Finding 2817Emerging EvidenceValidation V0
A new method, the Component CAPE ratio, dramatically improves long-term stock market return predictions, with out-of-sample $R^2$ values exceeding 50%, far surpassing traditional price-earnings approaches.
75%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting75% linkage confidence
A new method, the Component CAPE ratio, dramatically improves long-term stock market return predictions, with out-of-sample $R^2$ values exceeding 50%, far surpassing traditional price-earnings approaches.
key_findings bullet 1 · key_findings
Inspect source: CAPE Ratios and Long-Term Returns →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.