Valuation Lens - August 31, 2026

China and real estate show the largest fair-value cushions, while U.S. equities remain expensive against a 4.04% one-year Treasury hurdle.

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VALUATION INTELLIGENCE
Cross-asset valuation & forward return intelligence

Valuation Lens - August 31, 2026

China and real estate screen cheaper; U.S. equities remain expensive

As of August 31, 2026 11 Asset Classes Valued 11 Valuation Instruments 1Y Treasury 4.04%
Research cutoff · Sep 1, 2026 · 01:15 UTC
WHAT THIS REPORT DOES How Valuation Lens estimates present fair value and identifies markets that look cheap, fair, or expensive.
VALUATION FRAMEWORK

Valuation Lens helps investors judge whether current market pricing looks cheap, fair, or expensive relative to modeled present fair value.

Each asset class is evaluated by comparing today’s market price with a distribution of defensible current economic values. That fair-value distribution is built from asset-specific fundamentals, expected growth and cash-flow progression, valuation relationships and multiples, interest-rate and real-yield conditions, historical valuation context, and other relevant economic anchors. The result is not a pure price target: it is a structured estimate of what the asset could reasonably be worth today under a range of economically defensible assumptions.

Undervalued vs overvalued

Where market price sits within the modeled fair-value distribution determines the valuation score: toward the lower tail means cheaper, toward the upper tail means more expensive, and near the center is closer to fair.

Decision-useful outputs

The report highlights fair-value gap, modeled expected return, expected edge versus the 1Y Treasury benchmark, and confidence in the valuation signal.

How to use it

Use the valuation score and fair-value curve as a disciplined decision aid alongside risk, diversification, and time-horizon considerations.

1Y Treasury benchmark 4.04% Low-risk return reference
Cheapest valuation China & HK +1.4 · Cheap
Most expensive valuation U.S. Equities -2.5 · Exceptionally expensive
Highest expected edge vs Treasury +6.0% Crypto
Cross-asset valuation & expected return

Valuation opportunity map

Green = cheaper relative to modeled fair value. Red = more expensive. Tiles are ordered from cheaper to more expensive.

CHEAPER +3-3 MORE EXPENSIVE
Select an asset to open its fair value, expected returns, historical calibration, key drivers, and risks.

Detailed valuation dashboard

M = Market price (100) · F = Median fair value · common axis 30–270
How to read the fair-value curve

Given today’s fundamentals, growth expectations, valuation relationships, interest rates, and other asset-specific economics, the chart shows the range of defensible current economic values.

M Market price normalized to 100 F Median modeled fair value P25–P75 central fair-value range P10–P90 wider fair-value range Curve width = fair-value uncertainty, not future-price volatility
Asset class Fair-value distribution Valuation Fair-value gap 1Y expected Expected edge vs 1Y Treasury Val. confidence
China & Hong Kong Equities
MCHI · Fair 112
View details
30507090100110130150170190210230250270 M F
+1.4 Cheap +12.0% Fair 112 +9.0% -20% to +40% +5.0% Treasury 4.0% 82% high
Real Estate
VNQ · Fair 109
View details
30507090100110130150170190210230250270 M F
+1.2 Somewhat cheap +9.0% Fair 109 +7.5% -13% to +27% +3.5% Treasury 4.0% 84% high
Emerging Markets Equities
VWO · Fair 108
View details
30507090100110130150170190210230250270 M F
+1.0 Somewhat cheap +8.0% Fair 108 +8.5% -18% to +37% +4.5% Treasury 4.0% 79% moderate-high
Fixed Income
BND · Fair 103
View details
30507090100110130150170190210230250270 M F
+0.7 Somewhat cheap +3.0% Fair 103 +5.5% -5% to +13% +1.5% Treasury 4.0% 89% high
Metals
GLD · Fair 105
View details
30507090100110130150170190210230250270 M F
+0.6 Somewhat cheap +5.0% Fair 105 +6.5% -25% to +40% +2.5% Treasury 4.0% 72% moderate-high
Europe Equities
VGK · Fair 102
View details
30507090100110130150170190210230250270 M F
+0.4 Somewhat cheap +2.0% Fair 102 +7.0% -15% to +30% +3.0% Treasury 4.0% 85% high
Energy
USO · Fair 102
View details
30507090100110130150170190210230250270 M F
+0.3 Fair +2.0% Fair 102 +5.5% -28% to +45% +1.5% Treasury 4.0% 72% moderate-high
Crypto
BTC-USD · Fair 110
View details
30507090100110130150170190210230250270 M F
+0.3 Fair +10.0% Fair 110 +10.0% -55% to +105% +6.0% Treasury 4.0% 57% moderate
Japan Equities
EWJ · Fair 97
View details
30507090100110130150170190210230250270 M F
-0.7 Somewhat expensive -3.0% Fair 97 +5.5% -16% to +28% +1.5% Treasury 4.0% 83% high
Developed Pacific Equities
EWA · Fair 96
View details
30507090100110130150170190210230250270 M F
-0.8 Somewhat expensive -4.0% Fair 96 +5.0% -14% to +25% +1.0% Treasury 4.0% 81% high
US Equities
SPY · Fair 87
View details
30507090100110130150170190210230250270 M F
-2.5 Exceptionally expensive -13.0% Fair 87 +4.0% -19% to +23% 0.0% Treasury 4.0% 89% high
Per-asset-class details · select a row to expand
1 China & Hong Kong Equities MCHI · Median fair value 112 Valuation +1.4 Cheap Fair-value gap +12.0% vs market 100 Expected edge +5.0% vs 1Y Treasury Confidence 82% high
VALUATION LENS China & Hong Kong Equities is cheap
30507090100110130150170190210230250270 M F
M Market 100 F Fair 112 P25–P75 98–126 P10–P90 87–142
MCHI China Broad Market
Last 54.72 · 2026-08-31
equity_fair_value_distribution_v3.0
Fair-value distribution
P0578.0
P1087.0
P2598.0
Median112.0
Mean114.0
P75126.0
P90142.0
P95154.0
Market = 100. Fair-value index is normalized to today's market price and is not a price target.
Forward return range
1 year+9.0%
P10 -20.0% · P25 -7.0% · P75 +24.0% · P90 +40.0%
3Y annualized+8.5%
P10 -7.0% · P25 +1.0% · P75 +15.0% · P90 +22.0%
Expected-return scenarios are separate from today's fair-value estimate.
Historical return context
Long-run Treasury-beat base rate56%
Raw observations174
Effective sample20.3
History2011-03-31 → 2025-08-31
This is the benchmark's unconditional historical base rate, not a probability for today's valuation setup.
Key valuation metrics
Forward P/E
11.0 x
MSCI China, July 31, 2026
Price / Book
1.47 x
MSCI China, July 31, 2026
Dividend Yield
2.26 %
MSCI China, July 31, 2026
1Y Treasury
4.04 %
Current investment-basis hurdle
Fair-value drivers
  • Low forward multiple relative to global developed-market peers supports the fair-value range.
  • Current fundamentals are valued with a wider risk premium to reflect China-specific growth and policy uncertainty.
Fair-value risks
  • Weaker domestic growth or lower-quality earnings can justify a persistent valuation discount.
  • A high global risk-free hurdle reduces the value of distant cash flows and limits multiple expansion.
Representative fair-value scenarios
Bear case87
Lower justified-value case under weaker fundamentals and/or less favorable discount rates.
Model weight 15%
Conservative case98
Conservative current-fundamental and discount-rate case.
Model weight 20%
Base case112
Central today-equivalent fair-value case.
Model weight 30%
Upper fundamental case126
Stronger fundamentals and/or partial normalization case.
Model weight 20%
Bull case142
Upper-tail justified-value case without treating it as a price forecast.
Model weight 15%
Valuation instruments
Only symbols with actual symbol-level valuation outputs are shown. Reference-only context symbols are omitted.
SymbolExposureLastFair valueValuation1Y expected
MCHIChina Broad Market direct 54.72 112 +1.4 · Cheap +9.0%
Method & data quality

