10-Year US Market Annualized Excess Return - GuruFocus.com

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10-Year Treasury Constant Maturity Rate

10-Year US Market Annualized Excess Return

Actual 8-Year Annualized Return of USA

CBOE Volatility Index (the VIX)

Gross Domestic Product per Capita

Gross National Product (GNP)

Gross National Product per Capita

Insider Buy/Sell Ratio - USA Overall Market

Insider Buy/Sell Ratio - USA Overall Market, CEO

Insider Buy/Sell Ratio - USA Overall Market, CFO

Overnight Shanghai Interbank Offered Rate

PE Ratio (TTM) for the S&P 500

Predicted Next 8-Year Annualized Return of USA at TMC/GDP=20Y average

Ratio of Wilshire 5000 over GNP

S&P 500 Dividend Yield

S&P 500 Dividends per Share

S&P 500 Earnings Yield

S&P 500 Earnings per Share

S&P 500 GF Value

S&P 500 Quarterly Buybacks ($B)

S&P 500 Sales per Share

Shiller Excess CAPE Yield for the S&P 500

Shiller PE Ratio for the S&P 500

US Gross Domestic Product (GDP)

USA Ratio of Total Market Cap over GDP

Futures

Insider Trend

Investor Debt Metrics

Miscellaneous

SP 500 Indicators

Stock Market Index

Total Market Valuation

Market Valuation Ratios

10-Year US Market Annualized Excess Return

Actual 8-Year Annualized Return of USA

Annualized Return difference between Russell 1000 Value and Growth

Corporate Profit Margin (After Tax)

Market Condition Indicator

Predicted Next 8-Year Annualized Return of USA at TMC/GDP=20Y average

Predicted Next 8-Year Annualized Return of USA at TMC/GDP=20Y average*0.7

Predicted Next 8-Year Annualized Return of USA at TMC/GDP=20Y average*1.3

Ratio of Wilshire 5000 over GNP

Shiller Excess CAPE Yield for the CSI 300 Index

Shiller Excess CAPE Yield for the S&P 500

Shiller PE Ratio Implied Market Return for the CSI 300 Index

Shiller PE Ratio Implied Market Return for the S&P 500

Shiller PE Ratio for the CSI 300 Index

Shiller PE Ratio for the S&P 500

USA Ratio of Total Market Cap over GDP

It is calculated by 10-year annualized stock real return minus the 10-year annualized bonds real returns.

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Date	Value	YOY (%)
2011-04-01	10.36	+85.66%
2011-07-01	11.10	+98.92%
2011-08-01	13.18	+136.20%
2011-09-01	13.64	+144.44%
2011-10-01	13.38	+139.78%
2011-06-01	11.29	+102.33%
2011-12-01	13.61	+143.91%
2012-01-01	13.12	+135.13%
2012-02-01	12.48	+123.66%
2012-03-01	12.05	+115.95%
2012-04-01	12.71	+127.78%
2011-05-01	10.61	+90.14%
2012-05-01	12.46	+123.30%
2011-11-01	13.82	+147.67%

Total 1696

	Related Item	Date	Value	Unit	1-Year Growth	3-Year Growth	5-Year Growth	10-Year Growth
	10-Year US Market Annualized Excess Return	2012-05-01	12.46		+17.38%	+4.17%	+42.59%	-
	Shiller PE Ratio for the S&P 500	2022-06-01	28.70		-21.80%	-0.66%	-0.72%	+3.39%
	Shiller PE Ratio Implied Market Return for the S&P 500	2022-03-01	2		+122.22%	-23.09%	-14.19%	-12.49%
	Shiller Excess CAPE Yield for the S&P 500	2022-06-01	2.50		-18.83%	-6.81%	-2.24%	-7.92%
	Shiller PE Ratio for the CSI 300 Index	2022-06-01	17.30		-9.42%	+3.28%	+0.35%	+0.85%
	PE Ratio (TTM) for the CSI 300 Index	2022-06-01	13		-12.16%	+1.59%	-0.90%	+2.06%
	Shiller PE Ratio Implied Market Return for the CSI 300 Index	2022-06-01	5.60		+27.62%	-20.60%	-16.79%	-13.60%
	Shiller Excess CAPE Yield for the CSI 300 Index	2022-06-01	5.05		+21.39%	-4.01%	+0.32%	-1.58%