Seekingalpha에서 글을 보다가 GT(Goodyear tire)가 undervalue되었있다고 주장하는 글을 읽다가 상당히 재밌는 사이트를 알게됐습니다. 수치해석, 통계, 숫자표현 이런것에 능한사람이 만든것 같습니다. seekingalpha와 자매사이트 같기도 하고요. 다 맞다고 하는것은 아니고요, 계산 geeks들은 어떻게 계산하는지 같이 계산기 뚜드리는지 이해해 보고 싶습니다.
내용이 재밌어서 평소 관심있는 종목들을 넣어봤습니다.
https://quantifiedalpha.com/
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GT(Goodyear TIre)
Market Cap: $7.55B (Mid Cap)
Market Beta: 2.23 (Very High Market Risk)
Metric | GT | Percentile | Analysis |
Value Alpha: | 10.25% | 98th | Strongly Undervalued |
Growth Alpha: | 4.50% | 91st | Strong Growth |
Quality Alpha: | -5.29% | 14th | Bad Quality |
Smart Alpha: | 1.78% | 67th | Slightly Bullish |
Total Alpha: | 11.24% | 90th | Moderate Outperform |
Days to Earnings Release | 78 Days | Earnings Strength Rating | |
Wall St. Consensus EPS Estimate | $0.75 | Wall St. Consensus Rev. Estimate | $4.10B |
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AA(Alcoa)
Market Cap: $16.89B (Large Cap)
Market Beta: 1.64 (High Market Risk)
Metric | AA | Percentile | Analysis |
Value Alpha: | 4.21% | 78th | Moderately Undervalued |
Growth Alpha: | -0.61% | 35th | Weak Growth |
Quality Alpha: | -1.98% | 28th | Mediocre Quality |
Smart Alpha: | -2.47% | 23rd | Moderately Bearish |
Total Alpha: | -0.84% | 40th | Slight Underperform |
Days to Earnings Release | 57 Days | Earnings Strength Rating | |
Wall St. Consensus EPS Estimate | $0.26 | Wall St. Consensus Rev. Estimate | $5.91B |
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DAL(Delta Airlines)
Market Cap: $35.84B (Large Cap)
Market Beta: 1.01 (Low Market Risk)
Metric | DAL | Percentile | Analysis |
Value Alpha: | 1.43% | 59th | Slightly Undervalued |
Growth Alpha: | -0.01% | 43rd | Weak Growth |
Quality Alpha: | 3.87% | 77th | Great Quality |
Smart Alpha: | 0.02% | 45th | Slightly Bearish |
Total Alpha: | 5.31% | 68th | Slight Outperform |
Days to Earnings Release | 71 Days | Earnings Strength Rating | |
Wall St. Consensus EPS Estimate | $1.32 | Wall St. Consensus Rev. Estimate | $10.78B |
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NUAN(Nuance)
Market Cap: $4.99B (Mid Cap)
Market Beta: 1.11 (Average Market Risk)
Metric | NUAN | Percentile | Analysis |
Value Alpha: | -3.15% | 27th | Slightly Overvalued |
Growth Alpha: | -1.96% | 21st | Negative Growth |
Quality Alpha: | 3.78% | 75th | Good Quality |
Smart Alpha: | -4.37% | 12th | Moderately Bearish |
Total Alpha: | -5.70% | 23rd | Moderate Underperform |
Days to Earnings Release | -5 Days | Earnings Strength Rating | |
Wall St. Consensus EPS Estimate | $0.10 | Wall St. Consensus Rev. Estimate | $482.18M |
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QCOM(Qualcomm)
Metric | QCOM | Percentile | Analysis |
Value Alpha: | -0.97% | 41st | Slightly Overvalued |
Growth Alpha: | -0.50% | 36th | Weak Growth |
Quality Alpha: | -3.13% | 22nd | Bad Quality |
Smart Alpha: | 1.26% | 61st | Slightly Bullish |
Total Alpha: | -3.34% | 31st | Slight Underperform |
Days to Earnings Release | 71 Days | Earnings Strength Rating | |
