Live Market Data

Buffett
Index

Four independent gauges of US market valuation — updated continuously from primary sources.

Market Cap / GDP  ·  Shiller CAPE  ·  Fed Model  ·  Corp. Margins

Buffett Indicator

US Total Stock Market Capitalization / Gross Domestic Product

Buffett Indicator = Wilshire 5000 Total Market Cap / GDP  —  Source: FRED / Federal Reserve Z.1

In 2001, Warren Buffett called this "probably the best single measure of where valuations stand at any given moment." The logic is straightforward: over the long run, corporate profits can't grow faster than the overall economy indefinitely — so when investors are paying $2 for every $1 the economy produces, they're making a very optimistic bet. When this ratio was at 133% in 2001, stocks subsequently lost roughly half their value. It doesn't tell you when the correction comes. It tells you the price you're paying for American business.

Current Ratio
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Trend Line
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Historical trend
Deviation from Trend
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Historical Mean
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Since 1970
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Data: Federal Reserve Bank of St. Louis (FRED) — Total US Equity Market Cap / Fed Z.1 Flow of Funds (NCBEILQ027S) & GDP (GDP).

Shiller CAPE Ratio

Cyclically Adjusted Price-to-Earnings Ratio

CAPE = Real S&P 500 Price / 10-Year Average Real Earnings  —  Source: Robert Shiller / Yale

A price-to-earnings ratio smoothed over 10 years of inflation-adjusted earnings, developed by Nobel laureate Robert Shiller. The 10-year average is the key insight — a single year's earnings can be wildly distorted by recessions or one-time booms, making a standard P/E nearly useless at market extremes. The long-run average is about 17x. At the dot-com peak in early 2000, CAPE reached 44x — stocks then lost roughly half their value over the next two years. It has never stayed above 30x for long without a reckoning following.

Current CAPE
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Historical Average
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Since 1881
% vs. Average
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Data: Robert Shiller / Yale — CAPE since 1881. Values above the +2 SD line have historically preceded significant market corrections.

Fed Model

Earnings Yield vs. 10-Year Treasury Yield

Spread = Earnings Yield (1 / CAPE × 100) − 10Y Treasury Yield  —  Source: Robert Shiller / Yale

This compares what the stock market earns — expressed as a yield — against what the US government pays you to lend it money for 10 years. When stocks yield more than bonds, you're being paid to take on equity risk. When bonds yield more, you need a compelling reason to own stocks instead of Treasuries. A deeply negative spread means the risk-free rate has taken back a job it hasn't held in decades. Interest rates are to asset prices what gravity is to the apple.

Earnings Yield
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1 / CAPE × 100
10Y Interest Rate
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Spread
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Data: Robert Shiller / Yale — Positive spread (earnings yield > bond yield) favors stocks; negative favors bonds.

Corporate Profits / GDP

After-Tax Corporate Profits as a Share of the Economy

Profit Margin = After-Tax Corporate Profits (SAAR) / GDP (SAAR)  —  Source: FRED / BEA

After-tax corporate profits as a share of the entire US economy. Margins mean-revert — they always have, and for an iron reason: high profits attract competition, give labor negotiating leverage, and draw regulatory attention. The historical average is around 6–7% of GDP. When profits are running near 12%, you're betting that something unprecedented will persist. As Charlie Munger put it: "Show me the incentive and I'll show you the outcome." Record margins are a very large incentive for every competitor on earth to take a run at them.

Current Ratio
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Historical Average
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Since 1947
% vs. Average
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Data: Federal Reserve Bank of St. Louis (FRED) — After-Tax Corporate Profits (CP) / GDP. Sustained readings above historical average imply mean-reversion risk.