Fundamental Value

Global Fundamental Values

Detailed Summary Statistics

desc ct mktcap_usd ConsensRecom earning_yield growth dilution margin smargin ratio ratiopaid sratio sratiopaid turnover cfmargin scfmargin RnDmargin sector
0 mean 107 34121 2.15 0.0182 0.1360 0.0216 0.0292 -0.0409 1.32 1.28 0.0660 0.0658 0.6816 0.0398 -0.0293 0.0083 50 Energy
0 mean 172 10685 2.18 0.0345 0.1471 0.0460 0.1512 0.0811 2.33 1.79 0.4130 0.3420 0.1846 -0.1247 -0.4235 0.0028 60 Real Estate
0 mean 98 18482 2.31 0.0445 0.0833 0.0211 0.0573 0.0046 0.7035 0.7253 0.1750 0.1485 0.3255 -0.0299 -0.1204 0.0004 59 Utilities
0 mean 358 46659 1.96 0.0488 0.1112 -0.0049 0.1184 0.0565 1.13 0.9109 0.3213 0.2691 0.5396 0.0601 -0.0634 0.0647 57 Technology
0 mean 224 33638 2.10 -0.1477 0.1055 0.0028 0.0242 -0.0980 0.5146 0.5095 0.1330 0.1221 0.7436 -0.1168 -0.5175 0.0620 56 Healthcare
0 mean 6 2969 2.31 0.0530 0.0481 -0.0064 0.1019 0.0683 1.22 1.01 0.1706 0.1576 0.5233 0.0113 -0.1503 0.0008 63 Education
0 mean 175 34735 2.23 0.0439 0.0470 -0.0040 0.0700 0.0360 0.6414 0.5844 0.1998 0.1946 0.7683 0.0479 -0.0157 0.0058 54 Consumer Non-Cyclicals
0 mean 310 27007 2.20 0.1039 0.0513 -0.0048 0.1445 0.1118 2.36 1.77 0.8290 0.6698 0.0529 -0.1683 -0.4602 -0.0025 55 Financials
0 mean 345 22899 2.07 -0.0853 0.0838 0.0002 0.0521 0.0146 0.5933 0.6269 0.1895 0.1759 0.7894 0.0127 -0.0527 0.0186 53 Consumer Cyclicals
0 mean 373 16140 2.20 -0.0020 0.0904 0.0031 0.0568 0.0153 1.16 0.9505 0.3761 0.3437 0.6503 0.0109 -0.0677 0.0105 52 Industrials
0 mean 192 14527 2.27 0.0811 0.1133 0.0072 0.0817 0.0313 2.95 1.95 0.2136 0.2017 0.7093 0.0538 -0.0328 0.0084 51 Basic Materials
1 median 175 10946 2.27 0.0416 0.0459 -0.0005 0.0564 0.0364 0.3961 0.3259 0.0989 0.0786 0.8628 0.0374 -0.0001 0 54 Consumer Non-Cyclicals
1 median 373 7020 2.20 0.0398 0.0640 -0.0009 0.0675 0.0384 0.4254 0.3167 0.0989 0.0692 0.7222 0.0234 -0.0254 0 52 Industrials
1 median 310 10825 2.24 0.0807 0.0567 -0.0004 0.1824 0.1178 1.07 0.7785 0.2244 0.1363 0.0654 0.0023 -0.1565 0 55 Financials
1 median 224 9587 2.09 0.0273 0.0999 0.0075 0.0774 0.0352 0.2284 0 0.0368 0 0.5159 0.0051 -0.0957 0.0746 56 Healthcare
1 median 192 6809 2.32 0.0673 0.0800 -0.0012 0.0720 0.0299 0.9670 0.7585 0.1288 0.0893 0.7392 0.0316 -0.0224 0.0029 51 Basic Materials
1 median 358 10285 2.09 0.0289 0.1023 0.0034 0.0773 0.0331 0.3056 0.0586 0.0399 0 0.5868 0.0220 -0.0609 0.0716 57 Technology
1 median 98 10791 2.33 0.0483 0.0461 0.0104 0.1015 0.0531 0.3302 0.1793 0.0721 0.0315 0.2453 -0.0253 -0.1227 0 59 Utilities
1 median 107 10869 2.11 0.0266 0.1620 0.0197 0.0225 -0.0740 0.3095 0 -0.0040 0 0.4341 0.0333 -0.0426 0.0004 50 Energy
1 median 172 5824 2.33 0.0420 0.0794 0.0283 0.2602 0.1323 0.3429 0.0065 0.0624 0 0.1080 -0.0123 -0.3150 0 60 Real Estate
1 median 345 6877 2.27 0.0467 0.0563 -0.0040 0.0552 0.0249 0.5920 0.4467 0.0781 0.0395 0.9307 0.0289 -0.0232 0 53 Consumer Cyclicals
1 median 6 2765 2.30 0.0696 0.0518 -0.0116 0.1052 0.0883 1.24 0.7358 0.0706 0.0410 0.6082 0.0268 -0.1416 0 63 Education

Summary Statistics

2360 stocks

desc ct mktcap_usd ConsensRecom earning_yield growth dilution margin smargin ratio ratiopaid sratio sratiopaid turnover cfmargin scfmargin RnDmargin
0 mean 2360 26575 2.11 0.0094 0.0909 0.0019 0.0762 0.0223 1.22 1.00 0.3222 0.2770 0.2378 -0.0150 -0.1618 0.0204
1 median 2360 8199 2.21 0.0435 0.0722 0.0001 0.0781 0.0403 0.4747 0.2823 0.0777 0.0230 0.5577 0.0220 -0.0461 0

Components

company search
RIC CompanyName Industry sector float_usd ConsensRecom earning_yield growth dilution margin smargin sh_payout_ratio ratio ratiopaid sratio sratiopaid ratioConsens turnover cfmargin scfmargin RnDmargin
