White Paper


November 2012  
The Shiller Barclays CAPE US
Index Family

Robert Shiller has partnered with Barclays to develop the Shiller Barclays CAPE US Index Family. He is a Yale professor, author of numerous books including the New York Times best seller “Irrational Exuberance,” and was jointly responsible for developing the Standard & Poor’s/Case-Shiller Home Price Indices. The Shiller Barclays CAPE US Index Family consists of equity indices which use the Cyclically Adjusted Price-Earnings Ratio (CAPE) as a key driver to identify undervalued US sectors.

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