Fundamental Value

Global Fundamental Values

Sector List

Detailed Summary Statistics

desc ct mktcap_usd ConsensRecom earning_yield growth dilution margin ratio sratio sratiopaid turnover cfmargin RnDmargin sector
0 mean 80 35404.265067 2.152751 0.039511 0.190015 0.025863 0.027244 3.994435 0.087704 0.043370 0.794907 0.047732 0.007851 50 Energy
0 mean 167 11661.801640 2.174628 0.063482 0.208288 0.042729 0.159133 2.565577 0.283089 0.132467 0.187522 -0.016432 0.000788 60 Real Estate
0 mean 94 18899.113933 2.356494 0.013999 0.166711 0.019503 0.052956 2.325340 0.167828 0.068088 0.361282 -0.024031 0.000645 59 Utilities
0 mean 347 48457.354745 1.946831 0.032012 0.121747 -0.003623 0.117424 1.282889 0.337569 0.213851 0.534124 0.062248 0.067087 57 Technology
0 mean 213 32832.622312 2.089954 -0.194152 0.121383 0.006460 0.001548 0.854861 0.174516 0.095166 0.687059 -0.236643 0.142764 56 Healthcare
0 mean 4 3067.999900 2.317098 0.051208 0.039335 -0.024250 0.079768 1.699055 0.305307 0.143322 0.654206 0.060829 0.000849 63 Education
0 mean 172 35030.488159 2.250851 0.044972 0.066415 -0.002212 0.058964 1.694108 0.209264 0.141251 0.892953 0.046768 0.005323 54 Consumer Non-Cyclicals
0 mean 293 29207.491531 2.136273 0.102392 0.126908 -0.003052 0.169092 4.622162 1.015905 0.338080 0.048430 -0.178520 0.000048 55 Financials
0 mean 316 26743.672684 2.062478 -0.087790 0.094917 0.006697 0.052631 0.981645 0.218707 0.137219 0.808196 0.009542 0.019366 53 Consumer Cyclicals
0 mean 364 15804.884695 2.189647 0.018539 0.109201 0.003621 0.055664 1.737136 0.462204 0.255817 0.664973 0.012406 0.011192 52 Industrials
0 mean 152 15251.903617 2.285580 0.088445 0.205245 0.005239 0.080722 6.157797 0.268842 0.112800 0.782404 0.058335 0.007634 51 Basic Materials
1 median 172 11280.428866 2.295850 0.043789 0.044622 -0.001769 0.057104 0.615306 0.160003 0.061428 0.908721 0.034569 0.000000 54 Consumer Non-Cyclicals
1 median 364 6781.711500 2.230800 0.042855 0.074462 -0.000540 0.065637 0.661459 0.155076 0.047447 0.715847 0.021747 0.000000 52 Industrials
1 median 293 10897.950000 2.240000 0.084206 0.067859 -0.000485 0.253079 1.686485 0.323770 0.103268 0.060634 0.001435 0.000000 55 Financials
1 median 213 10102.380000 2.076900 0.028247 0.108613 0.008500 0.090367 0.395140 0.077921 0.000000 0.525085 0.004348 0.078252 56 Healthcare
1 median 152 7242.254025 2.333300 0.071457 0.086460 -0.000648 0.072337 1.401844 0.208710 0.058794 0.722096 0.033681 0.003831 51 Basic Materials
1 median 347 9819.763672 2.083300 0.026704 0.115796 0.003600 0.074666 0.423969 0.057628 0.000000 0.582138 0.017938 0.084719 57 Technology
1 median 94 11633.320000 2.339750 0.045925 0.063127 0.009717 0.107638 0.540742 0.111856 0.004090 0.238084 -0.021831 0.000000 59 Utilities
1 median 80 13156.521382 2.142900 0.023111 0.207229 0.013884 0.021471 0.635719 -0.008774 0.000000 0.450375 0.032676 0.000379 50 Energy
1 median 167 6233.922063 2.307700 0.049938 0.116997 0.028114 0.259998 0.553189 0.072093 0.000000 0.116609 -0.017082 0.000000 60 Real Estate
1 median 316 7626.012681 2.224750 0.047983 0.068895 -0.004377 0.057622 0.979166 0.118268 0.023504 0.905795 0.028210 0.000000 53 Consumer Cyclicals
1 median 4 2668.017000 2.300000 0.054206 0.040806 -0.013874 0.100301 1.650029 0.179204 0.179204 0.778588 0.024492 0.000000 63 Education