0 AAPL.O Apple Inc Phones & Smart Phones 57 Technology 2401504 1.80 0.0358 0.1089 -0.0506 0.2281 0.2077 1.0000 1.57 1.57 0.6068 0.6068 1.20 0.8522 0.2685 0.1780 0.0602
1 MSFT.O Microsoft Corp Software (NEC) 57 Technology 1844231 1.68 0.0325 0.1358 -0.0112 0.3015 0.2313 0.5552 0.7054 0.7054 0.4113 0.4113 1.37 0.4768 0.2317 0.0970 0.1289
2 GOOGL.O Alphabet Inc Search Engines 57 Technology 1143318 1.67 0.0438 0.1951 0.0006 0.2171 0.1676 0 0.7274 0 0.2734 0 1.48 0.6215 0.1376 0.0841 0.1471
3 AMZN.O Amazon.com, Inc. Internet & Mail Order Department Stores 53 Consumer Cyclicals 865760 1.69 0.0196 0.2215 0.0110 0.0383 0.0193 0 0.3032 0 0.0820 0 1.79 1.31 0.0015 -0.0296 0.1232
4 BRKa Berkshire Hathaway Inc Consumer Goods Conglomerates 54 Consumer Non-Cyclicals 571946 2.00 0.0699 0.0500 -0.0170 0.1889 0.0796 0.2342 0.5786 0.4840 0.1065 0.0890 1.17 0.3198 0.0242 -0.0289 0
5 UNH UnitedHealth Group Inc Managed Healthcare (NEC) 56 Healthcare 492566 1.77 0.0337 0.0941 -0.0040 0.0546 0.0471 0.3103 0.2927 0.2927 0.1907 0.1907 1.08 1.40 0.0151 0.0065 0
6 TSLA.O Tesla Inc Electric (Alternative) Vehicles 53 Consumer Cyclicals 484063 2.34 -0.0012 0.4137 0.0800 -0.0100 -0.1122 0 -0.0371 0 -0.0752 0 4.90 0.6620 -0.1683 -0.3901 0.0707
7 XOM Exxon Mobil Corp Oil & Gas Refining and Marketing (NEC) 50 Energy 467516 2.48 0.0393 0.1285 -0.0009 0.0492 -0.0272 0.5984 0.8544 0.8544 -0.0382 -0.0382 0.8930 0.7425 0.0527 0.0084 0.0056
8 JNJ Johnson & Johnson Pharmaceuticals (NEC) 56 Healthcare 462358 2.35 0.0349 0.0497 -0.0081 0.1742 0.1075 0.6844 0.5093 0.5093 0.2043 0.2043 1.05 0.5121 0.1428 0.0878 0.1430
9 JPM JPMorgan Chase & Co Banks (NEC) 55 Financials 396629 2.19 0.0874 0.0479 -0.0376 0.2913 0.2409 0.6399 2.15 2.15 1.27 1.27 0.9985 0.0378 -1.30 -2.96 0
10 TSM Taiwan Semiconductor Mfg. Co. Ltd. (ADR) Semiconductors (NEC) 57 Technology 389687 1.80 0.2351 0.1031 0 0.3549 0.3336 0.3739 0.3720 0.3720 0.1823 0.1823 1.18 0.4784 0.1428 0.0232 0.0811
11 NVDA.O NVIDIA Corporation Semiconductors (NEC) 57 Technology 389582 1.93 0.0190 0.2713 -0.0048 0.2977 0.2496 0.3112 0.5145 0.5145 0.0955 0.0955 1.47 0.7111 0.0399 -0.1346 0.2149
12 CVX Chevron Corporation Oil & Gas Exploration and Production (NEC) 50 Energy 355962 2.31 0.0369 0.1582 0.0065 0.0549 -0.0141 0.3904 0.6026 0.6026 -0.0093 -0.0093 0.9514 0.5939 0.0855 0.0361 0.0073
13 PG Procter & Gamble Co Personal Products (NEC) 54 Consumer Non-Cyclicals 346617 2.35 0.0362 0.0371 -0.0221 0.1679 0.1168 1.0000 0.7866 0.7866 0.3569 0.3569 1.07 0.6136 0.1759 0.1226 0.0071
14 LLY Eli Lilly And Co Pharmaceuticals (NEC) 56 Healthcare 343180 1.87 0.0164 0.0552 -0.0274 0.1854 0.0766 1.0000 0.3631 0.3631 0.0717 0.0717 0.9310 0.5387 0.1168 0.0319 0.2470
15 NESN.S Nestle SA Food Processing (NEC) 54 Consumer Non-Cyclicals 329724 2.04 0.0388 0.0100 -0.0249 0.1342 0.0952 1.0000 0.7250 0.7250 0.2973 0.2973 1.13 0.6726 0.1120 0.0540 0.0188
16 HD Home Depot Inc Home Improvement Products & Services Retailers (NEC) 53 Consumer Cyclicals 318563 2.03 0.0468 0.0871 -0.0362 0.0985 0.0891 1.0000 1.72 1.72 0.9249 0.9249 1.11 2.16 0.0872 0.0560 0
17 V Visa Inc Internet Security & Transactions Services 57 Technology 311161 1.73 0.0309 0.0937 -0.0229 0.4848 0.4304 0.8789 0.8492 0.8492 0.4090 0.4090 1.18 0.2980 0.4306 0.2897 0
18 BAC Bank of America Corp Banks (NEC) 55 Financials 301314 2.11 0.0802 0.0246 -0.0533 0.2699 0.2147 0.8242 2.28 2.28 1.01 1.01 1.10 0.0346 -1.16 -2.86 0
19 MA Mastercard Inc Internet Security & Transactions Services 57 Technology 296589 1.68 0.0262 0.1239 -0.0229 0.4134 0.3598 0.9959 0.9699 0.9699 0.3829 0.3829 1.19 0.5534 0.2966 0.2171 0
