History of Market · The Chronicle of the U.S. Stock Market Information Technology
Gathering IV · leaf 7 of 7
S5INFT · Consensus Forward PE

S5INFT · Consensus Forward PE — Information Technology forward PE since 1998

Forward PE — Thirty years of tech-sector forward PE against March 2000's 58.7×.

Terminal data records the forward PE of the S&P 500 Information Technology sub-index (S5INFT), published weekly from August 1998 — on the same blended-forward basis as the S&P 500, Nasdaq 100 and semiconductor lines on this site, so the four are directly comparable. The dot-com top is the March 2000 print at 58.7×, and the descent from there to under 10× by November 2008 is the clearest decade-long de-rating this archive holds. The latest reading, the long-run mean, and the distance from that 2000 peak sit on the metric strip beneath the chart.

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What this page answers

This static page is built to answer searches for S5INFT · Consensus Forward PE. It summarizes the live dataset behind the Information Technology forward PE since 1998 panel and links to the full interactive chart.

Terminal data records the forward PE of the S&P 500 Information Technology sub-index (S5INFT), published weekly from August 1998 — on the same blended-forward basis as the S&P 500, Nasdaq 100 and semiconductor lines on this site, so the four are directly comparable. The dot-com top is the March 2000 print at 58.7×, and the descent from there to under 10× by November 2008 is the clearest decade-long de-rating this archive holds. The latest reading, the long-run mean, and the distance from that 2000 peak sit on the metric strip beneath the chart. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.

The plate

S5INFT · Consensus Forward PE — Information Technology forward PE since 199820×40×60×20002005201020152020202519.7×
Plate IV.7 Terminal data records the forward PE of the S&P 500 Information Technology sub-index (S5INFT), published weekly from August 1998 — on the same blended-forward basis as the S&P 500, Nasdaq 100 and semiconductor lines on this site, so the four are directly comparable. The dot-com top is the March 2000 print at 58.7×, and the descent from there to under 10× by November 2008 is the clearest decade-long de-rating this archive holds. The latest reading, the long-run mean, and the distance from that 2000 peak sit on the metric strip beneath the chart. 2026-08-14

Latest Snapshot

Updated
2026-08-14

Data & Source

GET /api/sectors/forward-pe.json — Canonical dataset endpoint.

Exchange closing prices · Company filings · Robert Shiller · FRED · NBER.

FAQ

Where does this data come from?

History of Market combines public market and macro datasets — exchange closing prices, company filings, Robert Shiller, FRED, NBER, and the UBS Global Investment Returns Yearbook (Dimson–Marsh–Staunton). The exact endpoint for this panel is linked below.

How often is it updated?

Daily-tier datasets refresh after the U.S. market close, with a broader weekly refresh on Sunday. The timestamp shown on this page comes from the JSON payload.

Can I use the data?

Yes, for research and education with attribution to History of Market. Upstream data sources retain their own terms.