Summary Statistics

2202 stocks

desc ct mktcap_usd ConsensRecom earning_yield growth dilution margin ratio sratio sratiopaid turnover cfmargin RnDmargin
0 mean 2202 27920.984726 2.097303 0.002579 0.127838 0.003663 0.076567 2.10453 0.374356 0.185377 0.231152 -0.019318 0.026321
1 median 2202 8451.009932 2.217400 0.045447 0.081131 0.000058 0.078487 0.71590 0.119168 0.017427 0.559382 0.020641 0.000000

Components

RIC CompanyName Industry sector fltweight ConsensRecom earning_yield growth dilution margin sh_payout_ratio ratio sratio sratiopaid ratioConsens turnover cfmargin RnDmargin
0 AAPL.O Apple Inc Phones & Smart Phones 57 Technology 0.047531 1.8261 0.033577 0.101062 -0.052431 0.226337 1.000000 1.385142 0.578740 0.578740 1.150341 0.831144 0.242358 0.058062
1 MSFT.O Microsoft Corporation Software (NEC) 57 Technology 0.036257 1.6800 0.029304 0.143899 -0.007599 0.294486 0.497024 0.577265 0.362273 0.180058 1.298506 0.462164 0.236281 0.129405
2 GOOGL.O Alphabet Inc Search Engines 57 Technology 0.024065 1.6735 0.041294 0.200605 -0.012986 0.220211 0.314469 1.374542 0.529551 0.166527 1.325389 0.620924 0.145046 0.146069
3 AMZN.O Amazon.com, Inc. Internet & Mail Order Department Stores 53 Consumer Cyclicals 0.021993 1.6909 0.014266 0.217947 0.006242 0.038458 0.000000 0.382628 0.095422 0.000000 1.320412 1.305582 0.004049 0.122318
4 1299.HK AIA Group Ltd Life Insurance 55 Financials 0.016820 1.5313 0.011619 0.272464 -0.000126 0.130801 0.293433 0.467850 0.018671 0.005479 1.399594 0.171265 0.024382 0.000000
5 TSLA.O Tesla Inc Electric (Alternative) Vehicles 53 Consumer Cyclicals 0.013598 2.3415 -0.000779 0.414566 0.082345 -0.011136 0.000000 -0.043396 -0.082266 0.000000 3.239615 0.658370 -0.163571 0.071066
6 BRKa Berkshire Hathaway Inc Consumer Goods Conglomerates 54 Consumer Non-Cyclicals 0.009584 2.0000 0.074907 0.057437 -0.023069 0.167721 0.307964 1.264071 0.164835 0.050763 1.319958 0.319534 0.027280 0.000000
7 UNH UnitedHealth Group Inc Managed Healthcare (NEC) 56 Healthcare 0.009132 1.7692 0.032895 0.095178 -0.004196 0.054303 0.333743 0.462174 0.299730 0.100033 1.093273 1.403012 0.017222 0.000000
8 JNJ Johnson & Johnson Pharmaceuticals (NEC) 56 Healthcare 0.008138 2.3158 0.036826 0.050830 -0.007784 0.173111 0.689576 0.552527 0.220808 0.152264 1.136379 0.510568 0.145458 0.142831
9 XOM Exxon Mobil Corp Oil & Gas Refining and Marketing (NEC) 50 Energy 0.007325 2.4828 0.039853 0.134925 0.000547 0.045871 0.661518 0.997263 -0.045474 -0.030082 1.080771 0.729993 0.058038 0.005630
10 META.O Meta Platforms Inc Social Media & Networking 57 Technology 0.007028 2.0000 0.086413 0.246092 -0.021437 0.339089 0.248081 5.887074 1.563790 0.387947 1.461043 0.566220 0.218004 0.207731
11 JPM JPMorgan Chase & Co Banks (NEC) 55 Financials 0.006253 2.1852 0.098269 0.042161 -0.039801 0.629912 0.640151 2.556051 0.996628 0.637993 1.190054 0.017880 -3.202633 0.000000
12 NVDA.O NVIDIA Corporation Semiconductors (NEC) 57 Technology 0.006239 1.9286 0.024494 0.259429 -0.006544 0.292392 0.320639 1.037169 0.214963 0.068925 1.741043 0.707226 0.074440 0.214558
13 PG Procter & Gamble Co Personal Products (NEC) 54 Consumer Non-Cyclicals 0.006234 2.3478 0.036798 0.041819 -0.015288 0.165740 0.877191 0.694795 0.306929 0.269236 1.119017 0.600541 0.180126 0.024951
14 V Visa Inc Internet Security & Transactions Services 57 Technology 0.006106 1.7105 0.030742 0.112281 -0.022480 0.473681 0.881928 0.960381 0.425819 0.375542 1.283409 0.287064 0.298851 0.000000
15 NESN.S Nestle SA Food Processing (NEC) 54 Consumer Non-Cyclicals 0.005970 2.0385 0.034454 -0.005347 -0.020805 0.126903 1.000000 0.544411 0.241786 0.241786 1.130451 0.674611 0.112044 0.018865
16 CVX Chevron Corporation Oil & Gas Refining and Marketing (NEC) 50 Energy 0.005701 2.3103 0.034286 0.151812 0.010578 0.051519 0.375792 0.652523 -0.009918 -0.003727 1.126967 0.573454 0.093179 0.007477
17 HD Home Depot Inc Home Improvement Products & Services Retailers... 53 Consumer Cyclicals 0.005623 2.0294 0.049585 0.087080 -0.036222 0.098469 1.000000 1.867217 0.999494 0.999494 1.177313 2.157153 0.089260 0.000000
18 LLY Eli Lilly And Co Pharmaceuticals (NEC) 56 Healthcare 0.005492 1.8696 0.018970 0.056886 -0.028670 0.183876 1.000000 0.435925 0.084875 0.084875 1.089331 0.538958 0.120507 0.246699
19 0700.HK Tencent Holdings Ltd Online Services (NEC) 57 Technology 0.005291 1.8182 0.052252 0.215038 0.002780 0.302955 0.011193 1.870871 0.542278 0.006070 1.354258 0.389995 -0.072625 0.000000