20 ABBV.K AbbVie Inc Pharmaceuticals (NEC) 56 Healthcare 281565 2.22 0.0392 0.1371 0.0141 0.1956 0.1509 0.2164 0.3810 0.2945 0.0893 0.0690 1.01 0.4012 0.1540 -0.1511 0.1487
21 PFE Pfizer Inc. Pharmaceuticals (NEC) 56 Healthcare 274085 2.30 0.0794 0.0863 -0.0152 0.2835 0.1892 0.5713 1.83 1.83 0.1016 0.1016 1.20 0.3056 0.2480 0.1272 0.1730
22 MRK Merck & Co Inc Pharmaceuticals (NEC) 56 Healthcare 270539 2.19 0.0386 0.0817 -0.0153 0.1770 0.1022 0.8672 0.9658 0.9658 0.2004 0.2004 0.9323 0.4754 0.1649 0.0486 0.2041
23 KO Coca-Cola Co Non-Alcoholic Beverages (NEC) 54 Consumer Non-Cyclicals 269030 2.08 0.0293 0.0071 -0.0007 0.1913 0.1199 0.6343 0.2681 0.2681 0.0652 0.0652 1.11 0.4259 0.2065 0.1495 0
24 PEP.O PepsiCo, Inc. Carbonated Soft Drinks 54 Consumer Non-Cyclicals 254605 2.45 0.0362 0.0517 -0.0078 0.1133 0.0786 0.6502 0.5136 0.5136 0.2463 0.2463 0.9810 0.8345 0.0864 0.0091 0.0092
25 META.O Meta Platforms Inc Social Media & Networking 57 Technology 250992 2.00 0.1228 0.2422 -0.0176 0.3337 0.2779 0.1350 5.84 2.82 1.43 0.6891 2.15 0.5601 0.1714 0.0431 0.2116
26 ROG.S Roche Holding AG Pharmaceuticals (NEC) 56 Healthcare 244636 2.19 0.0520 0.0445 -0.0201 0.2072 0.1802 0.9354 1.24 1.24 0.5477 0.5477 1.18 0.7024 0.2001 0.1801 0.2020
27 ASML.AS ASML Holding NV Semiconductor Equipment & Testing (NEC) 57 Technology 243988 1.88 0.0217 0.1762 -0.0164 0.2630 0.2228 1.0000 1.08 1.08 0.4245 0.4245 1.17 0.4925 0.2120 -0.0917 0.1063
28 COST.O Costco Wholesale Corporation Discount Stores (NEC) 53 Consumer Cyclicals 236049 1.85 0.0224 0.1133 0.0017 0.0237 0.0219 0.3366 0.2130 0.2130 0.1523 0.1523 1.04 3.37 0.0167 0.0069 0
29 AVGO.O Broadcom Inc Semiconductors (NEC) 57 Technology 221426 1.78 0.0265 0.1534 0.0270 0.1946 -0.0122 0 0.2402 0 -0.0050 0 1.24 0.3517 0.0333 -0.3475 0.1883
30 0700.HK Tencent Holdings Ltd Online Services (NEC) 57 Technology 217017 1.82 0.0601 0.2610 0.0042 0.3005 0.2469 0.0075 1.91 0.0509 0.7031 0.0188 1.50 0.3915 -0.0839 -0.1525 0
31 TMO Thermo Fisher Scientific Inc. Advanced Medical Equipment & Technology (NEC) 56 Healthcare 214131 1.71 0.0281 0.1407 -0.0013 0.1478 0.1122 0.0919 0.2871 0.0943 0.1245 0.0409 1.22 0.4252 -0.0277 -0.1583 0.0385
32 WMT Walmart Inc Food Retail & Distribution (NEC) 54 Consumer Non-Cyclicals 213496 1.92 0.0302 0.0329 -0.0208 0.0229 0.0176 1.0000 0.6033 0.6033 0.3693 0.3693 0.9185 2.33 0.0300 0.0176 0
33 NOVN.S Novartis AG Pharmaceuticals (NEC) 56 Healthcare 203888 2.57 0.0748 0.0088 -0.0181 0.2660 0.1498 0.7172 1.17 1.17 0.2973 0.2973 1.05 0.3807 0.1896 0.0855 0.1737
34 MCD McDonald's Corp Quick Service Restaurants 53 Consumer Cyclicals 199818 1.97 0.0293 -0.0106 -0.0263 0.2600 0.2199 1.0000 0.4467 0.4467 0.1633 0.1633 1.03 0.5485 0.2544 0.1595 0
35 SHEL.K Shell PLC (ADR) Integrated Oil & Gas 50 Energy 199589 1.67 0.0300 0.0937 -0.0155 0.0348 -0.0347 1.0000 0.8841 0.8841 -0.0313 -0.0313 1.19 0.7288 0.0760 0.0369 0.0097
36 CSCO.O Cisco Systems Inc Communications & Networking (NEC) 57 Technology 199358 2.43 0.0452 0.0143 -0.0373 0.1826 0.1013 1.0000 0.9969 0.9969 0.3011 0.3011 1.10 0.4889 0.3659 0.1800 0.1288
37 7203.T Toyota Motor Corp Auto & Truck Manufacturers (NEC) 53 Consumer Cyclicals 199306 2.00 0.0804 0.0257 -0.0191 0.0758 0.0652 0.4888 1.08 1.08 0.4647 0.4647 1.19 0.5310 0.0021 -0.0514 0
38 AZN.L AstraZeneca plc Pharmaceuticals (NEC) 56 Healthcare 195834 1.94 0.0222 0.0973 0.0240 0.0935 0.0428 0.3369 0.1342 0.1342 0.0180 0.0180 1.08 0.3730 0.0564 -0.0160 0.2334
39 ACN Accenture Plc IT Services & Consulting (NEC) 57 Technology 195392 2.08 0.0346 0.1065 -0.0054 0.1081 0.1000 0.4265 0.4580 0.4580 0.2669 0.2669 1.20 1.40 0.0919 0.0872 0
