Valuation Lens - September 1, 2026

Non-U.S. equities show the clearest valuation discounts, while U.S. equities remain relatively rich and Treasury yields keep the hurdle competitive.

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VALUATION INTELLIGENCE
Cross-asset valuation & forward return intelligence

Valuation Lens - September 1, 2026

Global valuation favors cheaper non-U.S. equities over rich U.S. pricing

As of September 1, 2026 11 Asset Classes Valued 11 Valuation Instruments 1Y Treasury 4.16%
Research cutoff · Sep 1, 2026 · 23:50 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 4.16% Low-risk return reference
Cheapest valuation Emerging Mkts +2.2 · Cheap
Most expensive valuation Crypto -0.6 · Somewhat expensive
Highest expected edge vs Treasury +7.3% China & HK
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 40–170
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
Emerging Markets Equities
VWO · Fair 116
View details
406080100120140160170 M F
+2.2 Cheap +16.0% Fair 116 +11.0% -20% to +40% +6.8% Treasury 4.2% 77% moderate-high
China & Hong Kong Equities
MCHI · Fair 114
View details
406080100120140160170 M F
+2.2 Cheap +14.0% Fair 114 +11.5% -24% to +43% +7.3% Treasury 4.2% 75% moderate-high
Europe Equities
VGK · Fair 109
View details
406080100120140160170 M F
+1.5 Cheap +9.0% Fair 109 +8.0% -14% to +28% +3.8% Treasury 4.2% 83% high
Japan Equities
EWJ · Fair 107
View details
406080100120140160170 M F
+1.5 Cheap +7.0% Fair 107 +7.5% -16% to +29% +3.3% Treasury 4.2% 81% high
Developed Pacific Equities
EWA · Fair 104
View details
406080100120140160170 M F
+1.5 Cheap +4.0% Fair 104 +7.0% -15% to +27% +2.8% Treasury 4.2% 80% high
Fixed Income
BND · Fair 102
View details
406080100120140160170 M F
+0.6 Somewhat cheap +2.0% Fair 102 +4.8% -3% to +9% +0.6% Treasury 4.2% 90% high
Energy
USO · Fair 102
View details
406080100120140160170 M F
+0.6 Somewhat cheap +2.0% Fair 102 +6.0% -28% to +40% +1.8% Treasury 4.2% 77% moderate-high
Metals
GLD · Fair 103
View details
406080100120140160170 M F
+0.6 Somewhat cheap +3.0% Fair 103 +5.0% -22% to +36% +0.8% Treasury 4.2% 73% moderate-high
Real Estate
VNQ · Fair 104
View details
406080100120140160170 M F
+0.6 Somewhat cheap +4.0% Fair 104 +7.0% -17% to +30% +2.8% Treasury 4.2% 73% moderate-high
US Equities
SPY · Fair 98
View details
406080100120140160170 M F
-0.6 Somewhat expensive -2.0% Fair 98 +6.5% -15% to +25% +2.3% Treasury 4.2% 86% high
Crypto
BTC-USD · Fair 100
View details
406080100120140160170 M F
-0.6 Somewhat expensive 0.0% Fair 100 +8.0% -50% to +80% +3.8% Treasury 4.2% 55% moderate
Per-asset-class details · select a row to expand
1 Emerging Markets Equities VWO · Median fair value 116 Valuation +2.2 Cheap Fair-value gap +16.0% vs market 100 Expected edge +6.8% vs 1Y Treasury Confidence 77% moderate-high
VALUATION LENS Emerging Markets Equities is cheap
406080100120140160170 M F
M Market 100 F Fair 116 P25–P75 101–125 P10–P90 88–152
VWO Emerging Markets Broad Index
Last 60.68 · 2026-09-01
equity_fair_value_distribution_v3.0
Fair-value distribution
P0576.0
P1088.0
P25101.0
Median116.0
Mean118.1
P75125.0
P90152.0
P95152.0
Market = 100. Fair-value index is normalized to today's market price and is not a price target.
Forward return range
1 year+11.0%
P10 -20.0% · P25 -3.0% · P75 +25.0% · P90 +40.0%
3Y annualized+9.5%
P10 -5.0% · P25 +2.0% · P75 +18.0% · P90 +27.0%
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
1Y Treasury yield
4.16 percent
DGS1
Forward P/E
10.2 x
Current MSCI EM ex China valuation
Dividend yield
1.97 percent
Current MSCI EM ex China index yield
Historical Treasury-beat base rate
63.8 percent
Deterministic upstream return_calibration; unconditional prior only
Fair-value drivers
  • Low ex-China forward multiples provide the strongest cross-asset valuation support.
  • Country-level growth and earnings dispersion creates multiple independent upside scenarios.
Fair-value risks
  • Country and sector composition create wide fair-value dispersion.
  • A high U.S. cash hurdle and currency risk raise required returns.
Representative fair-value scenarios
Conservative valuation88
Lower justified-value scenario reflecting adverse fundamentals or a higher required return.
Model weight 8%
Central valuation116
Central today-equivalent scenario balancing current fundamentals, valuation anchors and discount rates.
Model weight 20%
Favorable valuation152
Higher justified-value scenario requiring stronger fundamentals or a lower required risk premium.
Model weight 8%
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 60.68 116 +2.2 · Cheap +11.0%
Method & data quality

