CAPE calculation for European developed markets
This is a guestpost from u/UsefulBeginning which we thought could be useful for many people: The Cyclically Adjusted Price-to-Earnings ratio is said to be one of the best long term returns predictors of the market. A few days ago I shared some work I did almost 3 years ago to find out this ratio and I’ve been updating that work over the last few days. I created two sheets, one to calculate the CAPE at 31/12/2017. Another one to calculate…
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