Weighted current-fundamental, peer-relative, rate-adjusted and historical-comparable scenarios anchored to MSCI China valuation metrics.

Limitations: Recent-price history exists in the upstream structured input, but only a partial or unavailable representative-benchmark OHLC subset was retained in this execution; this display-only layer does not affect valuation calculations.; No publication-grade conditional probability to beat the 1Y Treasury passed the upstream calibration gate; public probability fields remain null.

Sources: MSCI

2 Real Estate VNQ · Median fair value 109 Valuation +1.2 Somewhat cheap Fair-value gap +9.0% vs market 100 Expected edge +3.5% vs 1Y Treasury Confidence 84% high
VALUATION LENS Real Estate is somewhat cheap
30507090100110130150170190210230250270 M F
M Market 100 F Fair 109 P25–P75 98–121 P10–P90 90–133
VNQ US Real Estate
Last 96.44 · 2026-08-31
reit_fair_value_distribution_v3.0
Fair-value distribution
P0582.0
P1090.0
P2598.0
Median109.0
Mean110.0
P75121.0
P90133.0
P95141.0
Market = 100. Fair-value index is normalized to today's market price and is not a price target.
Forward return range
1 year+7.5%
P10 -13.0% · P25 -3.0% · P75 +17.0% · P90 +27.0%
3Y annualized+7.0%
P10 -3.0% · P25 +1.0% · P75 +12.0% · P90 +16.0%
Expected-return scenarios are separate from today's fair-value estimate.
Historical return context
Long-run Treasury-beat base rate68%
Raw observations252
Effective sample26.2
History2004-09-30 → 2025-08-31
This is the benchmark's unconditional historical base rate, not a probability for today's valuation setup.
Key valuation metrics
REIT Implied Cap Rate
5.70 %
Nareit Q2 2026
FFO Growth
12.4 % y/y
Nareit Q2 2026
Same-Store NOI Growth
4.10 % y/y
Nareit Q2 2026
Weighted Debt Rate
4.20 %
Nareit Q2 2026
Fair-value drivers
  • Listed REIT cash-flow growth and strong occupancy support current economic value.
  • Moderate leverage and predominantly fixed-rate debt reduce near-term refinancing sensitivity.
Fair-value risks
  • The 10-year Treasury yield near 5% competes directly with property yields and limits cap-rate compression.
  • Property-sector dispersion means broad REIT fair value can mask weaker subsegments.
Representative fair-value scenarios
Bear case90
Lower justified-value case under weaker fundamentals and/or less favorable discount rates.
Model weight 15%
Conservative case98
Conservative current-fundamental and discount-rate case.
Model weight 20%
Base case109
Central today-equivalent fair-value case.
Model weight 30%
Upper fundamental case121
Stronger fundamentals and/or partial normalization case.
Model weight 20%
Bull case133
Upper-tail justified-value case without treating it as a price forecast.
Model weight 15%
Valuation instruments
Only symbols with actual symbol-level valuation outputs are shown. Reference-only context symbols are omitted.
SymbolExposureLastFair valueValuation1Y expected
VNQUS Real Estate direct 96.44 109 +1.2 · Somewhat cheap +7.5%
Method & data quality

REIT fair-value scenarios using industry FFO/NOI growth, implied cap rates, balance-sheet conditions and Treasury discount-rate sensitivity.