weighted multi-anchor today-equivalent fair-value scenarios with weighted KDE for display density

Limitations: The upstream recent-price layer is present, but exact representative-benchmark OHLC rows were not retained in this execution artifact; valuation calculations are unaffected.; DGS1 is a start-date investment-basis hurdle proxy, not the realized return of a specific one-year Treasury security.; Tiingo historical ETF distribution-yield feature unavailable or not entitled; conditional calibration not run.

Sources: MSCI

2 China & Hong Kong Equities MCHI · Median fair value 114 Valuation +2.2 Cheap Fair-value gap +14.0% vs market 100 Expected edge +7.3% vs 1Y Treasury Confidence 75% moderate-high
VALUATION LENS China & Hong Kong Equities is cheap
406080100120140160170 M F
M Market 100 F Fair 114 P25–P75 103–121 P10–P90 90–143
MCHI China Broad Market
Last 54.41 · 2026-09-01
equity_fair_value_distribution_v3.0
Fair-value distribution
P0578.0
P1090.0
P25103.0
Median114.0
Mean115.6
P75121.0
P90143.0
P95143.0
Market = 100. Fair-value index is normalized to today's market price and is not a price target.
Forward return range
1 year+11.5%
P10 -24.0% · P25 -5.0% · P75 +27.0% · P90 +43.0%
3Y annualized+9.0%
P10 -5.0% · P25 +2.0% · P75 +17.0% · P90 +25.0%
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
1Y Treasury yield
4.16 percent
DGS1
Forward P/E
11.0 x
Current MSCI China valuation
Price-to-book
1.47 x
Current MSCI China valuation
Historical Treasury-beat base rate
55.8 percent
Deterministic upstream return_calibration; unconditional prior only
Fair-value drivers
  • Low forward earnings and book-value multiples support today-equivalent fair value.
  • A wide valuation discount leaves room for upside in normalization scenarios.
Fair-value risks
  • Low multiples may reflect persistent growth, property and policy risk.
  • Valuation convergence timing is highly uncertain.
Representative fair-value scenarios
Conservative valuation90
Lower justified-value scenario reflecting adverse fundamentals or a higher required return.
Model weight 8%
Central valuation114
Central today-equivalent scenario balancing current fundamentals, valuation anchors and discount rates.
Model weight 20%
Favorable valuation143
Higher justified-value scenario requiring stronger fundamentals or a lower required risk premium.
Model weight 8%
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 54.41 114 +2.2 · Cheap +11.5%
Method & data quality

weighted multi-anchor today-equivalent fair-value scenarios with weighted KDE for display density

Limitations: Only the directly validated current-session row is retained in this execution artifact; the upstream schema reports 19-20 recent rows per symbol, so the chart context is partial.; DGS1 is a start-date investment-basis hurdle proxy, not the realized return of a specific one-year Treasury security.; Tiingo historical ETF distribution-yield feature unavailable or not entitled; conditional calibration not run.

