JPMorgan’s long-term quant model shows S&P 500’s current fair value is 5400

Published 03/27/2025, 07:01 AM
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Investing.com -- JPMorgan analysts estimate that the S&P 500’s fair value currently stands at 5400, suggesting the index is about 6% overvalued based on their long-term quant model.

According to JPMorgan, the discount rate from their model is around 4.8%, compared to a 10-year average of 5% and a 70-year average of 5.5%. 

While this indicates valuations are somewhat rich, they note that a 20 basis point deviation from the past decade’s average suggests only a modest downside risk for the index.

"Our long-term fair value framework for the S&P 500 suggests a more modest overvaluation of perhaps 6% from current levels, much of which could be offset by earnings growth over the course of the year," said JPMorgan. “It suggests that the current fair value is at around 5400.”

They caution against simplistic P/E ratio comparisons, arguing that valuation metrics must account for where the market is in the earnings cycle. 

Despite the current premium, JPMorgan believes that continued earnings growth and strong U.S. liquidity trends could provide support for equities.

The bank also highlighted that investors are closely watching the April 2 tariff announcement, which will address potential 25% auto import tariffs on Canada and Mexico as well as reciprocal tariffs on other nations.

"Recent flows suggest that investors are looking for a benign tariff announcement on April 2nd," noted JPMorgan.

Overall, JPMorgan sees U.S. money creation expanding faster in 2025, which could be a tailwind for equities despite the current premium valuation. 

They advise investors to look beyond headline multiples and focus on long-term earnings trends and liquidity conditions.

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