Value Factors


A company can be cheap overall, but how does it compare to the selected stock universe and to its peers? To make this as intuitive as possible we created the value factors grid. In the rows you can find the key value ratios. In the second column, we provide these ratios for the selected company.

In the third column, we provide the percentile to which the company belongs when using the complete stock universe. (percentiles divide all stocks in 100 groups with an equal amount of stocks. 1 = best, 100 worst) This data is displayed using a meter, which turns green (red) when the value is below 33 (over 66). We also provide the median value for this ratio calculated over the full stock universe. (We use median instead of average to avoid that the value is impacted by extreme values.)

In the next 3 columns, we provide the same percentiles and medians, but this time calculated only on the stocks belonging to the same sector, industry group and industry.

In the screenshot above you can see that while the company's P/S of 1.97 is slightly above average compared to all stocks, it is relatively high when looking only at the industry. Another interesting piece of information is that its Ebitda yield seem quite high at 10.5%, compared to 3.7% for all stocks, however it's not exceptional for this specific industry where the median is 9.6%. If you want to see all other stocks in the industry, there's a quick link at the top of the scorecard. Click here for more information.

Finally, if you want to see how a particular measure is calculated, just hover over the value to see the formula tooltip:

If you want to read more about the selected measure, click on the 'Go To glossary' link. This takes you to the dynamic glossary where you can find background information about this measure, the formula and the calculation for the selected company. You can also find links to components of this calculation. Here's an extract of the glossary:

New! All value factors are now fully dynamic and calculated on a filtered stock universe using the filters specified in the Filter Menu. The filters taken into account are: countries, markets, industries, market cap, trading value, results age and currency.