Sources: MSCI

3 Europe Equities VGK · Median fair value 109 Valuation +1.5 Cheap Fair-value gap +9.0% vs market 100 Expected edge +3.8% vs 1Y Treasury Confidence 83% high
VALUATION LENS Europe Equities is cheap
406080100120140160170 M F
M Market 100 F Fair 109 P25–P75 99–115 P10–P90 92–131
VGK Europe Broad Market
Last 90.72 · 2026-09-01
equity_fair_value_distribution_v3.0
Fair-value distribution
P0582.0
P1092.0
P2599.0
Median109.0
Mean110.1
P75115.0
P90131.0
P95131.0
Market = 100. Fair-value index is normalized to today's market price and is not a price target.
Forward return range
1 year+8.0%
P10 -14.0% · P25 -2.0% · P75 +18.0% · P90 +28.0%
3Y annualized+7.5%
P10 -3.0% · P25 +2.0% · P75 +14.0% · P90 +20.0%
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
1Y Treasury yield
4.16 percent
DGS1
Forward P/E
15.0 x
Current MSCI Europe valuation
Dividend yield
2.80 percent
Current MSCI Europe index yield
Historical Treasury-beat base rate
62.2 percent
Deterministic upstream return_calibration; unconditional prior only
Fair-value drivers
  • Forward valuation is below U.S. large-cap levels.
  • Dividend income provides a meaningful component of economic value.
Fair-value risks
  • Higher inflation and energy costs can constrain margins and discount-rate relief.
  • Regional growth dispersion weakens the case for full multiple convergence.
Representative fair-value scenarios
Conservative valuation92
Lower justified-value scenario reflecting adverse fundamentals or a higher required return.
Model weight 8%
Central valuation109
Central today-equivalent scenario balancing current fundamentals, valuation anchors and discount rates.
Model weight 20%
Favorable valuation131
Higher justified-value scenario requiring stronger fundamentals or a lower required risk premium.
Model weight 8%
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 90.72 109 +1.5 · Cheap +8.0%
Method & data quality

weighted multi-anchor today-equivalent fair-value scenarios with weighted KDE for display density

Limitations: Only the directly validated current-session row is retained in this execution artifact; the upstream schema reports 19-20 recent rows per symbol, so the chart context is partial.; DGS1 is a start-date investment-basis hurdle proxy, not the realized return of a specific one-year Treasury security.; Tiingo historical ETF distribution-yield feature unavailable or not entitled; conditional calibration not run.

Sources: MSCI

4 Japan Equities EWJ · Median fair value 107 Valuation +1.5 Cheap Fair-value gap +7.0% vs market 100 Expected edge +3.3% vs 1Y Treasury Confidence 81% high
VALUATION LENS Japan Equities is cheap
406080100120140160170 M F
M Market 100 F Fair 107 P25–P75 99–112 P10–P90 93–127
EWJ Japan Broad Market
Last 95.22 · 2026-09-01
equity_fair_value_distribution_v3.0
Fair-value distribution
P0584.0
P1093.0
P2599.0
Median107.0
Mean108.4
P75112.0
P90127.0
P95127.0
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 -16.0% · P25 -3.0% · P75 +18.0% · P90 +29.0%
3Y annualized+7.0%
P10 -3.0% · P25 +2.0% · P75 +13.0% · P90 +18.0%
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
1Y Treasury yield
4.16 percent
DGS1
Forward P/E
16.4 x
Current MSCI Japan valuation
Dividend yield
1.78 percent
Current MSCI Japan index yield
Historical Treasury-beat base rate
56.7 percent
Deterministic upstream return_calibration; unconditional prior only
Fair-value drivers
  • Moderate forward valuation and cash distributions support current value.
  • Corporate profitability and shareholder-return discipline support justified multiples.
Fair-value risks
  • Domestic rate normalization can lower justified equity multiples.
  • Currency effects create different economics across hedged and unhedged exposures.
Representative fair-value scenarios
Conservative valuation93
Lower justified-value scenario reflecting adverse fundamentals or a higher required return.
Model weight 8%
Central valuation107
Central today-equivalent scenario balancing current fundamentals, valuation anchors and discount rates.
Model weight 20%
Favorable valuation127
Higher justified-value scenario requiring stronger fundamentals or a lower required risk premium.
Model weight 8%
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 95.22 107 +1.5 · Cheap +7.5%
Method & data quality

weighted multi-anchor today-equivalent fair-value scenarios with weighted KDE for display density

Limitations: Only the directly validated current-session row is retained in this execution artifact; the upstream schema reports 19-20 recent rows per symbol, so the chart context is partial.; DGS1 is a start-date investment-basis hurdle proxy, not the realized return of a specific one-year Treasury security.; Tiingo historical ETF distribution-yield feature unavailable or not entitled; conditional calibration not run.