40 LVMH.PA LVMH Moet Hennessy Louis Vuitton SE Apparel & Accessories (NEC) 53 Consumer Cyclicals 188225 1.79 0.0282 0.1291 -0.0008 0.1400 0.1092 0.3566 0.3385 0.3385 0.0781 0.0781 1.11 0.5574 0.0510 -0.0766 0
41 ABT Abbott Laboratories Medical Equipment, Supplies & Distribution (NEC) 56 Healthcare 183496 1.95 0.0254 0.1309 0.0281 0.1067 0.0546 0 0.1931 0 0.0323 0 1.20 0.4784 0.0682 -0.1896 0.0710
42 WFC Wells Fargo & Co Banks (NEC) 55 Financials 180053 1.93 0.0832 -0.0338 -0.0521 0.2134 0.1402 0.8835 1.71 1.71 0.4514 0.4514 1.12 0.0427 0.0945 -0.5926 0
43 DIS Walt Disney Co Broadcasting (NEC) 53 Consumer Cyclicals 178461 1.93 0.0428 0.0031 0.0155 0.0955 0.0105 0 0.1660 0 0.0016 0 1.45 0.4486 0.0688 -0.0194 0
44 DHR Danaher Corporation Advanced Medical Equipment & Technology (NEC) 56 Healthcare 170696 1.80 0.0280 0.1059 0.0088 0.1763 0.1497 0 0.2088 0 0.0697 0 1.24 0.3404 -0.1177 -0.4561 0.0602
45 LIN Linde PLC Industrial Gases 51 Basic Materials 169194 1.82 0.0265 0.1995 0.0903 0.1369 0.0696 0 0.2133 0 0.0057 0 1.03 0.3894 0.1908 0.0898 0.0065
46 NEE NextEra Energy Inc Electric Utilities (NEC) 59 Utilities 168419 1.94 0.0245 0.0113 0.0114 0.2430 0.1589 0 0.0901 0 0.0311 0 1.15 0.1569 -0.2766 -0.3878 0
47 BMY Bristol-Myers Squibb Co Pharmaceuticals (NEC) 56 Healthcare 168150 2.00 0.0275 0.1466 0.0384 0.1013 -0.0381 0 0.2208 0 -0.0098 0 1.03 0.4715 0.1240 -0.0717 0.2237
48 VZ Verizon Communications Inc. Integrated Telecommunications Services (NEC) 57 Technology 163416 2.71 0.1176 0.0132 0.0055 0.1506 0.1102 0.2994 0.9841 0.9841 0.4697 0.4697 1.53 0.4405 0.0540 -0.0131 0
49 TXN.O Texas Instruments Incorporated Semiconductors (NEC) 57 Technology 162105 2.59 0.0422 0.0741 -0.0176 0.3528 0.2846 0.7536 0.9089 0.9089 0.3064 0.3064 1.01 0.8067 0.2895 0.2236 0.0970
50 ADBE.O Adobe Inc Application Software 57 Technology 155564 1.77 0.0304 0.1843 -0.0135 0.2824 0.2212 0.4385 0.7310 0.7310 0.3840 0.3840 1.39 0.5335 0.2060 0.1113 0.1679
51 COP ConocoPhillips Oil & Gas Exploration and Production (NEC) 50 Energy 154371 1.85 0.0320 0.2171 0.0006 0.0696 -0.0896 0.2599 0.5670 0.5263 -0.0082 -0.0076 0.9810 0.4644 0.1790 0.0532 0.0265
52 CMCSA.O Comcast Corporation Satellite Service Operators 57 Technology 152070 2.27 0.0942 0.0701 -0.0214 0.1267 0.0639 0.4182 1.66 1.66 0.3148 0.3148 1.50 0.4238 0.0320 -0.1053 0
53 PM Philip Morris International Inc. Tobacco (NEC) 54 Consumer Non-Cyclicals 151893 2.27 0.0529 0.0294 -0.0001 0.2608 0.2355 0.6213 0.6580 0.6580 0.4164 0.4164 1.11 0.7161 0.2520 0.1636 0
54 AMGN.O Amgen, Inc. Pharmaceuticals (NEC) 56 Healthcare 150903 2.67 0.0424 0.0244 -0.0549 0.2707 0.1782 1.0000 1.11 1.11 0.4106 0.4106 0.8876 0.3599 0.4222 0.1287 0.1679
55 TTEF.PA TotalEnergies SE Integrated Oil & Gas 50 Energy 148536 1.81 0.0799 0.1331 0.0167 0.0499 0.0027 0.2765 0.9699 0.9580 0.0036 0.0035 1.09 0.6196 0.0436 -0.0073 0.0090
56 1398.HK Industrial and Commrcl Bank of China Ltd Banks (NEC) 55 Financials 148103 1.79 0.2135 0.0488 0.0218 0.4000 0.3880 0.2067 4.29 3.17 2.43 1.79 1.48 0.0258 -0.0022 -0.0845 0
57 0939.HK China Construction Bank Corporation Banks (NEC) 55 Financials 147926 1.77 0.2404 0.0542 0.0017 0.3696 0.3550 0.2921 7.38 7.38 4.78 4.78 1.53 0.0280 0.0419 -0.0318 0
58 CRM Salesforce Inc Cloud Computing Services 57 Technology 147294 1.77 0.0117 0.2248 0.0642 0.0611 0.0031 0 0.1204 0 0.0045 0 1.62 0.3731 -0.0958 -0.1916 0.1582
59 BHP.AX BHP Group Ltd Diversified Mining 51 Basic Materials 147232 2.45 0.0613 0.1201 -0.0102 0.2193 0.0985 0.6449 2.53 2.53 0.2512 0.2512 1.01 0.4507 0.3145 0.2382 0.0087