Kmeans Clusters

A 100 clusters are defined using zscore on ConsensusRecom, earning yield, stressed earning yield, growth, stressed growth, dilution, margin and turnover

These criteria allow to separate for high and reliable growth, high and reliable earning yield, dilution, margin, and capital intensiveness through margin.

ConsensRecom earning_yield searning_yield growth sgrowth dilution margin sh_payout_ratio turnover ratio sratio sratiopaid ratioConsens
label
46 1.878696 -0.018623 -0.034865 0.264387 0.192501 0.044834 -0.097807 0.043478 0.617083 -0.483594 -0.243227 -0.000739 1.558240
89 1.996918 0.010255 -0.012636 0.298922 0.161476 0.042092 0.004853 0.016713 1.758331 0.541265 -0.242434 -0.002599 1.397403
1 1.897533 0.040315 0.025887 0.195794 0.089651 -0.005285 0.242637 0.340224 0.587472 1.949491 0.398523 0.168636 1.356938
60 1.605340 0.028913 0.013948 0.200100 0.055794 0.013392 0.089336 0.096147 0.936216 1.258119 0.158815 0.020680 1.377108
58 2.661003 0.035170 0.024130 0.129401 0.041119 -0.002091 0.217253 0.364539 0.545721 0.753426 0.242009 0.104617 1.155853
11 2.258136 0.043266 0.032235 0.228102 0.039093 0.213795 0.323474 0.000000 0.055143 0.480064 0.046433 0.000000 1.180346
94 1.838028 0.025893 0.013831 0.122084 0.029637 0.006424 0.129112 0.218063 0.507355 0.461548 0.112732 0.032545 1.274183
16 2.103748 0.030590 0.012482 0.128859 -0.002241 0.053858 0.131079 0.011282 0.312625 0.447083 0.034372 0.000327 1.215489
71 2.376921 0.047160 0.030596 0.064562 -0.005326 0.015742 0.362049 0.304572 0.134242 0.674441 0.243756 0.093111 1.155823
53 1.715565 0.104504 0.079663 0.131048 -0.006772 0.017723 0.120418 0.190963 0.388775 3.292203 0.723146 0.243816 1.458372
32 2.954853 0.040922 0.027535 0.070451 -0.007134 -0.002650 0.113970 0.423772 0.593090 0.700374 0.224988 0.103705 -9.063832
8 2.008243 0.053541 0.024445 0.089372 -0.008256 0.003515 0.030145 0.250673 2.194466 1.167461 0.265712 0.072269 1.288022
26 2.697900 0.063506 0.052753 0.167486 -0.009394 0.116498 0.394305 0.000000 0.044848 1.213436 0.097035 0.000000 1.126147
38 2.885465 0.059396 0.033862 0.077297 -0.009680 -0.016095 0.042841 0.528590 2.081249 1.500631 0.374706 0.219598 1.092387
83 2.013516 0.077815 0.061899 0.089976 -0.011329 0.004328 0.571667 0.288552 0.116530 1.914790 0.592323 0.147517 1.266968
18 2.502175 0.017926 -0.003026 0.170027 -0.011387 0.130650 0.060560 0.000000 0.437076 0.266541 -0.003756 0.000000 1.262364
54 1.886206 0.070852 0.046568 0.272769 -0.011413 0.118052 0.316528 0.000000 0.152805 3.825917 0.080636 0.000000 1.303741
36 2.040918 0.046513 0.033098 0.070162 -0.013139 -0.012940 0.072956 0.475935 0.985553 0.949308 0.280663 0.159727 -3.552675
