The Value Rank is a ranking system based on an equal weighted blend of traditional value ratios including the P/B, P/E, P/S, P/FCF, Earnings Yield and Dividend Yield. These inputs are computed for every company in the market on a daily basis, ranked, blended and then re-ranked as a percentile from 0 (worst) to 100 (best).
The Value Rank has outperformed in accordance with the ‘value anomaly’ - the fact that cheap stocks tend to outperform expensive stocks.
While higher ranking value shares may outperform on average, in individual cases there may be a higher risk of finding Value Traps and broken business models.
Our recommendation is to always use the Value Rank in combination with other Quality or Momentum factors.
Ticker | Name | Value Rank | StockRank™ |
---|---|---|---|
LON:OPG | OPG Power Ventures | 99.78 | 92 |
LON:TLW | Tullow Oil | 99.68 | 36 |
LON:RE. | R E A Holdings | 99.45 | 70 |
LON:LDG | Logistics Development | 99.43 | 83 |
LON:GDP | Goldplat | 99.38 | 91 |