Limitations: Recent-price history exists in the upstream structured input, but only a partial or unavailable representative-benchmark OHLC subset was retained in this execution; this display-only layer does not affect valuation calculations.; No publication-grade conditional probability to beat the 1Y Treasury passed the upstream calibration gate; public probability fields remain null.

Sources: Nareit

3 Emerging Markets Equities VWO · Median fair value 108 Valuation +1.0 Somewhat cheap Fair-value gap +8.0% vs market 100 Expected edge +4.5% vs 1Y Treasury Confidence 79% moderate-high
VALUATION LENS Emerging Markets Equities is somewhat cheap
30507090100110130150170190210230250270 M F
M Market 100 F Fair 108 P25–P75 96–122 P10–P90 87–136
VWO Emerging Markets Broad Index
Last 60.52 · 2026-08-31
equity_fair_value_distribution_v3.0
RECENT PRICE CONTEXT · VWO Recent Price Path vs Today’s Fair-Value Range

Latest 3 trading sessions of raw daily prices. Trading sessions are shown consecutively, so non-trading days are skipped. Partial recent history.

Close price Daily close point Daily high-low range Current P25–P75 fair range Current P10–P90 fair range Today’s median fair value
$60.19 $61.54 $62.90 $64.25 $65.61 Today’s Fair Value · $65.36 Aug 27 Aug 28 Aug 31 Now $60.52
$51.17 $59.32 $67.48 $75.63 $83.79 Today’s Fair Value · $65.36 Aug 27 Aug 28 Aug 31 Now $60.52
Vertical scale = actual benchmark price. Fair-value bands are today’s modeled values held constant across the historical dates; they are not historical fair-value estimates.
Fair-value distribution
P0577.0
P1087.0
P2596.0
Median108.0
Mean110.0
P75122.0
P90136.0
P95148.0
Market = 100. Fair-value index is normalized to today's market price and is not a price target.
Forward return range
1 year+8.5%
P10 -18.0% · P25 -6.0% · P75 +23.0% · P90 +37.0%
3Y annualized+8.0%
P10 -5.0% · P25 +1.0% · P75 +15.0% · P90 +21.0%
Expected-return scenarios are separate from today's fair-value estimate.
Historical return context
Long-run Treasury-beat base rate64%
Raw observations246
Effective sample30.7
History2005-03-31 → 2025-08-31
This is the benchmark's unconditional historical base rate, not a probability for today's valuation setup.
Key valuation metrics
Forward P/E
10.2 x
MSCI EM ex China, July 31, 2026
Dividend Yield
1.97 %
MSCI EM ex China, July 31, 2026
Price / Book
3.00 x
MSCI EM ex China, July 31, 2026
1Y Treasury
4.04 %
Current investment-basis hurdle
Fair-value drivers
  • The low forward earnings multiple creates a favorable starting valuation versus major developed markets.
  • Country and sector diversification provides multiple earnings-growth paths rather than a single regional anchor.
Fair-value risks
  • A high U.S. Treasury hurdle and currency risk can absorb part of the valuation discount.
  • The ex-China valuation anchor is not a perfect proxy for every supplied country exposure.
Representative fair-value scenarios
Bear case87
Lower justified-value case under weaker fundamentals and/or less favorable discount rates.
Model weight 15%
Conservative case96
Conservative current-fundamental and discount-rate case.
Model weight 20%
Base case108
Central today-equivalent fair-value case.
Model weight 30%
Upper fundamental case122
Stronger fundamentals and/or partial normalization case.
Model weight 20%
Bull case136
Upper-tail justified-value case without treating it as a price forecast.
Model weight 15%
Valuation instruments
Only symbols with actual symbol-level valuation outputs are shown. Reference-only context symbols are omitted.
SymbolExposureLastFair valueValuation1Y expected
VWOEmerging Markets Broad Index direct 60.52 108 +1.0 · Somewhat cheap +8.5%
Method & data quality

Regional forward-multiple, dividend-yield, growth-quality and rate-adjusted scenarios emphasizing EM ex-China valuation anchors.

Limitations: Recent-price history exists in the upstream structured input, but only a partial or unavailable representative-benchmark OHLC subset was retained in this execution; this display-only layer does not affect valuation calculations.; No publication-grade conditional probability to beat the 1Y Treasury passed the upstream calibration gate; public probability fields remain null.

Sources: MSCI

4 Fixed Income BND · Median fair value 103 Valuation +0.7 Somewhat cheap Fair-value gap +3.0% vs market 100 Expected edge +1.5% vs 1Y Treasury Confidence 89% high
VALUATION LENS Fixed Income is somewhat cheap
30507090100110130150170190210230250270 M F
M Market 100 F Fair 103 P25–P75 98–108 P10–P90 94–112
BND US Broad Bond Market
Last 72.24 · 2026-08-31
fixed_income_fair_value_distribution_v3.0
Fair-value distribution
P0591.0
P1094.0
P2598.0
Median103.0
Mean103.5
P75107.5
P90112.0
P95115.0
Market = 100. Fair-value index is normalized to today's market price and is not a price target.
Forward return range
1 year+5.5%
P10 -5.0% · P25 0.0% · P75 +9.0% · P90 +13.0%
3Y annualized+5.2%
P10 0.0% · P25 +2.5% · P75 +7.5% · P90 +9.5%
Expected-return scenarios are separate from today's fair-value estimate.
Historical return context
Long-run Treasury-beat base rate65%
Raw observations221
Effective sample21.1
History2007-04-30 → 2025-08-31
This is the benchmark's unconditional historical base rate, not a probability for today's valuation setup.
Key valuation metrics
1Y Treasury
4.04 %
Investment basis
10Y Treasury
4.99 %
Nominal discount-rate anchor
10Y Real Yield
2.42 %
Real discount-rate anchor
Fed Funds
3.63 %
Current overnight policy rate
Fair-value drivers
  • High starting nominal yields provide meaningful carry and improve medium-horizon return arithmetic.
  • The current curve offers a higher contractual cash-flow anchor than low-yield regimes.
Fair-value risks
  • Further rate increases can reduce current bond prices, especially at long duration.
  • Credit-spread widening can offset Treasury carry for corporate-bond exposures.
Representative fair-value scenarios
Bear case94
Lower justified-value case under weaker fundamentals and/or less favorable discount rates.
Model weight 15%
Conservative case98
Conservative current-fundamental and discount-rate case.
Model weight 20%
Base case103
Central today-equivalent fair-value case.
Model weight 30%
Upper fundamental case108
Stronger fundamentals and/or partial normalization case.
Model weight 20%
Bull case112
Upper-tail justified-value case without treating it as a price forecast.
Model weight 15%
Valuation instruments
Only symbols with actual symbol-level valuation outputs are shown. Reference-only context symbols are omitted.
SymbolExposureLastFair valueValuation1Y expected
BNDUS Broad Bond Market direct 72.24 103 +0.7 · Somewhat cheap +5.5%
Method & data quality

