MotionStructure & fair value

Valuation

Multi-model fair value — independent valuation models per asset (earnings, rates, trend, on-chain, monetary; the full Ethval suite for Ethereum), with a toggleable composite and the full model range.

Live data·01 Aug, 11:01 UTC·Yahoo (price histories to 1928) · FRED (CPI, M2, yields, spreads) · multpl (P/E, CAPE) · blockchain.info · DeFiLlama · CoinGecko·15-min cache

Multi-Model Fair Value

Composite = average of ACTIVE models (Ethval methodology) — toggle any model off and every number recomputes

Composite fair value · average of 6/6 active models
$5,132-31.5% vs price
OVERVALUEDmedian $5,094
Current price $7,490
Active model range $3,617$7,213
Rule of 20Fed modelEquity risk premi…CAPE reversionReal price trend200-week anchorcomposite $5,132price $7,490
Earnings
Rule of 20
$4,226-43.6%
EPS ($260) × (20 − CPI inflation 3.7%)
The old desk heuristic: fair P/E plus inflation should sum to 20. Simple, venerable, ignores rates and margins.
CAPE reversion
$4,760-36.4%
Price × (modern-era median CAPE 26 ÷ current 40.9)
Shiller's cyclically-adjusted P/E pulled to its post-1990 median. CAPE has been 'expensive' for 30 years — reversion can take a decade.
Rates
Fed model
$5,549-25.9%
EPS ÷ 10y Treasury yield (4.68%)
Sets earnings yield equal to the 10-year. Famous and flawed — it implies infinite value at zero rates; treat as a rates-sensitivity bound.
Equity risk premium
$3,617-51.7%
EPS ÷ (10y 4.68% + 2.5% required ERP)
Demands stocks yield 2.5pts over bonds — near the post-2000 average premium. The 2.5% assumption is the whole model.
Trend
Real price trend
$5,428-27.5%
exp(trend fit of log price, 1985→now) · growth 4.9%/yr · R² 0.86
Inflation-adjusted price pulled to its 75-year exponential trend. Ignores valuation entirely — pure time-series gravity.
Mean reversion
200-week anchor
$7,213-3.7%
200-week SMA × median(price/SMA) since 2020
Where the price sits vs its 4-year average, pulled to the historical norm. A trader's fair value, not an economist's.

Earnings models dominate the read: with the trailing P/E at 28.84 and CAPE at 40.91, everything anchored to profits or history says expensive, while trend and momentum anchors sit closer to price. The spread between the Fed model and the ERP model shows how much of today's valuation rests on accepting a thin premium over bonds.

Model Inputs

The live numbers feeding every model above — refreshed hourly

S&P trailing P/E
28.84
Shiller CAPE
40.91
10y Treasury
4.68%
10y real (TIPS)
2.41%
CPI inflation
3.7%
HY OAS
3bps
ETH ann. fees
$97M
ETH DeFi TVL
$41bn
ETH staking APR (Lido)
2.23%
ETH stablecoins
$147bn

The 60-second version

No single valuation model is right — but a PANEL of independent models is hard to fool. This page runs 4–6 models per asset across seven asset classes, each attacking fair value from a different direction: earnings and rates for equities, on-chain usage and monetary scarcity for crypto, real yields and money supply for gold, relative value for the pairs. Ethereum carries the complete Ethval 12-model suite with live data. The composite is the average of the models you leave switched on — toggle any model off (Stock-to-Flow too optimistic? fee models unfair post-L2s?) and the composite, verdict, range and chart all recompute instantly. The median is shown alongside as the outlier-proof cross-check. Every model shows its formula, its live inputs and — most importantly — its main weakness.

How to actually use fair value

  • Trade the spread, respect the driftvaluation is a return forecast for YEARS, not a signal for Tuesday. A 30% overvaluation historically means below-average forward returns, not an imminent crash — expensive markets get more expensive all the time. Size positions with it; don't time entries with it.
  • The dispersion is informationwhen an asset's models cluster tightly, fair value is well-defined; when they span 10× (see Ethereum), the market is mid-argument about what the asset IS. Wide dispersion = higher risk premium deserved, whatever the composite says.
  • Watch which CAMP is above priceeach dot on the strip is a worldview. Bitcoin trading above every usage model but below its scarcity model tells you exactly what buyers are paying for. When price crosses from one camp to the other, the narrative has changed.
  • Cross-check with the terminalan undervalued asset in a Lagging RRG quadrant is a value trap until rotation confirms; an overvalued one with broad breadth and positive gamma can stay expensive for quarters. Valuation sets the destination — Motion tools set the route.

Methodology & honesty

Everything is computed live from primary sources — price histories back to 1928 (Yahoo), CPI/M2/yields/spreads (FRED), S&P P/E and CAPE (multpl), Bitcoin on-chain data (blockchain.info), Ethereum fees and TVL (DeFiLlama) — and the exact inputs are printed at the bottom of the dashboard. The honest caveats: regression models (real-rate gold, credit-linked small caps) assume relationships that DO shift regime, and each shows its R² so you can judge; assumption-driven multiples (25× fees, 7× TVL, 2.5% ERP, CAPE 26) are stated in the formula line and are the whole model; trend models are pure extrapolation with no economics. Fair value is a discipline, not a prophecy — the point is knowing what you’re paying relative to every defensible anchor, before you buy.

In the MTS framework

Valuation is the Structure anchor inside Motion — the slowest-moving, highest-conviction layer of the stack. It answers “what am I paying?” while breadth, volatility and relative strength answer “what is the market doing about it?”. The practical loop: let the composite set your long-term tilt per asset, let the dispersion set how much conviction that tilt deserves, and let the faster Motion tools decide when the market finally starts agreeing with the models.