Shiller Barclays CAPE US Sector Value (USD)

Equity United States Value Sector weighted

The Barclays Shiller CAPE® US Sector Index shifts the exposure to the “cheapest” sectors of the large cap equity market by using Dr. Robert Shiller’s CAPE® Ratio which seeks to assess longer term equity valuations by using an inflation adjusted earnings horizon that is 10 times longer than the traditional Price Earnings or P/E measure. The Shiller Barclays CAPE® US Sector Index takes a long position in four favoured sectors, that are undervalued and possess relatively stronger price momentum over the past 12 months. Each month, the Index ranks the 10 US sectors based on modified CAPE ratio and 12-month price momentum, equally allocating across top 4 ranked sectors.