Sources: MSCI

5 Developed Pacific Equities EWA · Median fair value 104 Valuation +1.5 Cheap Fair-value gap +4.0% vs market 100 Expected edge +2.8% vs 1Y Treasury Confidence 80% high
VALUATION LENS Developed Pacific Equities is cheap
406080100120140160170 M F
M Market 100 F Fair 104 P25–P75 98–109 P10–P90 92–122
EWA Australia Broad Market
Last 29.68 · 2026-09-01
equity_fair_value_distribution_v3.0
Fair-value distribution
P0584.0
P1092.0
P2598.0
Median104.0
Mean105.7
P75109.0
P90122.0
P95122.0
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 -2.0% · P75 +17.0% · P90 +27.0%
3Y annualized+6.5%
P10 -3.0% · P25 +2.0% · 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 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
1Y Treasury yield
4.16 percent
DGS1
Forward P/E
17.7 x
Current MSCI Pacific ex Japan valuation
Dividend yield
3.24 percent
Current MSCI Pacific ex Japan index yield
Historical Treasury-beat base rate
62.6 percent
Deterministic upstream return_calibration; unconditional prior only
Fair-value drivers
  • A comparatively high dividend yield supports economic value.
  • Regional diversification across financials, resources and defensives broadens valuation anchors.
Fair-value risks
  • Australian resource and financial concentration reduces anchor independence.
  • Restrictive regional policy rates can limit justified multiples.
Representative fair-value scenarios
Conservative valuation92
Lower justified-value scenario reflecting adverse fundamentals or a higher required return.
Model weight 8%
Central valuation104
Central today-equivalent scenario balancing current fundamentals, valuation anchors and discount rates.
Model weight 20%
Favorable valuation122
Higher justified-value scenario requiring stronger fundamentals or a lower required risk premium.
Model weight 8%
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 29.68 104 +1.5 · Cheap +7.0%
Method & data quality

weighted multi-anchor today-equivalent fair-value scenarios with weighted KDE for display density

Limitations: The upstream recent-price layer is present, but exact representative-benchmark OHLC rows were not retained in this execution artifact; valuation calculations are unaffected.; DGS1 is a start-date investment-basis hurdle proxy, not the realized return of a specific one-year Treasury security.; Tiingo historical ETF distribution-yield feature unavailable or not entitled; conditional calibration not run.

Sources: MSCI

6 Fixed Income BND · Median fair value 102 Valuation +0.6 Somewhat cheap Fair-value gap +2.0% vs market 100 Expected edge +0.6% vs 1Y Treasury Confidence 90% high
VALUATION LENS Fixed Income is somewhat cheap
406080100120140160170 M F
M Market 100 F Fair 102 P25–P75 98–104 P10–P90 95–109
BND US Broad Bond Market
Last 71.79 · 2026-09-01
fixed_income_fair_value_distribution_v3.0
Fair-value distribution
P0592.0
P1095.0
P2598.0
Median102.0
Mean102.0
P75104.0
P90109.0
P95109.0
Market = 100. Fair-value index is normalized to today's market price and is not a price target.
Forward return range
1 year+4.8%
P10 -3.0% · P25 +1.5% · P75 +6.5% · P90 +8.5%
3Y annualized+4.7%
P10 +0.5% · P25 +2.5% · P75 +6.5% · P90 +8.0%
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 yield
4.16 percent
DGS1
30-day SEC yield
4.65 percent
Current BND portfolio yield proxy
Effective duration
5.70 years
Current BND portfolio duration
10Y Treasury yield
4.75 percent
DGS10
Historical Treasury-beat base rate
65.2 percent
Deterministic upstream return_calibration; unconditional prior only
Fair-value drivers
  • Starting yield is close to or above the one-year cash hurdle.
  • Defined duration allows transparent translation from justified yield changes to fair value.
Fair-value risks
  • Further yield increases can reduce current bond fair values despite attractive carry.
  • Credit-spread widening would hurt corporate-bond components.
Representative fair-value scenarios
Conservative valuation95
Lower justified-value scenario reflecting adverse fundamentals or a higher required return.
Model weight 8%
Central valuation102
Central today-equivalent scenario balancing current fundamentals, valuation anchors and discount rates.
Model weight 20%
Favorable valuation109
Higher justified-value scenario requiring stronger fundamentals or a lower required risk premium.
Model weight 8%
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 71.79 102 +0.6 · Somewhat cheap +4.8%
Method & data quality

