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The "Fed model" or "Fed Stock Valuation Model" (FSVM), is a disputed theory of equity valuation that compares the stock market's forward earnings yield to the nominal yield on long-term government bonds, and that the stock market – as a whole – is fairly valued, when the one-year forward-looking I/B/E/S earnings yield equals the 10-year nominal Treasury yield; deviations suggest over-or-under valuation.

Attributes	Values
rdf:type	Thing yago:Abstraction100002137 yago:Cognition100023271 yago:EconomicTheory105994935 yago:Explanation105793000 yago:HigherCognitiveProcess105770664 yago:Process105701363 yago:PsychologicalFeature100023100 yago:Theory105989479 yago:Thinking105770926 yago:WikicatEconomicTheories
rdfs:label	Fed model (en) Fed-modellen (sv)
rdfs:comment	Fed-modellen, som även kallas Fed’s Stock Valuation Model, FSVM, är en modell för aktievärdering skapad 1997 av Ed Yardeni. Modellen förutsäger om en investerare skall äga aktier eller obligationer utifrån bl.a. vinstförväntningar, dvs. förväntat P/E-tal , räntenivå för riskfria obligationer och marknadens . Om det inverterade P/E-talet är högre än den långa räntan är börsen enligt FED-modellen undervärderad och tvärtom. Modellen vann snabb uppskattning av investerare i slutet av 1990-talet men saknar inte kritiker. Modellen bygger på information om framtida vinstförväntningar givna vid varje tillfälle, vilket inte var något som var praxis att ge på 1970-talet, varför den inte kan användas och kontrolleras bakåt längre än till 1979. (sv) The "Fed model" or "Fed Stock Valuation Model" (FSVM), is a disputed theory of equity valuation that compares the stock market's forward earnings yield to the nominal yield on long-term government bonds, and that the stock market – as a whole – is fairly valued, when the one-year forward-looking I/B/E/S earnings yield equals the 10-year nominal Treasury yield; deviations suggest over-or-under valuation. (en)
rdfs:seeAlso	Greenspan put
foaf:depiction
dcterms:subject	Monetary policy of the United States 1990s neologisms Economic history of the United States United States economic policy Finance theories Monetary policy Federal Reserve System Valuation (finance)
Wikipage page ID	3154281 (xsd:integer)
Wikipage revision ID	1111699548 (xsd:integer)
Link from a Wikipage to another Wikipage	Monetary policy of the United States Price–sales ratio Ben Bernanke Bloomberg News Humphrey–Hawkins Full Employment Act Cyclically adjusted price-to-earnings ratio Dot-com bubble Earnings yield 1990s neologisms S&P 500 Index Cliff Asness Coefficient of determination The Wall Street Journal Theory Equity premium puzzle Economic history of the United States United States economic policy Bank of Japan COVID-19 pandemic Dividend discount model Irrational exuberance Long-Term Capital Management Alan Greenspan Finance theories Financial Times Equity risk premium Gordon model Quantitative easing Government bonds Javier Estrada (professor) Monetary policy Federal Reserve System Valuation (finance) Jerome Powell John Authers Real interest rate Mark Hulbert Greenspan put Ned Davis Research Stock market Society of Actuaries S. G. Warburg & Co. Value investing Wall Street Crash of 1929 Everything bubble The Journal of Portfolio Management Monetary Policy Report to the Congress Nominal interest rate Richard Koo Repurchase agreements Fed put Equity valuation I/B/E/S Discounted Price-earnings ratio Share buybacks
Link from a Wikipage to an external page	https://jpm.pm-research.com/content/30/1/11 https://www.yardeni.com/pub/valuationfed.pdf https://www.ft.com/content/25201e10-3ca2-11e8-b7e0-52972418fec4 http://www.investopedia.com/articles/03/112703.asp http://www.investopedia.com/articles/stocks/08/fed-model.asp https://www.soa.org/globalassets/assets/files/resources/essays-monographs/invest-fallacies/inv-ebook-2014-cantor.pdf https://www.sciencedirect.com/science/article/abs/pii/S1062976907000853 https://www.youtube.com/watch%3Fv=8E-ZFmgw4dg http://seekingalpha.com/article/222632-debunking-the-fed-model
sameAs	Fed model Fed model Fed model Fed model Fed model

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