2013年2月16日 星期六

介紹MEBANE FABER 以CAPE + RELATIVE STRENGTH投資全球股市策略-15

發表於 2013-2-16 21:27  資料 文集 短消息 



Q:
ALLANLIN桑

這個各國ACPE值做成excel圖表會不會很難?

其實和GDP值不會違背

若可以結合來看, 不啻為巴菲特班同學帶來另外可以參考的好東西

因為其他國家GDP不像台灣有預測值, 用ACPE倒是可以來拿作資 ...

Dear s-k san:

Global acpe  data 收集困難
我為了算巴西股市進入巴西證交所英文資訊少,
大多西班牙(法文?)?

我目前 try ishare msci 各國etf,  collect data, but     so far , not good, there are so many difficulties over there.

以下最新 2013 UBS ==global heat map,  forward (預期)pe 評估各國股市,
for your reference, good luck to you !!   (他也是以各國pe  mean + /- sd , 去判定淑 or )
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Dark blue(very cheap) = current relativevaluation < -1.5 standard deviations from historical average
Light blue (cheap) = current relative valuation between < -1.5and <-0.75 standard deviations from historical average
No colour (neutral or N/A) = current relative valuation between > -0.75and <+0.75 standard deviations from historical average
Peach (expensive) = current relative valuation between > +0.75 and<+1.5 standard deviations from historical average
Red (very expensive) = current relative valuation between > +1.5standard  deviations from historicalaverage



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