I have two different but close figures from Vanguard and Blackrock. yCharts has a completely different figure, and Yardeni has yet one more completely different figure. Macrotrends is the most different from the rest, with an almost 3 point difference from Vanguard/Blackrock.

I'm curious if anyone has ever looked into the methodology of the different providers or if anyone has any idea why the answers are so variable? At the end of the day what I'm most interested in is directional accruacy - so I don't care if one data set is off from the rest as long as it is consistently representing the movement of the multiple over time.

Thanks in advance if anyone has any tips!

We only use trailing S&P 500 index P/Es and dividend yields as a very rough metric/guide to comparing trailing P/Es and dividend yields for individual stocks.  It's a bit like comparing relative valuations through a rear view mirror, but it's better than nothing.  We have an aversion to using forecast/predictive earnings because the dispersion between analysts providing the figures is too wide and too unreliable.
We use the raw S&P 500 earnings and dividend figures from Professor Aswath Damodaran of NYU to calculate the trailing metrics for the current value of the S&P 500 index.  Unfortunately he only produces figures by calendar year, so you can't do trailing 12 month P/Es and dividend yields.
Here the link to his data going back to 1960:
[https://pages.stern.nyu.edu/~adamodar/New_Home_Page/datafile/spearn.htm](https://pages.stern.nyu.edu/~adamodar/New_Home_Page/datafile/spearn.htm)

Jazzi Young

Anyone know a reliable source of index valuation data (e.g. PE?)

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