Composite Factors

Custom Factor

Valuesignals offers the unique capability to combine any number of factors into a combined factor. Joel Greenblatt combined Earnings Yield and ROC into the Magic Formula. Our team added ROC 5Y and Book-to-Market to create the ERP5 ranking. But what if you wanted, for instance, to momentum into the mix?

Custom factors allow you to combine your favourite factors and make these factors available in the grid.