weighted multi-anchor today-equivalent fair-value scenarios with weighted KDE for display density

Limitations: The upstream recent-price layer is present, but exact representative-benchmark OHLC rows were not retained in this execution artifact; valuation calculations are unaffected.; DGS1 is a start-date investment-basis hurdle proxy, not the realized return of a specific one-year Treasury security.; Tiingo historical ETF distribution-yield feature unavailable or not entitled; conditional calibration not run.

Sources: Vanguard

7 Energy USO · Median fair value 102 Valuation +0.6 Somewhat cheap Fair-value gap +2.0% vs market 100 Expected edge +1.8% vs 1Y Treasury Confidence 77% moderate-high
VALUATION LENS Energy is somewhat cheap
406080100120140160170 M F
M Market 100 F Fair 102 P25–P75 92–108 P10–P90 84–130
USO US Crude Oil
Last 141.00 · 2026-09-01
energy_fair_value_distribution_v3.0
Fair-value distribution
P0572.0
P1084.0
P2592.0
Median102.0
Mean104.4
P75108.0
P90130.0
P95130.0
Market = 100. Fair-value index is normalized to today's market price and is not a price target.
Forward return range
1 year+6.0%
P10 -28.0% · P25 -8.0% · P75 +24.0% · P90 +40.0%
3Y annualized+7.0%
P10 -10.0% · P25 -2.0% · P75 +18.0% · P90 +28.0%
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
1Y Treasury yield
4.16 percent
DGS1
FY1 P/E
12.4 x
Current XLE portfolio valuation
Estimated 3-5Y EPS growth
9.24 percent
Current XLE portfolio estimate
2027 Brent forecast
69.0 USD/bbl
EIA Short-Term Energy Outlook
Historical Treasury-beat base rate
44.6 percent
Deterministic upstream return_calibration; unconditional prior only
Fair-value drivers
Fair-value risks
Representative fair-value scenarios
Conservative valuation84
Lower justified-value scenario reflecting adverse fundamentals or a higher required return.
Model weight 8%
Central valuation102
Central today-equivalent scenario balancing current fundamentals, valuation anchors and discount rates.
Model weight 20%
Favorable valuation130
Higher justified-value scenario requiring stronger fundamentals or a lower required risk premium.
Model weight 8%
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 141.00 102 +0.6 · Somewhat cheap +6.0%
Method & data quality

weighted multi-anchor today-equivalent fair-value scenarios with weighted KDE for display density

Limitations: Only the directly validated current-session row is retained in this execution artifact; the upstream schema reports 19-20 recent rows per symbol, so the chart context is partial.; DGS1 is a start-date investment-basis hurdle proxy, not the realized return of a specific one-year Treasury security.; No sufficiently defensible historical valuation-state feature set is configured for conditional probability in v1.

