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Shiller Barclays CAPE Indices

Published in Strategy Indices

Barclays and Professor Robert Shiller have designed a range of equity indices which utilize the Cyclically Adjusted PE (CAPE) ratio as a key driver for the valuation of regional sectors.

The Shiller Barclays CAPE ETN invests across sectors according to a measure of valuation called the cyclically adjusted price-earnings ratio. The index aim is to find value sectors that are of good value, low-priced relative to fundamentals and to shift investing funds into the low-value sector so as to take advantage of the better value parts of the stock market.

Key Features and Coverage on RIMES

For this data source, RIMES hosts the Shiller Barclays US CAPE Single Stock Value Index. Some of the data items available include:

  • Description
  • Database Domain Code
  • Last Price Date
  • Database Source
  • Database Symbol
  • Total Return


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