We can analyze factor investment approaches (momentum, low vol, quality, dividend, ...) for example by looking at the corresponding MSCI indices. Doing so we can read of today's valuations (P/E, Dividend Yield, ...).

Where can I find a source of a report for historical comparisons of these numbers (to be concrete: P/B or P/E)? My question focuses on EM but Global DM and Europe are also interesting.



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