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Robert Shiller: "The Index I Invented Is At Levels Last Seen In 1929 And 2000"

With the Shiller CAPE index having surpassed the 30x for the first time since September 2001, its creator, Nobel Laureate and Yale School of Management Economics Professor Robert Shiller is warning investors that they should be cautious about investing in such an “unusual” market.

“… the CAPE index that John Campbell and I devised 30 years ago is at unusual highs.

 

The only time in history going back to 1881 when it has been higher are, A: 1929 and B: 2000.”

 

“We are at a high level, and its concerning.”

http://player.cnbc.com/p/gZWlPC/cnbc_global

However, the index has risen to these levels before without precipitating an immediate collapse, Shiller said. Indeed, during the history of the stock market, it has only traded at a richer valuation during one period - June 1997 to September 2001 - as the dotcom farce blew and burst. Historical data for the index is available going back to 1881.

Luckily, Shiller says, US investors at least have the option of investing in foreign markets. There are plenty of venues today that allow clients paying in dollars to invest in foreign markets.

“I think people should be cautious now. We have a high market. That doesn’t mean I would avoid it all together. One can invest abroad also, the US has an unusually high stock market compared with other countries, or one can invest in low cape sectors.”

“The world looks better and cheaper than we do?,” CNBC asked.

“Yea – well the world believes in us, I guess. I think everyone should diversify.

 

"One should have a little of everything if one hasn’t diversified this would be a good time to do that.”

The market’s fragility is becoming increasingly apparent as vol events become more frequent. In Thursday trading, the S&P 500 was off as much as 1.4% - sending the VIX up 50%+ before the panic-vol sellers stepped in.  The FANG stocks, which contributed an outsize portion to this year’s rally, are facing their worst week in five months.