S&P 500 Sector Models
Various S&P 500 sector models are published in the Market Monitor which are accompanied by our estimate of over and under valuation.
AAII Investor Sentiment
S&P/TSX Sectors Index
The Market Monitor includes a S&P 500 index and TSX Composite index along with ten GICS sectors for both indices.
Market Monitor Offerings
About the Market Monitor
The Market Monitor provides propriety equity market valuation models based on the principles of Benjamin Graham “the father of value-investing”. This report is designed to be a ‘chart book’ of the S&P 500 and TSX indices, and our estimate of over and under valuation. We model the S&P 500 Index and TSX Composite Index along with the ten GICS sectors for both indices. Factors used in the models include the Price-to-Book Ratio, Enterprise Value, EBITDA, and 10-year government yields. This report also includes our interest rate and exchange rate forecasts.