Wall St. Consensus EPS Estimate | $0.82 | Wall St. Consensus Rev. Estimate | $5.81B |
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AAPL(Apple)
Market Cap: $724.74B (Mega Cap)
Market Beta: 0.85 (Low Market Risk)
Metric | AAPL | Percentile | Analysis |
Value Alpha: | -0.99% | 40th | Slightly Overvalued |
Growth Alpha: | 5.91% | 96th | Strong Growth |
Quality Alpha: | 5.11% | 89th | Great Quality |
Smart Alpha: | 1.82% | 68th | Slightly Bullish |
Total Alpha: | 11.85% | 92nd | Strong Outperform |
Days to Earnings Release | 77 Days | Earnings Strength Rating | |
Wall St. Consensus EPS Estimate | $1.74 | Wall St. Consensus Rev. Estimate | $48.07B |
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F(Ford)
Market Cap: $61.74B (Large Cap)
Market Beta: 1.57 (High Market Risk)
Metric | F | Percentile | Analysis |
Value Alpha: | 7.69% | 93rd | Strongly Undervalued |
Growth Alpha: | -0.23% | 40th | Weak Growth |
Quality Alpha: | 1.00% | 50th | Mediocre Quality |
Smart Alpha: | 0.68% | 53rd | Slightly Bullish |
Total Alpha: | 9.14% | 84th | Moderate Outperform |
Days to Earnings Release | 72 Days | Earnings Strength Rating | |
Wall St. Consensus EPS Estimate | $0.38 | Wall St. Consensus Rev. Estimate | $35.65B |
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NXP
Market Cap: $24.53B (Large Cap)
Market Beta: 2.65 (Very High Market Risk)
Metric | NXPI | Percentile | Analysis |
Value Alpha: | -5.28% | 18th | Moderately Overvalued |
Growth Alpha: | 6.37% | 97th | Strong Growth |
Quality Alpha: | 6.55% | 97th | Excellent Quality |
Smart Alpha: | 1.71% | 66th | Slightly Bullish |
Total Alpha: | 9.35% | 85th | Moderate Outperform |
Days to Earnings Release | 71 Days | Earnings Strength Rating | |
Wall St. Consensus EPS Estimate | $1.24 | Wall St. Consensus Rev. Estimate | $1.51B |
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Top 50 ; 자체 지표로 value가 상당히 높다고 나온 상위 50개 종목인것 같습니다. 유료로 하면 screener같은것을 쓰게 해줄것 같습니다. 저는 Market Cap이 너무 작은 기업들은 valuation을 계산할 가치가 떨어진다고 생각합니다.
Rank |
Company |
Ticker |
Total |
Value |
Growth |
Quality |
Smart |
Earnings |
|
Alpha |
Alpha |
Alpha |
Alpha |
Alpha |
Strength |
1 |
Net 1 Ueps Technologies Inc. |
UEPS |
21.09% |
8.41% |
5.14% |
3.83% |
3.70% |
|
2 |
Bassett Furniture Industries Inc. |
BSET |
20.63% |
4.29% |
7.06% |
5.05% |
4.23% |
|
3 |
Chipmos Technologies (BERMUDA) Ltd |
IMOS |
20.00% |
8.81% |
0.80% |
5.58% |
4.81% |
|
4 |
Global Brass And Copper Holdings Inc |
BRSS |
19.23% |
6.66% |
2.93% |
3.82% |
5.83% |
|
5 |
Shoe Carnival Inc. |
SCVL |
18.27% |
3.35% |
3.28% |
6.36% |
5.28% |
|
6 |
Valero Energy Corp. |
VLO |
17.86% |
10.25% |
2.15% |
4.15% |
1.30% |
|
7 |
Wal-Mart Stores Inc. |
WMT |
17.79% |
6.28% |
1.54% |
5.91% |
4.06% |
|
8 |
Spartan Stores Inc. |
SPTN |
17.17% |
5.47% |
5.80% |
4.12% |
1.79% |
|
9 |
Arch Capital Group Ltd |
ACGL |
17.12% |
6.86% |
2.13% |
1.39% |
6.74% |
|
10 |
Voya Financial Inc |
VOYA |
17.00% |
10.84% |
1.95% |
1.39% |
2.83% |
|
11 |
The Marcus Corporation |
MCS |
16.79% |
4.13% |
2.19% |
6.27% |
4.20% |
|
12 |
United Continental Holdings, Inc. |
UAL |
16.79% |