60 HON.O Honeywell International Inc Consumer Goods Conglomerates 54 Consumer Non-Cyclicals 147007 2.14 0.0314 -0.0187 -0.0237 0.1359 0.0937 1.0000 0.4507 0.4507 0.1585 0.1585 0.9452 0.6250 0.1157 0.0277 0
61 9988.HK Alibaba Group Holding Ltd E-commerce & Auction Services 57 Technology 144365 1.61 0.1083 0.3370 0.0114 0.2232 0.1506 0 7.99 0 1.94 0 1.93 0.3946 -0.0625 -0.1570 0.0879
62 RTX Raytheon Technologies Corp Aerospace & Defense (NEC) 52 Industrials 142641 1.84 0.0325 0.0251 0.0959 0.0720 0.0095 0 0.0776 0 0.0004 0 1.19 0.4292 0.0216 -0.0865 0.0458
63 QCOM.O Qualcomm Inc Semiconductors (NEC) 57 Technology 140100 2.08 0.0463 0.1376 -0.0542 0.1526 -0.0235 1.0000 2.75 2.75 -0.0443 -0.0443 1.51 0.6585 0.2840 -0.0861 0.2409
64 SCHW.K Charles Schwab Corp Investment Banking & Brokerage Services (NEC) 55 Financials 137882 1.94 0.0409 0.1838 0.0584 0.2934 0.2637 0 0.4094 0 0.0667 0 1.07 0.0338 -3.76 -7.83 0
65 T AT&T Inc. Wireless Telecommunications Services (NEC) 57 Technology 135865 2.54 0.0865 -0.0538 0.0387 0.1018 0.0359 0.1881 0.2657 0.1785 0.0170 0.0114 1.23 0.3362 0.0614 -0.0494 0
66 IBM International Business Machines Corp. IT Services & Consulting (NEC) 57 Technology 134370 2.55 0.0450 -0.0433 -0.0098 0.1024 0.0585 0.7666 0.4195 0.4195 0.0765 0.0765 0.9610 0.5150 0.0820 -0.0335 0.0927
67 UPS United Parcel Service, Inc. Courier, Postal, Air Freight & Land-based Logistics (NEC) 52 Industrials 133423 2.29 0.0457 0.0847 -0.0037 0.0736 0.0382 0.4428 0.5793 0.5793 0.1852 0.1852 1.15 1.42 0.0431 0.0015 0
68 NKE Nike Inc Sports & Outdoor Footwear 53 Consumer Cyclicals 132677 1.97 0.0285 0.0575 -0.0185 0.1036 0.0749 0.8762 0.5757 0.5757 0.2134 0.2134 1.26 1.35 0.0705 0.0051 0
69 DE Deere & Company Agricultural Machinery 52 Industrials 131818 2.15 0.0369 0.0264 -0.0043 0.0964 0.0623 0.2734 0.1851 0.1807 0.0058 0.0057 0.8791 0.5288 -0.0001 -0.0654 0.0426
70 CVS CVS Health Corp Healthcare Facilities & Services (NEC) 56 Healthcare 130979 2.14 0.0508 0.0996 0.0417 0.0237 0.0113 0 0.3421 0 0.0371 0 1.17 1.40 -0.0029 -0.0863 0
71 UNP Union Pacific Corporation Ground Freight & Logistics (NEC) 52 Industrials 130252 2.11 0.0543 0.0403 -0.0523 0.3019 0.2153 1.0000 1.71 1.71 0.5282 0.5282 1.19 0.3562 0.2355 0.1883 0
72 GS Goldman Sachs Group Inc Investment Banking & Brokerage Services (NEC) 55 Financials 130070 2.24 0.0875 0.0937 -0.0314 0.1916 0.1254 0.4851 2.15 2.15 0.5922 0.5922 1.00 0.0485 -0.8547 -1.48 0
73 NFLX.O Netflix Inc Online Services (NEC) 57 Technology 127851 2.75 0.0231 0.2151 0.0038 0.0973 0.0460 0 0.3692 0 0.0886 0 0.8761 0.6329 -0.1223 -0.2418 0.0822
74 LOW Lowe's Companies Inc Home Improvement Products & Services Retailers (NEC) 53 Consumer Cyclicals 127456 1.86 0.0366 0.0787 -0.0464 0.0571 0.0400 1.0000 1.27 1.27 0.4525 0.4525 1.12 1.97 0.0629 0.0323 0
75 ORCL.K Oracle Corporation Enterprise Software 57 Technology 127386 2.62 0.0412 0.0456 -0.0784 0.2158 0.1325 1.0000 1.46 1.46 0.4015 0.4015 1.05 0.3291 0.2801 -0.1265 0.1613
76 LMT Lockheed Martin Corp Aerospace & Defense (NEC) 52 Industrials 125975 2.48 0.0451 0.0502 -0.0251 0.0909 0.0689 0.8630 1.01 1.01 0.4327 0.4327 0.9547 1.20 0.0860 0.0721 0
77 ULVR.L Unilever plc Personal Products (NEC) 54 Consumer Non-Cyclicals 123058 2.52 0.0613 0.0229 -0.0206 0.1189 0.0919 1.0000 1.24 1.24 0.5116 0.5116 1.01 0.7961 0.1104 0.0433 0.0144
78 CAT Caterpillar Inc. Construction Machinery 52 Industrials 123028 2.38 0.0362 0.0702 -0.0192 0.0814 0.0312 0.8521 0.8289 0.8289 0.0713 0.0713 0.9293 0.6197 0.0848 0.0731 0.0362
79 AMD.O Advanced Micro Devices, Inc. Semiconductors (NEC) 57 Technology 122752 2.05 0.0138 0.2986 0.1269 0.0753 -0.0388 0 0.1555 0 -0.0098 0 1.63 1.15 0.0309 -0.0296 0.2123
