A Short List of Over 300 Variables We Monitor Are:
Value Criteria: Price to Earnings; Earnings Yield; Price to Book; Price to Sales; Price to Working Capital; Price to Cash Flow; Dividend Yield; Payout Ratio.
Growth and Momentum Criteria: Return on Equity; Reinvestment Rate; Return on Total Assets; Earnings Growth and Momentum; Cash Flow Growth and Momentum.
Industry/Corporate Trends: To capture industry/company trends over time, we are able to calculate every useful Income Statement and Balance Sheet Ratio since 1987.
Predictability Ratios: These ratios are useful tools in the management of risk (variability) in the construction of client portfolios - 5 and 1 year price Beta; Earnings Variability Rank; % deviation around 5 and 10 year Earnings/share; Percent Coefficient of Variability; previous, current and next year estimates versus the industry median.
Technical Considerations: 5 year and 1 year alpha; Price Change; Price Momentum; Relative Price Change; Relative Strength; Total Return; Contribution; Market Relative Price Change; Industry Relative Price Change.
