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S-CAPE INTERACTIVE
Methodology
Forecast Methodology
Portfolio Construction Methodology
  • Forecast Model
  • Country Ranking Map
  • Portfolio Analysis View
As of {{END_DATE}}
Explanation
Medium-term Country Yield Forecast: {{selectedCountry}} Sensitivity of Medium-term Country Yield Forecast to Factors for: {{selectedCountry}}

{{START_DATE}} thru {{END_DATE}} As of {{END_DATE}}
Glossary
Rolling window : Advanced by 3 years & 6 months.
Time Period: {{START_DATE}} to {{END_DATE}}
Rolling Window: 3 Years 6 Months shift.
*Neutral line 45° running through origin is where the excess return of the portfolio with respect to the market-cap weighted benchmark is nil. *Equal weight portfolio is constructed by equal weighting the countries underlying the market-weighted benchmark.
**Market-cap weighted benchmark is MSCI EAFE Index + MSCI Canada Index from 1979 thru 1987, and from 1988, the benchmark is MSCI ALL Country World Index ex. USA (ACWX), all expressed on a gross USD basis.
As of end of year :
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* CY-M is expected real returns over the next eight year on CAGR basis.