44 2.176155 0.036414 0.023605 0.071753 -0.014102 -0.007128 0.137726 0.450984 0.483780 0.616089 0.167037 0.083949 1.204353
23 3.086486 0.058709 0.040750 0.071987 -0.015443 -0.002716 0.493462 0.481362 0.210582 1.183936 0.365449 0.182040 1.105105
72 2.032527 0.053038 0.040508 0.148051 -0.018292 0.093620 0.507887 0.000000 0.074722 0.817792 0.088062 0.000000 1.184031
88 2.118686 0.059335 0.037619 0.094992 -0.019015 -0.004294 0.049080 0.317992 1.491486 1.473863 0.290015 0.099297 1.263410
14 2.287638 0.143841 0.097107 0.097117 -0.024206 -0.012292 0.077992 0.298872 0.778735 6.238134 0.996768 0.288955 1.368527
55 2.384383 0.059375 0.022946 0.107542 -0.026585 -0.019297 0.031385 0.580661 3.054097 2.596780 0.396278 0.347078 1.120264
4 2.545901 0.039548 0.023529 0.056596 -0.027410 -0.010281 0.083180 0.572010 0.833289 0.697629 0.182387 0.108769 1.149035
25 2.374677 0.085790 0.059256 0.052902 -0.032770 -0.012411 0.074880 0.451453 0.595527 1.706272 0.473476 0.226148 1.219143
37 2.267722 0.049482 0.032876 0.074440 -0.032782 -0.029047 0.245078 0.752416 0.563551 1.407708 0.351500 0.283829 1.227630
69 2.754879 0.091157 0.055317 0.062245 -0.032785 -0.003577 0.054998 0.330939 0.862648 1.794290 0.443420 0.123769 1.172268
81 2.063733 0.062742 0.039049 0.073416 -0.034058 -0.047472 0.049044 0.847412 1.970320 2.551027 0.547984 0.491649 1.216918
42 2.912079 0.118259 0.084473 0.049821 -0.034981 -0.020909 0.089189 0.430861 0.634453 3.579108 0.852183 0.380251 1.120430
43 1.755612 0.048104 0.026193 0.098003 -0.037357 0.010636 0.347292 0.241073 0.200395 0.875453 0.220957 0.065636 1.363150
52 1.795542 0.020991 -0.005512 0.178406 -0.042728 0.096828 0.055330 0.002364 0.416851 0.360680 -0.005547 0.000013 1.438758
97 3.071158 0.041677 0.029921 0.075106 -0.045059 -0.005445 0.066217 0.532028 1.233762 0.846186 0.219545 0.130866 1.006140
70 2.440933 0.120744 0.067265 0.041701 -0.048058 -0.089886 0.186026 0.824880 0.254083 7.847503 1.019625 0.834820 1.243279
86 2.520128 0.064052 0.034951 0.033054 -0.052486 -0.008197 0.063923 0.480708 1.208032 0.999648 0.248139 0.129507 1.187601
85 2.603371 0.042553 0.025213 0.048407 -0.052504 0.016485 0.149887 0.243387 0.250512 0.480063 0.136477 0.034315 1.136473
56 1.847302 0.076750 0.040253 0.058155 -0.052822 -0.016097 0.099036 0.488812 0.349711 1.741126 0.320891 0.173696 1.334338
66 3.427248 0.069329 0.047320 0.049390 -0.053385 0.000494 0.109383 0.463247 0.444624 1.405188 0.298206 0.143509 1.014521
79 2.759750 0.117336 0.061015 0.069791 -0.054269 -0.066723 0.072709 0.754701 1.405707 7.034031 0.690297 0.552584 1.206659
65 1.773081 0.002223 -0.067707 0.090378 -0.056504 0.010188 -0.012522 0.250680 0.447771 0.181212 -0.182875 -0.094003 1.419833
