29 May, 2017
This rank was developed by James O'Shaughnessy in 2011. In general, a higher FCF score value would represent high free cash flow growth. The score is a number between one and one hundred (1 being best and 100 being the worst). In general, a higher FCF score value would represent high free cash flow growth. Similarly, the Value Composite Two (VC2) is calculated with the same ratios, but adds the Shareholder Yield. Value of 44.00000. The Q.i. The Q.i. Value is calculated using the following ratios: EBITDA Yield, Earnings Yield, FCF Yield, and Liquidity. These ratios consist of EBITDA Yield, FCF Yield, Liquidity, and Earnings Yield. (TSE:3773) is 61.00000. The Q.i. The lower the Q.i. value, the more undervalued the company is thought to be. A lower value may indicate larger traded value meaning more sell-side analysts may cover the company leading to a smaller chance shares are priced improperly.
At the time of writing, Six Flags Entertainment Corporation (NYSE:SIX) has a Piotroski F-Score of 5. The F-Score may help discover companies with strengthening balance sheets. Typically, a stock with a high score of 8 or 9 would be seen as strong, and a stock scoring on the lower end between 0 and 2 would be viewed as weaker. Joseph Piotroski developed the F-Score which employs nine different variables based on the company financial statement. A single point is assigned to each test that a stock passes.
Investors may be interested in viewing the Gross Margin score on shares of Raytheon Company (NYSE:RTN). United Utilities Group PLC (LSE:UU.) now has a Piotroski F-Score of 7. The FCF score is an indicator that is derived by combining free cash flow stability with free cash flow growth. The score is also determined by change in gross margin and change in asset turnover.
United Utilities Group PLC (LSE:UU.) now has an FCF quality score of 2.194074. The MF Rank (aka the Magic Formula) is a formula that pinpoints a valuable company trading at a good price.
Cobham plc (LSE:COB) boasts a Price to Book ratio of 6.787707. A company that manages their assets well will have a higher return, while a company that manages their assets poorly will have a lower return. Six Flags Entertainment Corporation has a current ERP5 Rank of 8228. Investors may use Price to Book to display how the market portrays the value of a stock. This ranking uses four ratios. Checking in on some other ratios, the company has a Price to Cash Flow ratio of 13.413728, and a current Price to Earnings ratio of 25.801942.
After a recent check, the current stock price divided by the 52-week high for shares of Ju Teng International Holdings Limited (SEHK:3336), gives us a value of 0.938.
Webster Limited (ASX:WBA) now has a 6 month price index of 1.09843. The six month price index is measured by dividing the current share price by the share price six months ago. A ratio under one signals that the price has lowered over that same time frame. A ratio lower than one shows that the price has decreased over that time period.
Looking at some alternate time periods, the 12 month price index is 1.36484, the 24 month is 0.76067, and the 36 month is 0.84315. If the ratio is greater than 1, then that means there has been an increase in price over the month.
Watching some historical volatility numbers on shares of Entertainment One Ltd. (LSE:ETO), we can see that the 12 month volatility is presently 34.145300. Narrowing in a bit closer, the 5 month price index is 1.20200, the 3 month is 1.25804, and the 1 month is now 1.24850. Stock price volatility may be used to spot changes in market trends.