Yield-curve, real-yield, duration and spread-regime scenarios using the supplied Treasury and credit macro layer.

Limitations: Recent-price history exists in the upstream structured input, but only a partial or unavailable representative-benchmark OHLC subset was retained in this execution; this display-only layer does not affect valuation calculations.; No publication-grade conditional probability to beat the 1Y Treasury passed the upstream calibration gate; public probability fields remain null.

5 Metals GLD · Median fair value 105 Valuation +0.6 Somewhat cheap Fair-value gap +5.0% vs market 100 Expected edge +2.5% vs 1Y Treasury Confidence 72% moderate-high
VALUATION LENS Metals is somewhat cheap
30507090100110130150170190210230250270 M F
M Market 100 F Fair 105 P25–P75 93–119 P10–P90 82–135
GLD Gold
Last 408.42 · 2026-08-31
metal_fair_value_distribution_v3.0
Fair-value distribution
P0572.0
P1082.0
P2593.0
Median105.0
Mean108.0
P75119.0
P90135.0
P95148.0
Market = 100. Fair-value index is normalized to today's market price and is not a price target.
Forward return range
1 year+6.5%
P10 -25.0% · P25 -9.0% · P75 +22.0% · P90 +40.0%
3Y annualized+6.0%
P10 -9.0% · P25 -1.0% · P75 +13.0% · P90 +22.0%
Expected-return scenarios are separate from today's fair-value estimate.
Historical return context
Long-run Treasury-beat base rate66%
Raw observations250
Effective sample28.0
History2004-11-30 → 2025-08-31
This is the benchmark's unconditional historical base rate, not a probability for today's valuation setup.
Key valuation metrics
10Y Real Yield
2.42 %
Current real opportunity-cost anchor
Gold Price
4027.0 USD/oz
World Gold Council, July 2026 close
Gold ETF Flows
July 2026 commentary
Fair-value drivers
  • Central-bank and investment demand provide a structural support channel for precious metals.
  • Gold ETF inflows show continued portfolio demand even in a high-real-yield environment.
Fair-value risks
  • High real yields raise the opportunity cost of non-yielding precious metals.
  • Industrial metals retain materially different supply-demand economics, widening asset-class dispersion.
Representative fair-value scenarios
Bear case82
Lower justified-value case under weaker fundamentals and/or less favorable discount rates.
Model weight 15%
Conservative case93
Conservative current-fundamental and discount-rate case.
Model weight 20%
Base case105
Central today-equivalent fair-value case.
Model weight 30%
Upper fundamental case119
Stronger fundamentals and/or partial normalization case.
Model weight 20%
Bull case135
Upper-tail justified-value case without treating it as a price forecast.
Model weight 15%
Valuation instruments
Only symbols with actual symbol-level valuation outputs are shown. Reference-only context symbols are omitted.
SymbolExposureLastFair valueValuation1Y expected
GLDGold direct 408.42 105 +0.6 · Somewhat cheap +6.5%
Method & data quality

Commodity-specific scenarios combining real-yield opportunity cost, gold demand structure and wider industrial-metals supply/demand ranges.

Limitations: Recent-price history exists in the upstream structured input, but only a partial or unavailable representative-benchmark OHLC subset was retained in this execution; this display-only layer does not affect valuation calculations.; No publication-grade conditional probability to beat the 1Y Treasury passed the upstream calibration gate; public probability fields remain null.

