P/E of 15

Not much of an academic scholar and pursuing this task would not be beneficial at this stage.

I've decided to call upon the wisdom of the WSO guardians.

Question: Why is 15 the long term average P/E for the S&P 500? How did this number come to be (don't go for the easy answer pls)?

At what point in history, did people decided paying 15 times earnings is good. I wonder if there's some sort of story behind this.

2 Comments
 
Best Response

Flip it on its head and you have the earnings yield. mean of the 10y is 4.5ish and the median is just shy of 3.9. a 6.7% earnings yield is deemed to be reasonable compensation for the inherent risk in investing. mean AAA corporate bond is 5.78% going back to 1919, and the Baa is actually higher than the LE PE depending on time period.

these averages are reflective of the inherent differences in risk between stocks & bonds, and investors' demand to be compensated for risk taking.

interest rates are a function of many things: inflation, maturity, credit quality, place in cap structure, callable or not, and so on. at the sovereign level, it's been hypothesized that interest rates are functions of a country's demographics, growth rate, reserves, and other measures of creditworthiness. most everything prices with a spread over sovereign debt, so there you have it.

 

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