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.
|FRA:BTG4||Bertelsmann SE & Co KGaA||99.99||78|
|BIT:BMPS||Banca Monte dei Paschi di Siena SpA||99.97||36|