Sources: World Gold Council

6 Europe Equities VGK · Median fair value 102 Valuation +0.4 Somewhat cheap Fair-value gap +2.0% vs market 100 Expected edge +3.0% vs 1Y Treasury Confidence 85% high
VALUATION LENS Europe Equities is somewhat cheap
30507090100110130150170190210230250270 M F
M Market 100 F Fair 102 P25–P75 96–110 P10–P90 90–119
VGK Europe Broad Market
Last 91.66 · 2026-08-31
equity_fair_value_distribution_v3.0
Fair-value distribution
P0585.0
P1090.0
P2596.0
Median102.0
Mean103.0
P75110.0
P90119.0
P95126.0
Market = 100. Fair-value index is normalized to today's market price and is not a price target.
Forward return range
1 year+7.0%
P10 -15.0% · P25 -4.0% · P75 +18.0% · P90 +30.0%
3Y annualized+6.8%
P10 -4.0% · P25 +1.0% · P75 +12.0% · P90 +17.0%
Expected-return scenarios are separate from today's fair-value estimate.
Historical return context
Long-run Treasury-beat base rate62%
Raw observations246
Effective sample27.2
History2005-03-31 → 2025-08-31
This is the benchmark's unconditional historical base rate, not a probability for today's valuation setup.
Key valuation metrics
Forward P/E
15.0 x
MSCI Europe, July 31, 2026
Dividend Yield
2.80 %
MSCI Europe, July 31, 2026
Price / Book
2.52 x
MSCI Europe, July 31, 2026
1Y Treasury
4.04 %
Current U.S. hurdle reference
Fair-value drivers
  • A mid-teens forward multiple and dividend yield provide a more balanced valuation than U.S. large caps.
  • Sector diversification reduces dependence on a single high-duration growth cohort.
Fair-value risks
  • Energy-sensitive inflation and higher discount rates can compress regional multiples.
  • Currency translation and country-level dispersion make broad-index fair value less precise.
Representative fair-value scenarios
Bear case90
Lower justified-value case under weaker fundamentals and/or less favorable discount rates.
Model weight 15%
Conservative case96
Conservative current-fundamental and discount-rate case.
Model weight 20%
Base case102
Central today-equivalent fair-value case.
Model weight 30%
Upper fundamental case110
Stronger fundamentals and/or partial normalization case.
Model weight 20%
Bull case119
Upper-tail justified-value case without treating it as a price forecast.
Model weight 15%
Valuation instruments
Only symbols with actual symbol-level valuation outputs are shown. Reference-only context symbols are omitted.
SymbolExposureLastFair valueValuation1Y expected
VGKEurope Broad Market direct 91.66 102 +0.4 · Somewhat cheap +7.0%
Method & data quality

Forward earnings-multiple, dividend-yield, peer-relative and global-rate-adjusted scenarios anchored to MSCI Europe.

Limitations: Recent-price history exists in the upstream structured input, but only a partial or unavailable representative-benchmark OHLC subset was retained in this execution; this display-only layer does not affect valuation calculations.; No publication-grade conditional probability to beat the 1Y Treasury passed the upstream calibration gate; public probability fields remain null.

Sources: MSCI

7 Energy USO · Median fair value 102 Valuation +0.3 Fair Fair-value gap +2.0% vs market 100 Expected edge +1.5% vs 1Y Treasury Confidence 72% moderate-high
VALUATION LENS Energy is fair
30507090100110130150170190210230250270 M F
M Market 100 F Fair 102 P25–P75 90–115 P10–P90 80–130
USO US Crude Oil
Last 133.70 · 2026-08-31
energy_fair_value_distribution_v3.0
RECENT PRICE CONTEXT · USO Recent Price Path vs Today’s Fair-Value Range

Latest 10 trading sessions of raw daily prices. Trading sessions are shown consecutively, so non-trading days are skipped. Partial recent history.

Close price Daily close point Daily high-low range Current P25–P75 fair range Current P10–P90 fair range Today’s median fair value
$124.97 $127.93 $130.89 $133.85 $136.81 Today’s Fair Value · $136.37 Aug 17 Aug 18 Aug 19 Aug 20 Aug 21 Aug 24 Aug 25 Aug 26 Aug 27 Aug 31 Now $133.70
$103.62 $122.00 $140.38 $158.77 $177.15 Today’s Fair Value · $136.37 Aug 17 Aug 18 Aug 19 Aug 20 Aug 21 Aug 24 Aug 25 Aug 26 Aug 27 Aug 31 Now $133.70
Vertical scale = actual benchmark price. Fair-value bands are today’s modeled values held constant across the historical dates; they are not historical fair-value estimates.
Fair-value distribution
P0570.0
P1080.0
P2590.0
Median102.0
Mean105.0
P75115.0
P90130.0
P95142.0
Market = 100. Fair-value index is normalized to today's market price and is not a price target.
Forward return range
1 year+5.5%
P10 -28.0% · P25 -11.0% · P75 +25.0% · P90 +45.0%
3Y annualized+5.5%
P10 -10.0% · P25 -2.0% · P75 +15.0% · P90 +24.0%
Expected-return scenarios are separate from today's fair-value estimate.
Historical return context
Long-run Treasury-beat base rate45%
Raw observations233
Effective sample44.8
History2006-04-30 → 2025-08-31
This is the benchmark's unconditional historical base rate, not a probability for today's valuation setup.
Key valuation metrics
2026 Oil Demand Change
-1.60 mb/d
IEA August 2026 forecast
3Q26 Oil Balance
-1.80 mb/d
IEA estimated deficit
July Inventory Change
-69.0 million bbl
IEA observed inventories
10Y Real Yield
2.42 %
Current real discount-rate anchor
Fair-value drivers
Fair-value risks
  • IEA forecasts a 2026 demand contraction, leaving fair value highly sensitive to normalization in supply disruptions.
  • Commodity-price valuation is intrinsically cyclical and can change rapidly as spare capacity returns.
Representative fair-value scenarios
Bear case80
Lower justified-value case under weaker fundamentals and/or less favorable discount rates.
Model weight 15%
Conservative case90
Conservative current-fundamental and discount-rate case.
Model weight 20%
Base case102
Central today-equivalent fair-value case.
Model weight 30%
Upper fundamental case115
Stronger fundamentals and/or partial normalization case.
Model weight 20%
Bull case130
Upper-tail justified-value case without treating it as a price forecast.
Model weight 15%
Valuation instruments
Only symbols with actual symbol-level valuation outputs are shown. Reference-only context symbols are omitted.
SymbolExposureLastFair valueValuation1Y expected
USOUS Crude Oil direct 133.70 102 +0.3 · Fair +5.5%
Method & data quality

Commodity and producer-equity scenarios using current physical balances, supply disruption, inventories and normalized commodity-price assumptions.

