Wednesday, 2 April 2014

Historic FTSE 100 Trailing Price Earnings Ratio


There doesn’t seem to be any historic trailing price earnings charts or data available for the FTSE 100 (which are readily available for the US S&P500 and DJIA) that aren’t Shiller PE 10 type data sets. So I have created my own.

 
 
What this shows is that the average historic trailing PE for the FTSE 100 is 18.57 and we are currently at 13.41 (compared to a high PE of 30.45 in December 1999).

By contrast the S&P 500 historic PE ratio shows that stocks were mind-blowingly expensive in 2000 (PE 45) and they then dropped to about a PE of 15 in 2003. The long term average going back to 1900 is a PE of 16.38 and as at 28/3/2014 the S&P 500 PE ratio was 17.69.

The FTSE is a buy on this basis but the significant number of miners listed in the UK could be the factor dragging the FSTE 100 down compared to the US.