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 的 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?)文? 我目前 try ishare msci 各國etf, 去 collect data, but     so far , not good, there are so many difficulties over there. 以下最新 2013 年UBS ==global heat map, 以 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 貴) ---------------------------------------------------------------------------------------------------- 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