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Market Valuation

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Different valuation factors applied to global markets.

Green areas indicate undervaluation. Yellow areas indicate fair valuation. Any other area indicates overvaluation.

More info in the post CAPE and other market valuation factors post.

Charts: select an area to zoom in / double click to reset zoom.

EV/FCFF (5 acct. periods)@2026-01-15

98.91

Size-weighted average enterprise value (EV) in relation to the size-weighted moving average (5 years) free cash flow to the firm (FCFF) of all the companies in the selected market.   –

Stats
Average = 76.75
Moving average (20 points) = 99.05

Correlation w/ other market factors
0.62638   with P/FCFE (5 acct. periods)

0.72464   with P/FCFE (5 acct. periods)

P/FCFE (5 acct. periods)@2026-01-15

63.52VERY HIGH

Size-weighted average market capitalization (P) in relation to the size-weighted moving average (5 years) free cash flow to equity (FCFE) of all the companies in the selected market.   –

Stats
Average = 46.41
Moving average (20 points) = 63.62

Correlation w/ other market factors
0.62638   with EV/FCFF (5 acct. periods)

0.72464   with EV/FCFF (5 acct. periods)

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