Sources: State Street Global Advisors · U.S. Energy Information Administration

8 Metals GLD · Median fair value 103 Valuation +0.6 Somewhat cheap Fair-value gap +3.0% vs market 100 Expected edge +0.8% vs 1Y Treasury Confidence 73% moderate-high
VALUATION LENS Metals is somewhat cheap
406080100120140160170 M F
M Market 100 F Fair 103 P25–P75 92–110 P10–P90 82–134
GLD Gold
Last 396.75 · 2026-09-01
metal_fair_value_distribution_v3.0
Fair-value distribution
P0570.0
P1082.0
P2592.0
Median103.0
Mean105.4
P75110.0
P90134.0
P95134.0
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 -22.0% · P25 -7.0% · P75 +20.0% · P90 +36.0%
3Y annualized+5.5%
P10 -8.0% · P25 -1.0% · P75 +16.0% · P90 +25.0%
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
1Y Treasury yield
4.16 percent
DGS1
Central-bank gold demand
288.9 tonnes
World Gold Council Q2 2026
Gold ETF demand
-44.8 tonnes
World Gold Council Q2 2026
10Y real Treasury yield
2.44 percent
DFII10
Historical Treasury-beat base rate
66.4 percent
Deterministic upstream return_calibration; unconditional prior only
Fair-value drivers
Fair-value risks
  • Positive real yields raise the opportunity cost of non-yielding metals.
  • ETF outflows and cyclical industrial demand can offset official-sector support.
Representative fair-value scenarios
Conservative valuation82
Lower justified-value scenario reflecting adverse fundamentals or a higher required return.
Model weight 8%
Central valuation103
Central today-equivalent scenario balancing current fundamentals, valuation anchors and discount rates.
Model weight 20%
Favorable valuation134
Higher justified-value scenario requiring stronger fundamentals or a lower required risk premium.
Model weight 8%
Valuation instruments
Only symbols with actual symbol-level valuation outputs are shown. Reference-only context symbols are omitted.
SymbolExposureLastFair valueValuation1Y expected
GLDGold direct 396.75 103 +0.6 · Somewhat cheap +5.0%
Method & data quality

weighted multi-anchor today-equivalent fair-value scenarios with weighted KDE for display density

Limitations: Only the directly validated current-session row is retained in this execution artifact; the upstream schema reports 19-20 recent rows per symbol, so the chart context is partial.; DGS1 is a start-date investment-basis hurdle proxy, not the realized return of a specific one-year Treasury security.; No sufficiently defensible historical valuation-state feature set is configured for conditional probability in v1.

Sources: World Gold Council

9 Real Estate VNQ · Median fair value 104 Valuation +0.6 Somewhat cheap Fair-value gap +4.0% vs market 100 Expected edge +2.8% vs 1Y Treasury Confidence 73% moderate-high
VALUATION LENS Real Estate is somewhat cheap
406080100120140160170 M F
M Market 100 F Fair 104 P25–P75 95–109 P10–P90 88–126
VNQ US Real Estate
Last 96.30 · 2026-09-01
reit_fair_value_distribution_v3.0
Fair-value distribution
P0578.0
P1088.0
P2595.0
Median104.0
Mean105.4
P75109.0
P90126.0
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 -17.0% · P25 -4.0% · P75 +19.0% · P90 +30.0%
3Y annualized+7.0%
P10 -4.0% · P25 +1.0% · P75 +14.0% · P90 +20.0%
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
1Y Treasury yield
4.16 percent
DGS1
Q2 REIT FFO growth
12.4 percent
Q2 2026 operating performance
10Y Treasury yield
4.75 percent
DGS10
Historical Treasury-beat base rate
67.9 percent
Deterministic upstream return_calibration; unconditional prior only
Fair-value drivers
  • Healthy FFO growth supports property cash-flow value.
  • Income-producing assets retain value support when operating growth offsets financing pressure.
Fair-value risks
  • High nominal yields raise financing costs and capitalization-rate pressure.
  • REIT subsectors have materially different refinancing and cash-flow sensitivities.
Representative fair-value scenarios
Conservative valuation88
Lower justified-value scenario reflecting adverse fundamentals or a higher required return.
Model weight 8%
Central valuation104
Central today-equivalent scenario balancing current fundamentals, valuation anchors and discount rates.
Model weight 20%
Favorable valuation126
Higher justified-value scenario requiring stronger fundamentals or a lower required risk premium.
Model weight 8%
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 96.30 104 +0.6 · Somewhat cheap +7.0%
Method & data quality

weighted multi-anchor today-equivalent fair-value scenarios with weighted KDE for display density

Limitations: The upstream recent-price layer is present, but exact representative-benchmark OHLC rows were not retained in this execution artifact; valuation calculations are unaffected.; DGS1 is a start-date investment-basis hurdle proxy, not the realized return of a specific one-year Treasury security.; Tiingo historical ETF distribution-yield feature unavailable or not entitled; conditional calibration not run.

