Barclays launches new family of equity value-based indices

Barclays announced the launch of the Shiller Barclays CAPE® Single Stock Index Family, a new addition to the successful series of equity sector indices designed jointly by Professor Robert Shiller and Barclays.

Professor Robert Shiller is an American economist, best-selling author and Sterling Professor of Economics, Professor of Finance, and Fellow at the International Center for Finance at Yale University. Barclays and Professor Shiller began collaborating in 2010, and in 2012 launched the Shiller Barclays CAPE® Sector Index Family. These indices use the Cyclically Adjusted Price Earnings® ratio (CAPE®), developed by Professor Robert Shiller and John Campbell in the 1980s, to identify long-term undervalued sectors in the US, Europe and Asia. The indices have been well-received by investors, with significant investment in products tracking them.

The new index range also uses the CAPE® ratio to determine valuation, but rather than sectors, applies this to single stocks of established companies across various regions. The new indices will initially offer exposure to the United States and Eurozone regions with Japan and Asia ex-Japan to follow.

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The Shiller Barclays CAPE^® Index Family has been developed in part by RSBB-I, LLC, the research principal of which is Robert J. Shiller. RSBB-I, LLC is not an investment advisor, and does not guarantee the accuracy or completeness of the Shiller Barclays CAPE^® Index Family, or any data or methodology either included therein or upon which it is based. Neither RSBB-I, LLC nor Robert J.

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Barclays is a transatlantic consumer, corporate and investment bank offering products and services across personal, corporate and investment banking, credit cards and wealth management, with a strong presence in our two home markets of the UK and the US. With over 325 years of history and expertise in banking, Barclays operates in over 40 countries and employs approximately 120,000 people. Barclays moves, lends, invests and protects money for customers and clients worldwide. For further information about Barclays, please visit our website home.barclays.