Limitations: Recent-price history exists in the upstream structured input, but only a partial or unavailable representative-benchmark OHLC subset was retained in this execution; this display-only layer does not affect valuation calculations.; No publication-grade conditional probability to beat the 1Y Treasury passed the upstream calibration gate; public probability fields remain null.

Sources: International Energy Agency

8 Crypto BTC-USD · Median fair value 110 Valuation +0.3 Fair Fair-value gap +10.0% vs market 100 Expected edge +6.0% vs 1Y Treasury Confidence 57% moderate
VALUATION LENS Crypto is fair
30507090100110130150170190210230250270 M F
M Market 100 F Fair 110 P25–P75 76–151 P10–P90 55–210
BTC-USD Bitcoin
Last 78,888.27 · 2026-08-31
crypto_fair_value_distribution_v3.0
Fair-value distribution
P0538.0
P1055.0
P2576.0
Median110.0
Mean118.0
P75151.0
P90210.0
P95260.0
Market = 100. Fair-value index is normalized to today's market price and is not a price target.
Forward return range
1 year+10.0%
P10 -55.0% · P25 -28.0% · P75 +55.0% · P90 +105.0%
3Y annualized+12.0%
P10 -24.0% · P25 -5.0% · P75 +35.0% · P90 +65.0%
Expected-return scenarios are separate from today's fair-value estimate.
Key valuation metrics
Bitcoin MVRV
1.50 x
Glassnode, August 29, 2026
1Y Treasury
4.04 %
Current risk-free hurdle
10Y Real Yield
2.42 %
Liquidity/discount-rate context
Fair-value drivers
  • MVRV near 1.5 indicates aggregate market value is above realized value but not at an extreme implied by high-cycle multiples.
  • Institutional access and network usage can support higher-value scenarios.
Fair-value risks
  • There is no universally accepted intrinsic-value model, producing the widest fair-value distribution in the report.
  • High risk-free and real yields increase the opportunity cost of holding non-cash-flow crypto assets.
Representative fair-value scenarios
Bear case55
Lower justified-value case under weaker fundamentals and/or less favorable discount rates.
Model weight 15%
Conservative case76
Conservative current-fundamental and discount-rate case.
Model weight 20%
Base case110
Central today-equivalent fair-value case.
Model weight 30%
Upper fundamental case151
Stronger fundamentals and/or partial normalization case.
Model weight 20%
Bull case210
Upper-tail justified-value case without treating it as a price forecast.
Model weight 15%
Valuation instruments
Only symbols with actual symbol-level valuation outputs are shown. Reference-only context symbols are omitted.
SymbolExposureLastFair valueValuation1Y expected
BTC-USDBitcoin direct 78,888.27 110 +0.3 · Fair +10.0%
Method & data quality

Wide multi-anchor scenarios using realized-value/MVRV, network economics, liquidity and adoption; intentionally broad due to non-contractual cash-flow uncertainty.

Limitations: Recent-price history exists in the upstream structured input, but only a partial or unavailable representative-benchmark OHLC subset was retained in this execution; this display-only layer does not affect valuation calculations.; No publication-grade conditional probability to beat the 1Y Treasury passed the upstream calibration gate; public probability fields remain null.

Sources: Glassnode

9 Japan Equities EWJ · Median fair value 97 Valuation -0.7 Somewhat expensive Fair-value gap -3.0% vs market 100 Expected edge +1.5% vs 1Y Treasury Confidence 83% high
VALUATION LENS Japan Equities is somewhat expensive
30507090100110130150170190210230250270 M F
M Market 100 F Fair 97 P25–P75 91–105 P10–P90 85–114
EWJ Japan Broad Market
Last 95.88 · 2026-08-31
equity_fair_value_distribution_v3.0
Fair-value distribution
P0580.0
P1085.0
P2591.0
Median97.0
Mean98.0
P75105.0
P90114.0
P95121.0
Market = 100. Fair-value index is normalized to today's market price and is not a price target.
Forward return range
1 year+5.5%
P10 -16.0% · P25 -5.0% · P75 +17.0% · P90 +28.0%
3Y annualized+6.0%
P10 -4.0% · P25 +0.5% · P75 +11.0% · P90 +16.0%
Expected-return scenarios are separate from today's fair-value estimate.
Historical return context
Long-run Treasury-beat base rate57%
Raw observations353
Effective sample37.7
History1996-04-30 → 2025-08-31
This is the benchmark's unconditional historical base rate, not a probability for today's valuation setup.
Key valuation metrics
Forward P/E
16.4 x
MSCI Japan, July 31, 2026
Dividend Yield
1.78 %
MSCI Japan, July 31, 2026
Price / Book
2.01 x
MSCI Japan, July 31, 2026
Fair-value drivers
  • Corporate profitability and shareholder-return reforms support justified valuation above older historical norms.
  • A broad earnings base provides some resilience against individual-sector valuation pressure.
Fair-value risks
  • Current pricing sits modestly above the central modeled fair-value estimate.
  • Domestic rate normalization and currency swings can reduce justified equity multiples.
Representative fair-value scenarios
Bear case85
Lower justified-value case under weaker fundamentals and/or less favorable discount rates.
Model weight 15%
Conservative case91
Conservative current-fundamental and discount-rate case.
Model weight 20%
Base case97
Central today-equivalent fair-value case.
Model weight 30%
Upper fundamental case105
Stronger fundamentals and/or partial normalization case.
Model weight 20%
Bull case114
Upper-tail justified-value case without treating it as a price forecast.
Model weight 15%
Valuation instruments
Only symbols with actual symbol-level valuation outputs are shown. Reference-only context symbols are omitted.
SymbolExposureLastFair valueValuation1Y expected
EWJJapan Broad Market direct 95.88 97 -0.7 · Somewhat expensive +5.5%
Method & data quality

Forward-multiple, dividend-yield, quality and rate-normalization scenarios anchored to MSCI Japan.

