Subject: Re: Small caps vs large caps
Over in METAR, Odzar posted about this site: https://interactive.researchaf... which appears to offer a nice collection of data and analysis, not precisely the US small cap valuation info I was asking Manlobbi about, but something in the ballpark.

Here's Odzar's post: https://www.shrewdm.com/MB?pid...

Copied here for your convenience:
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Research Affiliates has a very nice free tool (with registration; they haven't spammed me much so far) that estimates expected returns for various asset classes. Lots of cool data, such as CAPE ratios for individual countries. As of 2/28/25 they estimate 0.9% real annualized 10-year return for US large cap stocks, and 5.0% for US small caps. We're down maybe 5% from then, so add about half a percent to those numbers. No S&P 500 cap-weighted index for me yet, thanks.

https://interactive.researchaf...
"

I don't know anything about the site, the publishers, or how reliable their data and analysis is, but I did sign up and at first glance it looks impressive, though it does not seem to offer the quite the granularity I'd love to see, it's enough to be useful, if we can trust the data/analysis. It does confirm the gross overvaluation of US large cap, duh, and solid expected returns from US small cap of 5% real.