6.52% |
4.75% |
4.62% |
0.89% |
|
13 |
Lear Corp. |
LEA |
16.67% |
5.91% |
4.49% |
4.88% |
1.39% |
|
14 |
Infinity Property and Casualty Corp. |
IPCC |
16.59% |
8.53% |
1.51% |
1.83% |
4.71% |
|
15 |
Culp Inc. |
CFI |
16.51% |
1.89% |
4.79% |
7.00% |
2.83% |
|
16 |
Sanmina-SCI Corp. |
SANM |
16.46% |
9.38% |
1.18% |
1.67% |
4.23% |
|
17 |
Tsakos Energy Navigation Ltd |
TNP |
16.17% |
6.57% |
5.63% |
-0.64% |
4.61% |
|
18 |
ZAGG Incorporated |
ZAGG |
16.10% |
2.74% |
5.59% |
4.04% |
3.73% |
|
19 |
Jabil Circuit Inc. |
JBL |
16.02% |
8.22% |
3.11% |
3.26% |
1.43% |
|
20 |
Midwestone Financial Group Inc |
MOFG |
15.94% |
4.75% |
1.14% |
3.12% |
6.93% |
|
21 |
Mainsource Financial Group Inc |
MSFG |
15.92% |
5.35% |
1.62% |
2.14% |
6.80% |
|
22 |
Big 5 Sporting Goods Corp |
BGFV |
15.92% |
7.07% |
1.39% |
4.76% |
2.70% |
|
23 |
Nova Measuring Instruments Ltd |
NVMI |
15.69% |
1.40% |
1.97% |
8.35% |
3.96% |
|
24 |
SkyWest Inc. |
SKYW |
15.54% |
6.43% |
3.02% |
1.86% |
4.23% |
|
25 |
Aetna Inc. |
AET |
15.54% |
4.61% |
4.86% |
2.98% |
3.08% |
|
26 |
Delphi Automotive Plc |
DLPH |
15.40% |
1.26% |
4.44% |
6.37% |
3.33% |
|
27 |
EchoStar Corp. |
SATS |
15.28% |
5.04% |
1.75% |
4.00% |
4.48% |
|
28 |
Ducommun Inc |
DCO |
15.20% |
7.25% |
3.28% |
2.61% |
2.06% |
|
29 |
Perfect World Co., Ltd. |
PWRD |
15.12% |
6.33% |
0.09% |
7.91% |
0.79% |
|
30 |
Enlink Midstream Llc |
ENLC |
15.06% |
4.72% |
0.57% |
1.23% |
8.54% |
|
31 |
AerCap Holdings N.V. |
AER |
14.94% |
5.22% |
2.25% |
4.62% |
2.84% |
|
32 |
Consolidated Edison Inc. |
ED |
14.84% |
8.43% |
0.81% |
4.80% |
0.80% |
|
33 |
AutoNation Inc. |
AN |
14.67% |
4.09% |
2.62% |
4.62% |
3.34% |
|
34 |
Flextronics International Ltd. |
FLEX |
14.49% |
6.03% |
4.37% |
2.66% |
1.42% |
|
35 |
Bravo Brio Restaurant Group, Inc. |
BBRG |
14.31% |
5.57% |
0.86% |
7.27% |
0.61% |
|
36 |
Endurance Specialty Holdings Ltd |
ENH |
14.20% |
8.20% |
1.94% |
-0.23% |
4.29% |
|
37 |
Magna International Inc. |
MGA |
14.10% |
7.97% |
2.28% |
2.84% |
1.01% |
|
38 |
Superior Energy Services, Inc. |
SPN |
14.05% |
7.84% |
0.20% |
5.17% |
0.84% |
|
39 |
Huntington Ingalls Industries, Inc. |
HII |
14.02% |
1.84% |
4.70% |
3.90% |
3.58% |
|
40 |
United Online, Inc. |
UNTD |
14.01% |
0.02% |
4.08% |
5.47% |
4.43% |
|
41 |
Cai International Inc |
CAP |
13.84% |
9.49% |
0.62% |
1.29% |
2.44% |
|
42 |
Encore Wire Corp. |
WIRE |
13.83% |
2.55% |
0.38% |
5.07% |
5.83% |
|
43 |
Intel Corporation |
INTC |
13.82% |
3.09% |
2.86% |
7.41% |
0.46% |
|
44 |
K12, Inc. |
LRN |
13.78% |
7.65% |
0.88% |
3.22% |
2.03% |
|
45 |
Blount International Inc. |
BLT |
13.77% |
3.98% |
1.83% |
4.32% |
3.64% |
|
46 |
Science Applications International
Corporation |
SAIC |
13.73% |
4.10% |
3.81% |
-2.62% |
8.44% |
|
47 |
Federal Signal Corp. |
FSS |
13.65% |
5.00% |
0.13% |
4.56% |
3.96% |
|
48 |
Targa Resources Corp. |
TRGP |
13.61% |
8.21% |
0.44% |
1.64% |
3.32% |
|
49 |
Health Net, Inc. |
HNT |
13.61% |
3.36% |
3.40% |
5.85% |
1.00% |
|
50 |
Central Garden & Pet Co. |
CENT |
13.60% |
5.36% |
2.47% |
2.69% |
3.08% |
|