Current S&P 500 Health Scores By Sector

Sector S&P 500 Weight (%) Quality Score (50%) Growth Score (30%) Value Score (20%) Health Score

Historical S&P 500 EPS By Sector

Year Communication Services Consumer Discretionary Consumer Staples Energy Financials Health Care Industrials Materials Real Estate Technology Utilities
20088.215.2817.1750.93-21.2424.4721.188.091.7916.1212.25
20097.2210.9618.3617.264.4026.4014.227.090.9917.4811.50
20107.3618.2019.4535.2114.8228.9018.4113.331.3226.2512.34
20116.8520.8121.3847.9416.2331.0820.9616.202.4931.4412.47
20123.3822.2722.5944.3016.4431.5322.2814.673.1332.6911.97
201312.3125.1223.9542.3521.0732.4324.8814.043.3133.5812.15
20147.2127.7024.1642.9321.9635.7926.8315.865.3436.9913.22
201512.1530.4424.32-13.7123.0138.7228.008.495.4537.9711.25
20169.8633.3025.33-3.4923.7842.4527.0713.017.3837.9913.67
201710.1835.2327.3213.2826.5945.0830.2917.185.6050.5914.53
201811.7839.8429.3530.6131.2550.0437.4321.586.4063.7015.41
20198.2539.4830.5016.0943.4455.6235.4817.057.0062.9215.66
20207.2628.2932.05-27.5832.6657.9313.5915.865.2867.7915.60
202112.4445.2935.1231.0859.2678.0931.8830.528.0093.5015.27
20229.9935.8833.4382.9733.9078.0940.5132.177.3690.0515.40
202312.4550.7337.7757.1143.0365.9746.7024.116.7499.8118.70
202416.0060.2439.4146.1249.1369.2344.0921.756.75117.6720.77
202519.9960.6938.8941.2251.7482.1347.7424.986.79154.9221.16

Historical S&P 500 P/E Ratio By Sector

Year Communication Services Consumer Discretionary Consumer Staples Energy Financials Health Care Industrials Materials Real Estate Technology Utilities
200813.6132.0814.377.59-7.9512.649.7817.0143.5614.3812.08
200915.8821.4514.9424.9144.0413.7217.0928.1895.1321.2113.74
201017.5016.2415.6114.3914.4912.6216.3617.9791.1415.4112.92
201118.9514.8315.6910.8610.7912.9313.9513.0752.3313.0414.67
201243.2616.8915.9712.0313.4614.6814.7616.2048.3314.1914.85
201312.6321.1018.4815.3913.9919.8118.1920.7844.9517.4415.91
201421.1620.6720.6813.6615.1822.1318.1319.2535.2218.7018.16
201512.3420.4021.31-32.7013.9821.5216.5632.2334.8919.0019.55
201617.9019.4621.00-158.9116.2518.7719.8823.9925.7821.2718.05
201716.3122.2921.5040.1617.4521.2121.0622.0536.3821.8718.40
201811.7919.6217.7813.8512.6720.0114.4814.6830.0717.0817.43
201922.0324.9821.2128.3611.7721.3619.3822.6434.3325.6020.97
202030.5746.0421.72-10.3715.0122.8655.1428.7243.1733.8020.46
202121.5035.5622.9113.6010.9721.0528.0718.6640.5932.6823.82
202215.9528.0323.308.1016.8120.3020.5215.2231.5524.1223.28
202319.7627.9520.1911.2114.5624.1120.6622.3937.3334.0317.22
202421.3530.4021.6614.2016.3723.1825.3024.3637.9339.1718.53
202522.2832.0722.6716.6617.6422.0827.7622.7537.8536.0720.62

Historical S&P 500 1Y EPS Growth Rates By Sector

Year Communication Services Consumer Discretionary Consumer Staples Energy Financials Health Care Industrials Materials Real Estate Technology Utilities
3Y CAGR used in few cases where 1Y growth rate was not usable

S&P 500 EPS Growth Rate Percentiles

Sector P20 P30 P40 P50 P60 P70 P80

Historical S&P 500 P/E Ratio Change By Sector

3Y CAGR P/E Change used in few cases where 1Y P/E Change was not usable

S&P 500 P/E Ratio Change Percentiles

Sector P20 P30 P40 P50 P60 P70 P80

S&P 500 Index Bear Case Prediction

Sector Weight Health Score Adjustment EPS Adjustment (P25) P/E Ratio Adjustment (P25) Sector Return Return Contribution

S&P 500 Index Base Case Prediction

Sector Weight Health Score Adjustment EPS Adjustment (P50) P/E Ratio Adjustment (P50) Sector Return Return Contribution

S&P 500 Index Bull Case Prediction

Sector Weight Health Score Adjustment EPS Adjustment (P75) P/E Ratio Adjustment (P75) Sector Return Return Contribution