Sources: Nareit

10 US Equities SPY · Median fair value 98 Valuation -0.6 Somewhat expensive Fair-value gap -2.0% vs market 100 Expected edge +2.3% vs 1Y Treasury Confidence 86% high
VALUATION LENS US Equities is somewhat expensive
406080100120140160170 M F
M Market 100 F Fair 98 P25–P75 90–102 P10–P90 84–114
SPY US Large-Cap Index
Last 761.78 · 2026-09-01
equity_fair_value_distribution_v3.0
Fair-value distribution
P0578.0
P1084.0
P2590.0
Median98.0
Mean98.4
P75102.0
P90114.0
P95114.0
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 -15.0% · P25 -4.0% · P75 +16.0% · P90 +25.0%
3Y annualized+8.0%
P10 -2.0% · P25 +3.0% · P75 +13.0% · P90 +17.0%
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
1Y Treasury yield
4.16 percent
DGS1
Forward 12M P/E
20.0 x
5Y average 19.9x; 10Y average 19.0x
CY 2026 EPS growth
30.0 percent
FactSet consensus
10Y real Treasury yield
2.44 percent
DFII10
Historical Treasury-beat base rate
79.6 percent
Deterministic upstream return_calibration; unconditional prior only
Fair-value drivers
  • Strong forward earnings growth supports current economic output.
  • Broad corporate profitability supports central fair-value scenarios.
Fair-value risks
  • Forward valuation remains above the ten-year average, leaving less margin for multiple compression.
  • Positive real yields keep the discount-rate hurdle elevated.
Representative fair-value scenarios
Conservative valuation84
Lower justified-value scenario reflecting adverse fundamentals or a higher required return.
Model weight 8%
Central valuation98
Central today-equivalent scenario balancing current fundamentals, valuation anchors and discount rates.
Model weight 20%
Favorable valuation114
Higher justified-value scenario requiring stronger fundamentals or a lower required risk premium.
Model weight 8%
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 761.78 98 -0.6 · Somewhat expensive +6.5%
Method & data quality

weighted multi-anchor today-equivalent fair-value scenarios with weighted KDE for display density

Limitations: The upstream recent-price layer is present, but exact representative-benchmark OHLC rows were not retained in this execution artifact; valuation calculations are unaffected.; Shiller-derived trailing earnings context is lower confidence because the latest earnings observation is six months old and the workbook is current/revised rather than publication-vintage.; DGS1 is a start-date investment-basis hurdle proxy, not the realized return of a specific one-year Treasury security.; Shiller CAPE history comes from the current/revised workbook, not true publication-vintage snapshots.; DGS1 is used as a start-date one-year Treasury hurdle proxy rather than a security-level realized Treasury total return.; Current regime lies outside the observed historical support of at least one matching feature; conditional probability withheld.

