Measure of the Forward (projected) P/E ratio of index's representing the entire economy of a country.
- Russia - 5.8
- Turkey - 8.0
- Korea - 9.0
- Israel - 9.0
- Pakistan - 9.9
- Hungary - 11.2
- Egypt - 11.5
- Austria - 12.4
- Poland - 12.7
- Brazil - 12.8
- Germany - 13.4
- Italy - 13.4
- Spain - 13.4
- Greece - 13.4
- China - 13.6
- Singapore - 13.6
- Argentina - 13.7
- Peru - 13.8
- Taiwan - 13.9
- UK - 14.3
- Japan - 14.3
- Czech Rep. - 14.7
- France - 14.9
- Norway - 15.1
- Thailand - 15.1
- Canada - 15.2
- South Africa - 15.6
- Ireland - 15.8
- Indonesia - 15.9
- Hong Kong - 16.2
- Netherlands - 16.2
- Sweden - 16.3
- Mexico - 16.95
- Finland - 17.1
- Portugal - 17.2
- Denmark - 17.6
- Switzerland - 17.9
- US - 18.1
- Philippines - 18.5
- Belgium - 18.8
- India - 18.8
- Chile - 19.2
- New Zealand - 20.0
EM Eastern Europe - 7.5
Emerging Markets - 12.6
EM Asia - 12.9
EM Latin America - 14.3
EU (European Monetary Union) - 14.4
EAFE (Europe, Australia, Far East) - 14.8
World - 16.0
Source includes the historical graphs for each country mentioned here: http://ift.tt/2u8pwaP
I broke this down to help me determine the best route for diversifying my US investments, hopefully it can benefit you as well.
I will be using historical price data and option prices to determine the risk, correlation, and minimum variance hedge ratio for each product.
My goal is to diversify my portfolio such that the risk can be lowered without my earnings decreasing (which may require increasing my leverage).
Submitted October 01, 2017 at 12:06AM by 110101002 http://ift.tt/2yNRTx3