80 INTC.O Intel Corporation Semiconductors (NEC) 57 Technology 122350 2.90 0.1241 0.0200 -0.0275 0.2325 0.1778 0.4302 2.07 2.07 0.5793 0.5793 1.45 0.4985 0.1418 0.0585 0.2015
81 CBA.AX Commonwealth Bank of Australia Banks (NEC) 55 Financials 121692 3.67 0.0489 0.0039 0.0019 0.3937 0.3675 0.4017 0.3154 0.3154 0.1954 0.1954 0.8321 0.0239 0.1066 -0.5670 0
82 SAPG.DE SAP SE Enterprise Software 57 Technology 118130 2.09 0.0380 0.0585 -0.0040 0.1577 0.1276 0.5190 0.4454 0.4454 0.2434 0.2434 1.08 0.4622 0.0595 -0.0399 0.1609
83 MS Morgan Stanley Investment Banking & Brokerage Services (NEC) 55 Financials 117628 2.04 0.0734 0.0857 -0.0245 0.1824 0.1498 0.5271 1.59 1.59 0.4758 0.4758 1.04 0.0528 -0.4353 -0.9874 0
84 HSBA.L HSBC Holdings plc Banks (NEC) 55 Financials 116990 2.48 0.1425 0.0917 -0.0095 0.1354 0.0747 0.8162 6.26 6.26 0.4074 0.4074 1.33 0.0279 0.1547 0.1026 0
85 SPGI.K S&P Global Inc Professional Information Services (NEC) 52 Industrials 116501 2.07 0.0295 0.1287 0.0546 0.3194 0.2811 0 0.1894 0 0.0224 0 0.2903 0.5536 0.3024 0.1858 0
86 AXP American Express Company Consumer Credit Cards Services 55 Financials 114474 2.24 0.0596 0.0708 -0.0400 0.1370 0.0978 0.8106 1.80 1.80 0.3884 0.3884 1.14 0.2206 0.0003 -0.2619 0
87 SBUX.O Starbucks Corporation Restaurants & Bars (NEC) 53 Consumer Cyclicals 114014 2.47 0.0337 0.0398 -0.0358 0.1224 0.0840 1.0000 0.8062 0.8062 0.0922 0.0922 0.9802 1.18 0.1241 0.0037 0
88 1299.HK AIA Group Ltd Life Insurance 55 Financials 113302 1.53 0.0038 -0.1102 -0.0001 0.1323 0.1064 0.3443 0.0533 0.0533 0.0011 0.0011 1.40 0.1452 0.0461 -0.0089 0
89 BLK BlackRock Inc Investment Management & Fund Operators (NEC) 55 Financials 109443 1.83 0.0476 0.0579 -0.0162 0.3058 0.2773 0.6358 0.7966 0.7966 0.3528 0.3528 0.9418 0.0951 0.1497 0.0727 0
90 HDB HDFC Bank Limited (ADR) Banks (NEC) 55 Financials 109247 1.0000 0.6368 0.1582 0.0154 0.3339 0.3097 0 7.84 0 3.69 0 1.11 0.0502 -2.65 -3.19 0
91 ADP.O Automatic Data Processing Inc IT Services & Consulting (NEC) 57 Technology 108802 3.00 0.0250 0.0632 -0.0178 0.1642 0.1499 1.0000 0.5823 0.5823 0.4076 0.4076 0.9132 0.3310 0.0979 -0.4313 0.0015
92 SIEGn.DE Siemens AG Consumer Goods Conglomerates 54 Consumer Non-Cyclicals 108358 1.96 0.0472 -0.0610 -0.0033 0.0713 0.0555 0.5980 0.2937 0.2937 0.0284 0.0284 1.09 0.5150 0.0119 -0.0378 0.0731
93 INTU.O Intuit Inc. Financial Technology (Fintech) (NEC) 57 Technology 108063 1.68 0.0234 0.1792 0.0169 0.2090 0.1833 0 0.2661 0 0.1309 0 1.42 0.8855 0.0834 -0.1359 0.1851
94 GILD.O Gilead Sciences, Inc. Pharmaceuticals (NEC) 56 Healthcare 107040 2.59 0.0513 -0.0193 -0.0124 0.2091 0.0848 0.6198 0.4881 0.4881 0.0705 0.0705 0.8136 0.4019 0.2231 0.0041 0.2523
95 BX Blackstone Inc Investment Management 55 Financials 106540 2.17 0.0253 0.0117 -0.0777 0.2136 0.1715 1.0000 0.6251 0.6251 0.0001 0.0001 1.23 0.2628 0.1436 -0.1368 0
96 PLD Prologis Inc Industrial REITs 60 Real Estate 106320 2.00 0.0336 0.1373 0.0564 0.5504 0.4286 0 0.2336 0 0.0646 0 1.37 0.0828 0.3905 0.0231 0
97 BP.L BP plc Oil & Gas Refining and Marketing (NEC) 50 Energy 105380 2.04 -0.0196 -0.0295 0.0144 -0.0120 -0.0937 0 -0.0316 0 -0.0048 0 1.07 0.6845 0.0249 -0.0241 0.0214
98 6758.T Sony Group Corp Household Electronics (NEC) 57 Technology 105375 1.83 0.0493 0.0533 -0.0058 0.0744 0.0396 0.1782 0.3306 0.2104 0.0903 0.0575 1.35 0.3838 -0.0018 -0.0364 0.0381
99 MDT Medtronic PLC Medical Equipment, Supplies & Distribution (NEC) 56 Healthcare 105009 2.31 0.0415 -0.0025 -0.0159 0.1432 0.1206 0.8247 0.5617 0.5617 0.2742 0.2742 1.34 0.3289 0.1813 0.0900 0.0803

Kmeans Clusters

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 turnover.

