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Shiller CAPE data

It looks like the Shiller CAPE data on his website (http://www.econ.yale.edu/~shiller/data/ie_data.xls) is not available. But don't despair! In my post a few months ("Building a Better CAPE Ratio") ago, I mentioned that I run the CAPE update (almost) daily and post it here: https://drive.google.com/file/d/1ugtRN3TaAVwQi-20mjt4DctF-glppSMD/view.

The 12/30/2022 CAPE is 27.47 (original CAPE methodology, but with month-end index value) and 22.20 (my new method factoring in corporate tax changes and share buybacks).

harishkswamy, FireCrackersJourney and savinglabor have reacted to this post.
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Hi,

For easy access to the Shiller CAPE ratio from the official website, I use the following formula into my GoogleSheet:

=index(IMPORTHTML("https://www.multpl.com/shiller-pe/table/by-month","table",1),2,2)

It automatically pulls the latest CAPE ratio value, so that I don't have to manually upadate it.

 

Would you/someone know if I could do similar value extraction from your csv file?

Thanks!

Good question. I have no idea. Ideally, I'd need a tool in WordPress to read my CSV data table, and display the output on my site. Then you can grab it from there with that IMPORTHTML command.

But I don't know how to update that. I will research that, though.

A reader found a way to link the ERN CAPE estimates into a Google Sheet.

I added the CAPE estimates to my SWR sheet, tab "CAPE-based Rule". See cells C5-D9. This utilizes the IMPORTDATA function.

Note: CAPE.1 is the Shiller CAPE but using the most recent EPS numbers and using the most recent or month-end S&P data.

CAPE.2 implements the corporate tax and earnings reinvestment adjustments.

Thanks to reader "Jason" for solving that riddle!

jt17 and FireCrackersJourney have reacted to this post.
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