Limitations: Recent-price history exists in the upstream structured input, but only a partial or unavailable representative-benchmark OHLC subset was retained in this execution; this display-only layer does not affect valuation calculations.; No publication-grade conditional probability to beat the 1Y Treasury passed the upstream calibration gate; public probability fields remain null.

Sources: MSCI

10 Developed Pacific Equities EWA · Median fair value 96 Valuation -0.8 Somewhat expensive Fair-value gap -4.0% vs market 100 Expected edge +1.0% vs 1Y Treasury Confidence 81% high
VALUATION LENS Developed Pacific Equities is somewhat expensive
30507090100110130150170190210230250270 M F
M Market 100 F Fair 96 P25–P75 90–103 P10–P90 84–112
EWA Australia Broad Market
Last 30.02 · 2026-08-31
equity_fair_value_distribution_v3.0
RECENT PRICE CONTEXT · EWA Recent Price Path vs Today’s Fair-Value Range

Latest 6 trading sessions of raw daily prices. Trading sessions are shown consecutively, so non-trading days are skipped. Partial recent history.

Close price Daily close point Daily high-low range Current P25–P75 fair range Current P10–P90 fair range Today’s median fair value
$28.57 $29.10 $29.63 $30.17 $30.70 Today’s Fair Value · $28.82 Aug 4 Aug 5 Aug 6 Aug 7 Aug 10 Aug 11 Now $29.95
$24.80 $27.11 $29.42 $31.73 $34.04 Today’s Fair Value · $28.82 Aug 4 Aug 5 Aug 6 Aug 7 Aug 10 Aug 11 Now $29.95
Vertical scale = actual benchmark price. Fair-value bands are today’s modeled values held constant across the historical dates; they are not historical fair-value estimates.
Fair-value distribution
P0579.0
P1084.0
P2590.0
Median96.0
Mean97.0
P75103.0
P90112.0
P95119.0
Market = 100. Fair-value index is normalized to today's market price and is not a price target.
Forward return range
1 year+5.0%
P10 -14.0% · P25 -4.0% · P75 +15.0% · P90 +25.0%
3Y annualized+5.5%
P10 -4.0% · P25 0.0% · P75 +10.0% · P90 +15.0%
Expected-return scenarios are separate from today's fair-value estimate.
Historical return context
Long-run Treasury-beat base rate63%
Raw observations353
Effective sample44.4
History1996-04-30 → 2025-08-31
This is the benchmark's unconditional historical base rate, not a probability for today's valuation setup.
Key valuation metrics
Forward P/E
17.7 x
MSCI Pacific ex Japan, July 31, 2026
Dividend Yield
3.24 %
MSCI Pacific ex Japan, July 31, 2026
Price / Book
2.22 x
MSCI Pacific ex Japan, July 31, 2026
Fair-value drivers
  • A relatively high dividend yield offsets part of the region's richer forward multiple.
  • Financials and resource exposure provide different valuation drivers than U.S. growth equities.
Fair-value risks
  • The forward multiple is above the central fair-value assumption under current global discount rates.
  • Australia-heavy benchmark exposure makes the broad regional proxy sensitive to domestic rates and commodities.
Representative fair-value scenarios
Bear case84
Lower justified-value case under weaker fundamentals and/or less favorable discount rates.
Model weight 15%
Conservative case90
Conservative current-fundamental and discount-rate case.
Model weight 20%
Base case96
Central today-equivalent fair-value case.
Model weight 30%
Upper fundamental case103
Stronger fundamentals and/or partial normalization case.
Model weight 20%
Bull case112
Upper-tail justified-value case without treating it as a price forecast.
Model weight 15%
Valuation instruments
Only symbols with actual symbol-level valuation outputs are shown. Reference-only context symbols are omitted.
SymbolExposureLastFair valueValuation1Y expected
EWAAustralia Broad Market direct 30.02 96 -0.8 · Somewhat expensive +5.0%
Method & data quality

Forward-multiple, dividend-yield, peer-relative and rate-adjusted scenarios anchored to MSCI Pacific ex Japan.

Limitations: Recent-price history exists in the upstream structured input, but only a partial or unavailable representative-benchmark OHLC subset was retained in this execution; this display-only layer does not affect valuation calculations.; No publication-grade conditional probability to beat the 1Y Treasury passed the upstream calibration gate; public probability fields remain null.

