Fed model

The "Fed model", or "Fed Stock Valuation Model" (FSVM), is a disputed theory of equity valuation that compares the stock market's forward earnings yield to the nominal yield on long-term government bonds, and that the stock market – as a whole – is fairly valued, when the one-year forward-looking I/B/E/S earnings yield equals the 10-year nominal Treasury yield; deviations suggest over-or-under valuation. The relationship has only held in the United States, and only for two main periods: 1921 to 1928 and from 1987 to 2000.

Source: Wikipedia — Fed model (CC BY-SA 4.0)

Fed model

The "Fed model", or "Fed Stock Valuation Model" (FSVM), is a disputed theory of equity valuation that compares the stock market's forward earnings yield to the nominal yield on long-term government bonds, and that the stock market – as a whole – is fairly valued, when the one-year forward-looking I/B/E/S earnings yield equals the 10-year nominal Treasury yield; deviations suggest over-or-under valuation. The relationship has only held in the United States, and only for two main periods: 1921 to 1928 and from 1987 to 2000.

Source: Wikipedia "Fed model" · CC BY-SA 4.0

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