Topic
Shiller PEStrategy
1. How often do you calculate the Shiller PE10
2. Are you using what is published by Shiller or are you estimating earnings each month/week/day
3. Do you publish your own PE10
2. Are you using what is published by Shiller or are you estimating earnings each month/week/day
3. Do you publish your own PE10
engineer asked · 09/06/2016
- #1
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We calculate PE 10 based on Shiller's data, thus the earnings are really monthly data. However, the price is daily, thus the daily CAPE 10. Not sure what you mean by 'your own PE10'.Admin · 09/06/2016 13:25:03
Notice this is a long term strategy and there is really no point to act upon this daily.