Cyclically adjusted price-to-earnings ratio

Shiller’s CAPE: the real S&P composite price over the average of its real earnings for the previous ten years, monthly.

At a glance

Id	us.equity.cape
Shape	series
Unit kind	ratio
Unit	ratio (price to ten-year average earnings)
Frequency	monthly
Seasonal adjustment	not applicable
Parameters	none
Needs a window	no

Candidates in library mode

Library mode runs on your machine under your own keys. The resolver tries these in order and uses the first that can answer; it fails over only between identical definitions, and records every candidate it passed over.

Source	Series	Tier	Licence class	Key	Extra	Vintages	Transforms	Note
shiller	us_equity	originator	library-only	none	none	no	none

Candidates in hosted mode

Hosted mode serves only hosted-safe and user-supplied data, so it resolves the originator or refuses; it never falls back to a library-only aggregator.

None. Hosted mode serves only hosted-safe and user-supplied data, and this concept has no such source, so asking for it in hosted mode raises a LicenceError that names the classes it found.

See also

• Data sources and keys for how to fetch it and set a key.

• Sources summary for each provider’s class and notice.