7 2.276141 0.104891 0.071566 0.030788 -0.062113 -0.032982 0.418245 0.570343 0.047549 2.651959 0.657611 0.422382 1.221562
12 1.743671 0.039930 0.014282 0.064569 -0.065197 0.004503 0.061786 0.293389 0.675394 0.582672 0.086988 0.030268 1.350233
10 1.593178 0.052694 0.022763 0.096754 -0.069976 -0.010612 0.048073 0.417542 1.368189 1.487230 0.153380 0.070158 1.372824
40 1.670746 0.125476 0.084637 0.268285 -0.078143 0.007880 0.073373 0.325053 0.991040 30.337378 1.045558 0.225147 -1206.087510
6 1.771870 0.297333 0.241548 0.233336 -0.081847 0.009932 0.104021 0.277858 0.406399 113.477654 8.233426 3.393856 1.550931
49 3.084482 0.103938 0.079312 0.053066 -0.084442 -0.013163 0.315282 0.538666 0.139043 3.967451 0.602936 0.352834 1.079531
84 1.683994 0.198622 0.143136 0.222220 -0.087655 0.011093 0.123543 0.301367 0.444558 36.125004 1.971791 0.600833 1.496664
48 2.726297 0.008948 -0.043037 0.042460 -0.102565 0.013560 0.006981 0.404963 0.408015 0.170107 -0.094951 -0.055541 1.220421
33 2.132962 0.004965 -0.084598 0.049032 -0.103287 -0.002310 0.001487 0.537631 0.998224 0.167282 -0.129083 -0.083808 1.412749
19 2.016700 0.188342 0.103461 0.164042 -0.109792 0.004379 0.322663 0.314974 0.114965 21.175854 0.806601 0.328198 1.394794
13 2.163635 0.074639 0.064285 0.134980 -0.111369 0.021513 0.916135 0.325328 0.034173 2.798352 0.230587 0.086511 1.250133
27 2.266409 0.036666 -0.011473 0.054879 -0.127690 -0.002594 0.054950 0.501689 0.427993 0.601878 -0.034075 -0.028269 1.230993
63 2.352107 0.116263 0.072716 0.112088 -0.145156 -0.006665 0.278445 0.467917 0.123727 5.689716 0.314853 0.176120 1.277321
39 3.011625 0.076292 -0.003267 0.030093 -0.147786 -0.030663 0.149290 0.693419 0.182685 2.140976 0.057658 0.039520 -2.586517
15 2.447400 -0.015583 -0.169822 0.081470 -0.163718 0.009164 -0.018630 0.391636 0.364294 -0.070590 -0.141843 -0.075106 1.250397
2 2.810194 0.174686 0.120878 0.157866 -0.168430 0.003923 0.167510 0.371164 0.333732 15.373272 0.557246 0.181990 1.295097
95 1.978200 0.079741 0.042805 0.314736 -0.194905 0.018330 0.197903 0.189373 0.421568 10.549207 0.122951 0.021668 1.367899
91 2.377648 0.088622 0.064974 0.234389 -0.255640 -0.001446 0.096870 0.487331 0.755037 7.621793 0.125860 0.061633 1.252911
87 2.898236 0.074289 0.055674 0.253962 -0.272510 0.015799 0.426508 0.494342 0.073716 4.588133 0.069190 0.033984 1.031894
59 2.117255 -0.069214 -0.305664 0.083246 -0.417196 0.024882 -0.095663 0.272727 0.455185 -0.485992 -0.021529 -0.013946 1.371230
64 2.267167 0.029456 0.017248 0.100855 -0.448063 -0.005116 0.178424 0.496790 0.271171 1.100012 0.005074 0.003884 -10039.054625