RiskOwl.com - Powerful tools to help professional money managers assess market risk factors

S&P500 Valuation Estimator

This multivariate input tool enables you to model the expected value of the S&P500 after a period of years (range = 1-to-10 years). using a proprietary model of the relationship between PE and the risk-free interest rate. This tool also enables ypu to estimate the net present value (NPV) of an investment in the S&P500, and the NPV of an investment in the so-called risk-free asset represented by the 10-year T-Bond.

Enter percentage values and interest rates in decimal format (e.g., enter 3.57% as 0.0357).

Current historical rates for EPS and Dividend Growth, and the historical mean T-Bond rate are pre-populated for your convenience; these fields may (and usually should) be overwritten with your own assumptions and data for your modeling and sensitivity analysis purposes.

Expected S&P500 Value Metric Expected Value
Expected Price: ??
Optimistic Price: ??
Pessimistic Price: ??
Expected P/E Ratio: ??
Expected EPS: ??
Gross Total Return: ??
Simple Annual Return: ??
CAGR: ??
Dividend Stream: ??
PV of Dividend Stream: ??
Net Liquidating Dividend: ??
Gross Cash Flows: ??
Expected NPV of Investment: ??
Optimistic NPV: ??
Pessimistic NPV: ??
Expected T-Bond Value Metric Expected Value
Gross Bond Cash Flows: ??
Gross Bond Total Return: ??
Bond Simple Annual Return: ??
Bond CAGR: ??
T-Bond Gross Interest Payments: ??
PV of T-Bond Interest: ??
Price of T-Bond at End of Period: ??
PV of T-Bond at End of Period: ??
Expected T-Bond NPV: ??