Sources: MSCI

11 US Equities SPY · Median fair value 87 Valuation -2.5 Exceptionally expensive Fair-value gap -13.0% vs market 100 Expected edge 0.0% vs 1Y Treasury Confidence 89% high
VALUATION LENS US Equities is exceptionally expensive
30507090100110130150170190210230250270 M F
M Market 100 F Fair 87 P25–P75 80–94 P10–P90 73–99
SPY US Large-Cap Index
Last 767.05 · 2026-08-31
equity_fair_value_distribution_v3.0
Fair-value distribution
P0568.0
P1073.0
P2580.0
Median87.0
Mean88.5
P7594.0
P9099.0
P95104.0
Market = 100. Fair-value index is normalized to today's market price and is not a price target.
Forward return range
1 year+4.0%
P10 -19.0% · P25 -8.0% · P75 +13.0% · P90 +23.0%
3Y annualized+6.0%
P10 -6.0% · P25 +1.0% · P75 +11.0% · P90 +15.0%
Expected-return scenarios are separate from today's fair-value estimate.
Historical return context
Long-run Treasury-beat base rate80%
Raw observations392
Effective sample31.1
History1993-01-31 → 2025-08-31
This is the benchmark's unconditional historical base rate, not a probability for today's valuation setup.
Key valuation metrics
Forward 12M P/E
20.0 x
5Y avg 19.9x; 10Y avg 19.0x
Shiller CAPE
38.9 x
Uploaded Shiller context, August 2026
CY2026 EPS Growth
30.0 % y/y
FactSet analyst estimate
10Y Real Yield
2.42 %
Current real discount-rate anchor
Fair-value drivers
  • Strong earnings growth and high profitability support a premium to long-run valuation anchors.
  • Broad U.S. market quality and shareholder economics prevent the model from relying on CAPE alone.
Fair-value risks
  • The market price lies in the expensive tail of the modeled current fair-value distribution.
  • A 4.04% one-year Treasury and 2.42% 10-year real yield create a demanding opportunity-cost hurdle for high-duration equities.
Representative fair-value scenarios
Bear case73
Lower justified-value case under weaker fundamentals and/or less favorable discount rates.
Model weight 15%
Conservative case80
Conservative current-fundamental and discount-rate case.
Model weight 20%
Base case87
Central today-equivalent fair-value case.
Model weight 30%
Upper fundamental case94
Stronger fundamentals and/or partial normalization case.
Model weight 20%
Bull case99
Upper-tail justified-value case without treating it as a price forecast.
Model weight 15%
Valuation instruments
Only symbols with actual symbol-level valuation outputs are shown. Reference-only context symbols are omitted.
SymbolExposureLastFair valueValuation1Y expected
SPYUS Large-Cap Index direct 767.05 87 -2.5 · Exceptionally expensive +4.0%
Method & data quality

Forward earnings, CAPE, growth-quality, peer-relative and real-rate-adjusted scenarios for broad U.S. large caps.

Limitations: Recent-price history exists in the upstream structured input, but only a partial or unavailable representative-benchmark OHLC subset was retained in this execution; this display-only layer does not affect valuation calculations.; Shiller historical-date analysis uses the current/revised workbook filtered to the requested date rather than true publication-vintage snapshots.; No publication-grade conditional probability to beat the 1Y Treasury passed the upstream calibration gate; public probability fields remain null.

Valuation instruments 11
Only instruments with usable valuation outputs are shown. Reference-only context symbols are omitted.
BND direct
US Broad Bond Market
Fixed Income
Last 72.24 Fair 103 Val. +0.7 1Y +5.5%
US Broad Bond Market is the representative benchmark for the Fixed Income fair-value distribution.
BTC-USD direct
Bitcoin
Crypto
Last 78,888.27 Fair 110 Val. +0.3 1Y +10.0%
Bitcoin is the representative benchmark for the Crypto fair-value distribution.
EWA direct
Australia Broad Market
Developed Pacific Equities
Last 30.02 Fair 96 Val. -0.8 1Y +5.0%
Australia Broad Market is the representative benchmark for the Developed Pacific Equities fair-value distribution.
EWJ direct
Japan Broad Market
Japan Equities
Last 95.88 Fair 97 Val. -0.7 1Y +5.5%
Japan Broad Market is the representative benchmark for the Japan Equities fair-value distribution.
GLD direct
Gold
Metals
Last 408.42 Fair 105 Val. +0.6 1Y +6.5%
Gold is the representative benchmark for the Metals fair-value distribution.
MCHI direct
China Broad Market
China & Hong Kong Equities
Last 54.72 Fair 112 Val. +1.4 1Y +9.0%
China Broad Market is the representative benchmark for the China & Hong Kong Equities fair-value distribution.
SPY direct
US Large-Cap Index
US Equities
Last 767.05 Fair 87 Val. -2.5 1Y +4.0%
US Large-Cap Index is the representative benchmark for the US Equities fair-value distribution.
USO direct
US Crude Oil
Energy
Last 133.70 Fair 102 Val. +0.3 1Y +5.5%
US Crude Oil is the representative benchmark for the Energy fair-value distribution.
VGK direct
Europe Broad Market
Europe Equities
Last 91.66 Fair 102 Val. +0.4 1Y +7.0%
Europe Broad Market is the representative benchmark for the Europe Equities fair-value distribution.
VNQ direct
US Real Estate
Real Estate
Last 96.44 Fair 109 Val. +1.2 1Y +7.5%
US Real Estate is the representative benchmark for the Real Estate fair-value distribution.
VWO direct
Emerging Markets Broad Index
Emerging Markets Equities
Last 60.52 Fair 108 Val. +1.0 1Y +8.5%
Emerging Markets Broad Index is the representative benchmark for the Emerging Markets Equities fair-value distribution.
Valuation score

Where current market price (100) sits within the modeled fair-value distribution. Positive = cheaper; negative = more expensive.

Fair-value gap

Median modeled fair value relative to today’s price. It is not an expected return or a timing forecast.

1Y expected return

A separate forward return scenario distribution that can differ materially from the fair-value gap.

Expected edge vs Treasury

Modeled 1Y expected return minus the current 1Y Treasury benchmark. Positive values indicate modeled return above the benchmark.

Historical probability

When available, this is the calibrated share of comparable historical starting regimes that beat the contemporaneous 1Y Treasury benchmark. Long-run base rates are not substituted for it.

Valuation confidence

Evidence-strength score displayed as a percentage for readability. It is not a probability that the valuation is correct.

Sources & methodology references 9
Tier 1 · 95%
MSCI
Tier 1 · 95%
MSCI
Tier 1 · 95%
MSCI
Tier 1 · 95%
MSCI
Tier 1 · 95%
Nareit
Tier 1 · 95%
World Gold Council · 2026-08-06T00:00:00Z
Tier 1 · 98%
International Energy Agency · 2026-08-12T00:00:00Z
Tier 2 · 88%
Glassnode · 2026-08-29T00:00:00Z
This content is for informational and educational purposes only and is not financial advice. All investing involves risk, including the risk of loss.