11 Crypto BTC-USD · Median fair value 100 Valuation -0.6 Somewhat expensive Fair-value gap 0.0% vs market 100 Expected edge +3.8% vs 1Y Treasury Confidence 55% moderate
VALUATION LENS Crypto is somewhat expensive
406080100120140160170 M F
M Market 100 F Fair 100 P25–P75 77–114 P10–P90 60–160
BTC-USD Bitcoin
Last 77,326.21 · 2026-09-01
crypto_fair_value_distribution_v3.0
Fair-value distribution
P0545.0
P1060.0
P2577.0
Median100.0
Mean105.2
P75114.0
P90160.0
P95160.0
Market = 100. Fair-value index is normalized to today's market price and is not a price target.
Forward return range
1 year+8.0%
P10 -50.0% · P25 -25.0% · P75 +45.0% · P90 +80.0%
3Y annualized+10.0%
P10 -25.0% · P25 -8.0% · P75 +35.0% · P90 +60.0%
Expected-return scenarios are separate from today's fair-value estimate.
Key valuation metrics
1Y Treasury yield
4.16 percent
DGS1
Bitcoin MVRV
1.51 x
Glassnode aggregate MVRV
1Y Treasury yield
4.16 percent
DGS1 opportunity cost
Fair-value drivers
  • Realized-value metrics provide a non-price-only economic anchor.
  • Network adoption and scarce issuance can support higher-value scenarios.
Fair-value risks
  • Intrinsic-value methodology remains less settled than for contractual cash-flow assets.
  • The 1Y Treasury hurdle is positive and fair-value dispersion is exceptionally wide.
Representative fair-value scenarios
Conservative valuation60
Lower justified-value scenario reflecting adverse fundamentals or a higher required return.
Model weight 8%
Central valuation100
Central today-equivalent scenario balancing current fundamentals, valuation anchors and discount rates.
Model weight 20%
Favorable valuation160
Higher justified-value scenario requiring stronger fundamentals or a lower required risk premium.
Model weight 8%
Valuation instruments
Only symbols with actual symbol-level valuation outputs are shown. Reference-only context symbols are omitted.
SymbolExposureLastFair valueValuation1Y expected
BTC-USDBitcoin direct 77,326.21 100 -0.6 · Somewhat expensive +8.0%
Method & data quality

weighted multi-anchor today-equivalent fair-value scenarios with weighted KDE for display density

Limitations: The upstream recent-price layer is present, but exact representative-benchmark OHLC rows were not retained in this execution artifact; valuation calculations are unaffected.; Insufficient completed 12-month outcome history (26 observations).

Sources: Glassnode

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 71.79 Fair 102 Val. +0.6 1Y +4.8%
US Broad Bond Market is the representative benchmark for the asset-class valuation model.
BTC-USD direct
Bitcoin
Crypto
Last 77,326.21 Fair 100 Val. -0.6 1Y +8.0%
Bitcoin is the representative benchmark for the asset-class valuation model.
EWA direct
Australia Broad Market
Developed Pacific Equities
Last 29.68 Fair 104 Val. +1.5 1Y +7.0%
Australia Broad Market is the representative benchmark for the asset-class valuation model.
EWJ direct
Japan Broad Market
Japan Equities
Last 95.22 Fair 107 Val. +1.5 1Y +7.5%
Japan Broad Market is the representative benchmark for the asset-class valuation model.
GLD direct
Gold
Metals
Last 396.75 Fair 103 Val. +0.6 1Y +5.0%
Gold is the representative benchmark for the asset-class valuation model.
MCHI direct
China Broad Market
China & Hong Kong Equities
Last 54.41 Fair 114 Val. +2.2 1Y +11.5%
China Broad Market is the representative benchmark for the asset-class valuation model.
SPY direct
US Large-Cap Index
US Equities
Last 761.78 Fair 98 Val. -0.6 1Y +6.5%
US Large-Cap Index is the representative benchmark for the asset-class valuation model.
USO direct
US Crude Oil
Energy
Last 141.00 Fair 102 Val. +0.6 1Y +6.0%
US Crude Oil is the representative benchmark for the asset-class valuation model.
VGK direct
Europe Broad Market
Europe Equities
Last 90.72 Fair 109 Val. +1.5 1Y +8.0%
Europe Broad Market is the representative benchmark for the asset-class valuation model.
VNQ direct
US Real Estate
Real Estate
Last 96.30 Fair 104 Val. +0.6 1Y +7.0%
US Real Estate is the representative benchmark for the asset-class valuation model.
VWO direct
Emerging Markets Broad Index
Emerging Markets Equities
Last 60.68 Fair 116 Val. +2.2 1Y +11.0%
Emerging Markets Broad Index is the representative benchmark for the asset-class valuation model.
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 11
Tier 1 · 97%
MSCI
Tier 1 · 97%
MSCI
Tier 1 · 97%
MSCI
Tier 1 · 97%
MSCI
Tier 1 · 97%
Vanguard
Tier 2 · 90%
Nareit · 2026-08-17
Tier 1 · 96%
State Street Global Advisors
Tier 1 · 100%
U.S. Energy Information Administration · 2026-08-11
Tier 3 · 84%
World Gold Council · 2026-07-30
Tier 3 · 82%
Glassnode
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