 Std-Dev

    11/29/2001
    4/29/2003
    9/29/2004
    2/28/2006
    7/31/2007
    -2 Std-Dev

    11/29/2008
    0
    10
    20
    30
    40
    50

    -50
    -40
    -30
    -20
    -10
    10
    15
    20
    25
    30
    35
    40
    45
    50

    0
    5
    1/1/1950
    6/1/1951
    11/1/1952
    P/E

    4/1/1954
    9/1/1955
    2/1/1957
    7/1/1958
    Average

    11/29/1959
    4/29/1961
    9/29/1962
    2/29/1964
    7/31/1965
    11/29/1966
    1 Std-Dev

    4/29/1968
    9/29/1969
    2/28/1971
    7/31/1972
    11/29/1973
    -1 Std-Dev

    4/29/1975
    9/29/1976
    2/28/1978
    7/31/1979
    11/29/1980
    2 Std-Dev

    4/29/1982
    9/29/1983
    2/28/1985
    7/31/1986
    11/29/1987
    -2 Std-Dev

    4/29/1989
    9/29/1990
    2/29/1992
    7/31/1993
    11/29/1994
    4/29/1996
    Price-Nominal

    9/29/1997
    2/28/1999
    7/31/2000
    11/29/2001
    4/29/2003
    9/29/2004
    2/28/2006
    7/31/2007
    11/29/2008
    10
    20
    40
    80
    160
    320
    640
    1280
    10.0
    30.0
    50.0
    70.0
    90.0

    -10.0
    1950-01-01
    1951-06-01
    1952-11-01
    1954-04-01
    1955-09-01
    1957-02-01
    1958-07-01
    1959-11-29
    1961-04-29
    1962-09-29
    1964-02-29
    1965-07-31
    1966-11-29
    1968-04-29
    1969-09-29
    1971-02-28
    1972-07-31
    1973-11-29
    1975-04-29
    Monthly Percent Change

    1976-09-29
    1978-02-28
    1979-07-31
    1980-11-29
    1982-04-29
    1983-09-29
    1985-02-28
    1986-07-31
    YOY Percent Change

    1987-11-29
    1989-04-29
    1990-09-29
    1992-02-29
    1993-07-31
    VALUE

    1994-11-29
    1996-04-29
    1997-09-29
    1999-02-28
    2000-07-31
    2001-11-29
    2003-04-29
    2004-09-29
    2006-02-28
    2007-07-31
    2008-11-29
    0
    500
    1,000
    1,500
    2,000
    2,500
    -200.00%
    -150.00%
    -100.00%
    -50.00%
    100.00%
    150.00%

    50.00%

    0.00%
    1900-01-01
    1900-01-15
    1900-01-29
    1900-02-12
    1900-02-26
    1900-03-11
    1900-03-25
    1900-04-08
    1900-04-22
    1900-05-06
    1900-05-20
    1900-06-03
    1900-06-17
    1900-07-01
    1900-07-15
    1900-07-29
    YOY Percent Change

    1900-08-12
    1900-08-26
    1900-09-09
    1900-09-23
    1900-10-07
    1900-10-21
    1900-11-04
    1900-11-18
    1 yr Differential

    1900-12-02
    1900-12-16
    1900-12-30
    1901-01-13
    1901-01-27
    1901-02-10
    1901-02-24
    1901-03-10
    5 yr differential

    1901-03-24
    1901-04-07
    1901-04-21
    1901-05-05
    1901-05-19
    1901-06-02
    1901-06-16
    1901-06-30
    1901-07-14
    10 yr differential

    1901-07-28
    1901-08-11
    1901-08-25
    1901-09-08
    1901-09-22
    1901-10-06
    1901-10-20
    1901-11-03
    1901-11-17
    1901-12-01
    1901-12-15

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