Check out this article.
There is a paragraph at the end citing the Liscio Report…some good stats.
“Finally, a recent edition of The Liscio Report, the economic newsletter, put into perspective how wacko the current climate is. It said that the ratios of (a) stock value to GDP and (b) real-estate value to GDP are both nearly twice their averages from 1952 to 1970. As the report noted: “If mean reversion still has any role in market valuations, then both markets have plenty of room to fall.”
Interesting. It seems like the Liscio Report might be worth checking out. I have never heard of it before today. It seems very strategic or macro oriented??