Shiller CAPE

Price against the ten-year average of real earnings (Shiller's cyclically adjusted P/E) — earnings power.

40.9
p98.9 +1.6σ vs trend
In its expensive tier since Dec 2023 — the 21st expensive era since 1881.
+1.61σ
pale red AS OF 2026-08
CAPE vs its expanding log-trend · the VR-DR-4-C fit, stored nightly · rung boundaries ±1σ / ±2σ.

p98.9 says expensive vs all history; +1.61σ says how stretched vs where the trend expected it today — two questions, two answers.

Valuation eras since 1881

1998-052000-112003-062006-012008-082011-022013-082016-022018-082021-022023-092026-08810203040

No cheap era appears in this window — the last one ended Jan 1985. The full chart shows all eras since 1881.

Expensive eras shaded red, cheap eras green; the open era is brighter. Log scale. Hover shows the month’s as-of percentile. Historical bands never change — only the right edge is live.

Expensive eras — the register

Eras of at least two consecutive months at or above the 95th percentile of this measure's own history as it stood at the time; a single month below ends an era.

eramo in tierS&P during eraworst decline after (36m)10 years on
Dec 2023 → open†33+70.9% to dateopenopen
Jul 2020 → May 202223+29.4%-7.1%open
Nov 2019 → Feb 20204+6.0%-18.9%open
Dec 2016 → Jul 201932+40.1%-10.3%open
May 2007 → Jul 20073+0.9%-48.2%+99.4%
Nov 2006 → Feb 20074+4.5%-45.0%+99.1%
Dec 2003 → Apr 20045+5.4%-3.4%+101.4%
May 1995 → Jun 200286+116.5%-16.5%+58.8%
Jan 1964 → Apr 196628+28.1%-14.3%+56.9%
Nov 1961 → Dec 19612+1.2%-21.2%+90.5%
Jan 1930 → May 19305+11.8%-76.8%-23.0%
Apr 1928 → Oct 192919+52.4%-79.7%-20.1%
Jul 1902 → Sep 19023+3.5%-25.7%+77.9%
Dec 1900 → May 190218+30.2%-21.3%+80.1%
Jun 1898 → Nov 189918+34.0%-7.3%+144.9%
Dec 1897 → Feb 18983+3.2%-5.5%+106.0%
Jul 1897 → Oct 18974+9.1%-3.3%+107.4%
Dec 1891 → Oct 189211+6.9%-24.0%+134.1%
Sep 1886 → Dec 18864+3.4%-5.1%+17.3%
Jun 1886 → Jul 18862+1.9%+1.1%+18.6%
Feb 1881 → Jul 18816+4.8%-17.1%+24.0%

median during +6.5% (N=20) · median worst after -16.8% (N=20) · median 10y on +80.1% (N=17) — medians over completed eras only.

Cheap eras — the register

Eras of at least two consecutive months in the bottom fifth of this measure's own history as it stood at the time; a single month above ends an era.

eramo in tierS&P during eraworst decline after (36m)10 years on
Feb 1977 → Jan 198596+151.2%+5.3%+275.0%
Jul 1974 → Dec 197518+19.2%+9.5%+275.1%
Aug 1948 → Dec 194917+13.1%+2.6%+481.6%
Dec 1947 → Apr 19485+4.5%-2.7%+370.1%
Apr 1947 → May 19472-1.4%+2.3%+464.6%
Nov 1943 → Dec 19432+1.8%+3.4%+278.5%
Nov 1941 → Mar 194317+30.0%+3.8%+308.4%
Dec 1931 → Apr 193317-7.9%+29.3%+184.5%
Apr 1926 → May 19262+1.2%+5.2%+105.7%
Jan 1921 → Sep 192557+114.7%+2.7%+72.0%
Dec 1916 → Nov 192048+1.0%-9.0%+275.6%
Apr 1916 → Sep 19166+9.1%-23.2%+160.7%
Mar 1913 → Sep 191531+13.1%-9.7%+151.7%
Oct 1907 → Mar 19086+6.3%+5.9%+82.9%

median during +7.7% (N=14) · median worst after +3.0% (N=14) · median 10y on +275.1% (N=14) — medians over completed eras only.

Paths are S&P total return · Shiller monthly convention (dividends reinvested monthly; sp500_tr). The chart above remains the price tape. "Worst after" is the deepest monthly total-return level in the 36 months after each era — month-end grain, no intra-month lows. Construction and fidelity pins: "The total-return basis" on the Confluence methodology. Historical record, not a forecast. Methodology →