sh_payout_ratio turnover ratio sratio sratiopaid ratioConsens ConsensRecom earning_yield searning_yield growth sgrowth dilution margin turnover
label
24 0.0457 0.5655 -0.2550 -0.1832 -0.0146 1.56 1.97 -0.0183 -0.0518 0.2733 0.1581 0.0311 -0.0955 0.5655
7 0 0.3516 2.17 0.2050 0 1.79 1.67 0.0459 0.0264 0.3471 0.1491 0.0972 0.2132 0.3516
41 0.0224 0.9497 0.2311 0.0575 0.0228 1.51 1.66 0.0140 0.0019 0.2158 0.1391 0.0348 0.0399 0.9497
67 0.2752 0.6394 0.9986 0.2545 0.1862 1.75 1.90 0.0348 0.0250 0.1958 0.0951 0.0013 0.2298 0.6394
65 0.1507 0.3070 0.6602 0.0705 0.0173 1.30 2.01 0.0331 0.0139 0.1673 0.0734 0.0167 0.1480 0.3070
28 0.2318 0.6467 21.9 1.02 0.4894 1.37 2.13 0.1573 0.0894 0.2551 0.0652 0.0151 0.0902 0.6467
18 0.2855 0.3640 32.3 10.1 8.33 1.72 1.70 0.2954 0.2351 0.1359 0.0442 0.0123 0.0928 0.3640
2 0.2185 0.2018 7.04 1.25 0.7458 1.56 1.69 0.1457 0.1095 0.1743 0.0362 0.0194 0.2445 0.2018
71 0.3532 0.6655 0.8098 0.1756 0.1492 -9.88 2.86 0.0344 0.0252 0.1122 0.0301 -0.0016 0.1606 0.6655
26 0 0.0649 0.4978 0.0753 0 1.20 2.48 0.0564 0.0441 0.1477 0.0151 0.0993 0.4491 0.0649
16 0.4085 1.13 0.8340 0.2002 0.1767 -5.56 1.99 0.0379 0.0252 0.1084 0.0100 -0.0080 0.0782 1.13
46 0.6168 3.18 2.16 0.5502 0.5541 1.15 2.22 0.0495 0.0249 0.1034 0.0009 -0.0199 0.0355 3.18
40 0.2698 0.1121 0.9993 0.2757 0.1650 1.30 1.81 0.0711 0.0462 0.0969 0.0008 0.0098 0.3497 0.1121
33 0.0718 0.6401 0.5447 0.0216 0.0031 1.27 2.03 0.0323 0.0089 0.1626 0.0003 0.0250 0.0794 0.6401
86 0.2938 2.34 1.02 0.1716 0.1100 1.28 1.99 0.0462 0.0159 0.1031 -0.0000 -0.0016 0.0271 2.34
62 0 0.0583 0.3110 0.0196 0 1.19 2.36 0.0527 0.0373 0.1794 -0.0070 0.1598 0.2563 0.0583
13 0.1664 0.2813 0.4888 0.1113 0.0566 1.16 2.56 0.0423 0.0249 0.0932 -0.0136 0.0134 0.1363 0.2813
54 0.2912 0.8109 1.08 0.1791 0.1424 -364 1.53 0.0517 0.0317 0.0929 -0.0141 -0.0003 0.0702 0.8109
73 0.3264 0.1518 1.30 0.3137 0.1585 1.31 1.94 0.0697 0.0524 0.0813 -0.0182 0.0112 0.5911 0.1518
8 0.0028 0.4333 0.1534 -0.0037 -0.0001 1.48 1.84 0.0174 -0.0126 0.1788 -0.0188 0.0961 0.0484 0.4333
6 0.4044 2.30 1.59 0.2929 0.2559 1.02 2.83 0.0753 0.0279 0.0979 -0.0212 -0.0083 0.0376 2.30
11 0.4682 1.48 1.26 0.2053 0.1828 1.30 1.60 0.0562 0.0260 0.0909 -0.0247 -0.0080 0.0524 1.48
4 0.5765 0.5679 0.7629 0.2188 0.2074 1.10 2.40 0.0414 0.0287 0.0749 -0.0251 -0.0125 0.2192 0.5679
36 0.6092 0.0652 3.64 0.8407 0.8349 1.17 2.23 0.1018 0.0729 0.0490 -0.0282 -0.0451 0.2369 0.0652
3 0 0.4937 0.0427 -0.0016 0 1.15 2.08 0.0116 -0.0159 0.2199 -0.0293 0.1965 0.0452 0.4937
63 0.3539 0.3376 0.2366 -0.1706 -0.1450 1.26 2.60 0.0066 -0.0538 0.0969 -0.0300 0.0201 -0.0077 0.3376
38 0.3171 1.48 0.8165 0.1937 0.1379 1.16 2.25 0.0595 0.0390 0.0723 -0.0301 0.0016 0.0525 1.48
95 0.3415 0.1010 0.5135 0.1790 0.1444 1.13 2.59 0.0498 0.0329 0.0514 -0.0334 0.0151 0.3292 0.1010
94 0.3779 0.7998 0.6328 0.1586 0.1424 1.22 2.03 0.0531 0.0312 0.0574 -0.0354 -0.0045 0.0702 0.7998
72 0.5005 0.7021 0.6593 0.1887 0.1802 1.11 2.50 0.0503 0.0320 0.0472 -0.0370 -0.0066 0.0794 0.7021
92 0.6176 1.93 2.58 0.4790 0.4411 1.20 2.07 0.0714 0.0421 0.0807 -0.0372 -0.0265 0.0440 1.93
