Shiller CAPE Ratio

Very Negative
CURRENT VALUE
40.9
Source: Robert Shiller / Yale University (public dataset)
Data through: August 2026 · updated Sep 1 · Updates: Monthly
The three bars show the last 3 months (end-of-month values) for this indicator, oldest left to newest right. Bar height reflects each reading relative to the other two — the tallest is the highest of the three, the shortest the lowest.
Historical context: Currently in the 99th percentile historically — elevated vs historical norms.
What this means right now: The Shiller CAPE is at historically extreme levels. Only the peak of the dot-com bubble (44x) exceeded today's reading. Research consistently shows that 10-year returns from CAPE above 38x have been disappointing — often near zero or negative in real terms.
Shiller CAPE Ratio · Monthly · 1871–2026
Grey areas = NBER recessions · Scroll to read · zoom and pan in Expand
Monthly values

Shiller CAPE Ratio — the last 12 months

Every month's reading, with the band the heatmap gives it. The chart above shows the same series in full.

MonthValueBand
Aug 202640.9Severe/critical reading
Jul 202642.2Severe/critical reading
Jun 202640.6Severe/critical reading
May 202641.4Severe/critical reading
Apr 202638.3Severe/critical reading
Mar 202637.7Concerning reading

Month-end readings of the same series the chart shows, from shiller_cape. Values are the current record, not point-in-time: a month that has since been revised shows its revised value.

What is the Shiller CAPE?

The Shiller CAPE (Cyclically Adjusted Price-to-Earnings) ratio, developed by Nobel Prize-winning economist Robert Shiller, divides the current S&P 500 price by the average of the past 10 years of inflation-adjusted earnings. By smoothing earnings over a full decade, CAPE removes the distortions caused by temporary boom-and-bust cycles in corporate profits — giving a more stable long-term valuation picture than the standard trailing P/E ratio.

CAPE was designed specifically to predict long-term market returns. Research shows that starting CAPE is one of the strongest predictors of 10-year forward S&P 500 returns — high CAPE predicts low future returns, low CAPE predicts high future returns. The long-term average CAPE is approximately 17x. A CAPE above 30 has historically been followed by disappointing 10-year returns; CAPE below 12 has historically preceded exceptional long-term gains.

How We Color-Code the Shiller CAPE

Our heatmap colors each indicator based on historically significant thresholds:

Below 15x
Deeply undervalued — exceptional long-term buying opportunity
15x – 22x
Fair to slightly undervalued — good long-term entry
22x – 28x
Moderately elevated — temper return expectations
28x – 38x
Expensive — poor expected 10-year returns
Above 38x
Historically extreme — only dot-com bubble exceeded this

Historical Extremes — What Happened Next?

When this indicator reaches extreme levels, history shows consistent patterns:

Dec 1999Dot-Com Bubble Peak
CAPE: 44.2x
S&P 500 delivered -1.0% annualized returns over the next 10 years. The highest CAPE ever recorded preceded a lost decade for equities.
Jun 1982Post-Stagflation Bottom
CAPE: 6.6x
S&P 500 returned +16.6% annualized over the next 10 years — one of the greatest bull markets in history began from this CAPE level.
Mar 2009Financial Crisis Bottom
CAPE: 13.3x
S&P 500 returned +13.2% annualized over the next 10 years as earnings recovered and rates stayed low.

Investor Checklist — Current Reading

Based on the current Shiller CAPE reading of 40.9 (Very Negative):

Historically extreme CAPE — only the dot-com bubble exceeded this level
Research shows near-zero or negative 10-year real returns from these CAPE levels
Seriously consider international diversification and alternative asset classes
CAPE cannot predict when correction occurs — could be months or years away

Frequently Asked Questions

What is the Shiller CAPE ratio and who invented it?
The CAPE (Cyclically Adjusted Price-to-Earnings) ratio was developed by Nobel Prize-winning economist Robert Shiller of Yale University and popularized in his book "Irrational Exuberance" (2000). It uses 10 years of inflation-adjusted earnings to smooth out business cycle distortions that affect the standard trailing P/E.
Is the Shiller CAPE better than the regular P/E ratio?
For predicting long-term returns, yes — research shows CAPE is one of the strongest predictors of 10-year forward S&P 500 returns. For short-term signals, the trailing P/E is more responsive. CAPE is best used for setting long-term return expectations and portfolio allocation, not for market timing.
Why has the CAPE been elevated for so long since 2010?
Several structural factors may justify a higher "normal" CAPE: historically low interest rates, changes in accounting standards for earnings, higher corporate profit margins due to globalization and technology, and higher share of intangible assets. Some economists argue the CAPE's historical average is no longer the right benchmark.
What CAPE ratio predicts good future returns?
Research by Shiller and others shows that CAPE below 15x has historically predicted 10-year annualized returns above 10%. CAPE of 15-22x predicts returns of 7-10%. CAPE above 25x predicts returns below 5%. CAPE above 35x has predicted near-zero or negative real returns over 10 years.
Can I use CAPE to time the market?
No — CAPE is a terrible short-term market timing tool. Markets remained above CAPE 25x from 1995 to 2002 and from 2014 to present. An investor who sold at CAPE 25x in 1995 missed the best years of the dot-com bull market. CAPE predicts 10-year ranges of returns, not 10-week market moves.