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Australia CAPE Ratio

Current Australia CAPE

23.0
12% below average

As of August 2026 · ratio

Source: EWAiShares MSCI Australia ETF

Rough estimate. This single-country CAPE is approximated by rolling the EWA ETF price from a recent anchor — free data has no per-country 10-year earnings — so treat it as a directional gauge, not a measured CAPE. It is bounded and is not used in the headline Global CAPE. See the methodology.

By Dominic Roe · Data Engineer & Business Intelligence Developer Updated August 2026

Is Australia cheap right now?

✓ Real · EWA

On 3 of 4 trailing multiples, Australia equities are priced below the all-world index (VT). These are current, fund-reported figures — not the estimated CAPE series charted below.

MeasureAustraliaWorld
P/E21.422.6
P/B2.753.32
P/S3.432.55
Dividend yield2.89%1.59%
ROE (quality)12.8%14.7%

Green = cheaper than the world index on that measure. ROE is shown as context, not cheapness: a lower return on equity means part of a cheap multiple may be deserved rather than a bargain.

Against its own history, Australia's estimated CAPE of 22.9 sits at the 29th percentile historically cheap for Australia — below most of its own past readings.

Multiples as of August 2026.

Historical average
26.2
365 months
Historical median
25.1
Percentile rank
29th percentile
vs full history
All-time range
18.4 – 42.0
Last updated
August 2026
since April 1996
Historical chart of Australia CAPE

Understanding this metric

What is it?

The Cyclically Adjusted Price-to-Earnings ratio (CAPE), also called the Shiller P/E or PE10, measures how expensive Australia equities are relative to their inflation-adjusted earnings over the prior ten years. By averaging a decade of real earnings it smooths out the booms and busts of the business cycle, giving a steadier read on valuation than a one-year P/E.

How is it calculated?

CAPE is computed by dividing the real (inflation-adjusted) price of the Australia equity market by the average of its real earnings over the trailing ten years. Both price and earnings are expressed in today's currency using a consumer price index, so a CAPE of 25 means investors are paying 25 times a smoothed, inflation-adjusted measure of annual earnings.

Historical interpretation

Historically a high CAPE has been associated with lower subsequent long-run real returns, and a low CAPE with higher returns. It is a valuation gauge, not a market-timing signal: rich valuations can persist or grow richer for years. Compare today's reading to the metric's own history — its average, median and percentile rank — rather than to a single "fair value" number. Australia is a banks-and-miners market famous for its high dividends, which is central to reading its valuation. Australian equities trade a little below the all-world index on price-to-earnings and price-to-book and offer a notably higher dividend yield, but they are dearer on price-to-sales — the fingerprint of an index concentrated in a few large banks and iron-ore miners. The high yield is partly structural, reflecting a domestic culture of paying out franked dividends. The offset is a lower return on equity than the United States and heavy exposure to the commodity cycle and Chinese demand. The most useful read combines the CAPE percentile (how Australia is priced against its OWN history) with those cross-market multiples before concluding the market is cheap.

Limitations

CAPE has well-known limitations. Accounting standards, payout policies, profit margins, interest rates and sector composition all change over decades, which can shift the "normal" range upward or downward. The ten-year window still includes unusual periods (such as a deep recession) that distort earnings. CAPE says little about the next year and should be combined with other metrics rather than used in isolation. This series is an ESTIMATE, not a measured CAPE. Free data does not include long-history, per-country 10-year real earnings, so it is built by anchoring a recent CAPE level and rolling it through history using the inflation-adjusted price of the iShares MSCI Australia ETF (EWA) with a steady real-earnings trend removed. History only extends as far back as the country ETF (typically the late 1990s/2000s). Treat it as a directional valuation gauge. See the methodology documentation for sources and assumptions.

Frequently asked questions

Is the Australian stock market cheap right now?

Partly. On the multiples above, Australia trades a little below the all-world index on price-to-earnings and price-to-book and yields more, but it is dearer on price-to-sales. Its valuation reflects an index concentrated in banks and miners — read it against Australia's own CAPE history rather than as a clear-cut discount.

Why does the Australian market have such a high dividend yield?

A mix of structure and tax. The index is heavy in mature banks and miners that return a lot of cash, and Australia's franking-credit system encourages companies to pay franked dividends, so the headline yield runs above the all-world index.

How exposed is Australia to China and commodities?

Very. Iron-ore and other miners are a large part of the index and sell heavily into China, while the big banks are geared to the domestic economy and housing. Australian earnings and valuations therefore move with the commodity cycle and Chinese demand.

Is the Australia CAPE figure a measured ratio?

No. Only the US CAPE is a measured series (from Robert Shiller). Australia's CAPE here is an estimate built from a free ETF price proxy (EWA) and a recent anchor, so treat it as directional. The trailing P/E, P/B, P/S and dividend yield shown above are real, current figures reported by the country's tracker fund.

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