75 0.2815 0.1241 10.3 2.45 1.96 1.41 1.97 0.2312 0.1783 0.0798 -0.0372 0.0161 0.3128 0.1241
48 0.9161 0.6686 1.88 0.2658 0.2658 1.18 2.04 0.0477 0.0240 0.0731 -0.0385 -0.0433 0.1586 0.6686
56 0.3675 0.7565 3.85 0.6493 0.6074 1.37 2.36 0.1338 0.0921 0.0753 -0.0458 -0.0168 0.0902 0.7565
15 0.3708 0.7940 1.82 0.3389 0.3118 1.08 2.97 0.1068 0.0586 0.0463 -0.0465 -0.0118 0.0607 0.7940
32 0.3757 0.4454 0.4172 0.0848 0.0746 1.20 2.03 0.0375 0.0161 0.0601 -0.0467 -0.0011 0.1063 0.4454
12 0.1999 0.0699 1.92 0.2789 0.1055 1.36 2.27 0.0837 0.0727 0.0849 -0.0473 0.0392 0.9196 0.0699
27 0.5576 0.1613 1.48 0.2798 0.2593 -1.55 3.13 0.0572 0.0359 0.0535 -0.0501 -0.0038 0.4409 0.1613
29 0.3643 0.3464 1.41 0.2168 0.1947 1.31 1.56 0.0758 0.0345 0.0699 -0.0502 -0.0019 0.1015 0.3464
68 0.2123 0.4802 0.0723 -0.1077 -0.0611 1.32 1.71 0.0038 -0.0722 0.0668 -0.0505 0.0147 0.0026 0.4802
0 0.4222 1.04 0.9455 0.2379 0.2206 1.16 2.41 0.0705 0.0426 0.0498 -0.0510 -0.0077 0.0641 1.04
77 0.5135 1.03 0.5386 0.1507 0.1423 1.06 2.83 0.0448 0.0250 0.0341 -0.0580 -0.0069 0.0735 1.03
61 0.0839 0.1796 0.3124 0.0174 -0.0070 1.20 2.20 0.0393 0.0048 0.0545 -0.0591 0.0360 0.1350 0.1796
31 0.4982 1.62 0.7759 0.1219 0.1179 0.9898 2.96 0.0408 0.0016 0.0559 -0.0616 -0.0092 0.0420 1.62
90 0.0977 0.8567 8.21 -0.0827 -0.0418 1.87 2.16 0.1745 -0.0673 0.1441 -0.0629 0.0246 0.0716 0.8567
59 0.8846 0.3673 3.42 0.3849 0.3849 1.14 2.67 0.0833 0.0288 0.0311 -0.0678 -0.0687 0.1079 0.3673
74 0.5382 0.2579 0.7211 0.1321 0.1208 1.05 3.13 0.0549 0.0165 0.0321 -0.0694 0.0000 0.1129 0.2579
98 0.4683 0.1883 1.25 0.3104 0.3002 1.22 2.11 0.0887 0.0554 0.0302 -0.0705 -0.0107 0.0971 0.1883
93 0.3170 0.4711 3.87 0.9443 0.7694 1.59 1.87 0.1701 0.1400 0.0653 -0.0730 0.0126 0.1130 0.4711
83 0 0.3809 0.5780 0.0087 0 1.19 2.54 0.0529 0.0077 0.1320 -0.0747 0.1308 0.0970 0.3809
39 0.4622 0.1914 2.30 0.3919 0.3747 1.10 2.76 0.1122 0.0703 0.0357 -0.0800 -0.0085 0.1485 0.1914
82 0.6965 1.53 8.69 0.5086 0.5086 1.12 2.85 0.1309 0.0608 0.0631 -0.0929 -0.0750 0.0732 1.53
37 0.0163 0.1136 2.36 0.0514 0.0051 1.23 2.05 0.0891 0.0444 0.1842 -0.0932 0.0782 0.2837 0.1136
58 0.5408 0.6530 1.01 0.1879 0.1813 0.9036 3.63 0.0585 0.0304 0.0286 -0.0948 -0.0048 0.0916 0.6530
17 0.6838 0.3771 0.0132 -0.1822 -0.1527 1.24 2.37 -0.0108 -0.1557 -0.0069 -0.1102 -0.0056 -0.0208 0.3771
66 0.4426 0.8319 0.1807 -0.0817 -0.0681 1.32 2.28 0.0125 -0.0509 0.0056 -0.1408 0.0020 0.0036 0.8319
79 0.3526 0.3376 0.5199 0.0763 0.0667 1.19 2.10 0.0470 0.0249 0.0402 -0.1426 0.0022 0.2607 0.3376
10 0.3854 0.8764 1.19 -0.0891 -0.0743 1.33 3.01 0.0355 -0.2211 0.0267 -0.1629 -0.0020 0.0201 0.8764
25 0.3739 1.11 0.6543 0.0662 0.0529 1.23 1.89 0.0592 0.0285 0.0085 -0.1664 -0.0035 0.0485 1.11
21 0.4270 0.5038 0.3385 -0.0005 -0.0007 1.13 2.50 0.0376 0.0004 -0.0043 -0.2106 0.0024 0.0573 0.5038
49 0.5040 0.4666 0.6058 -0.0141 -0.0135 -5508 1.86 0.0396 -0.0261 0.0191 -0.2949 -0.0118 0.0730 0.4666
78 0.4555 0.3791 0.4348 0.0037 0.0034 1.22 2.22 0.0530 0.0190 -0.0048 -0.5856 0.0023 0.1364 0.3791