Valuation, profitability, growth, risk and five factor scores - explored page by page. Use the All / Non-fin. / Fin. switch (top right) to re-cut every chart. Financials are tagged as stocks with no EBITDA data.
Most ratios are right-skewed with extreme tails, so the median describes the basket better than the mean. Tails are clipped at p2-p98 for readability; the extremes are listed below.
Pick any two metrics. Hover for the company, click a dot to open its profile. The dashed line is the least-squares fit.
Teal = move together, orange = move opposite. Hover a cell for the pair.
Stocks are split into quartiles on a factor score. Q4 = highest score. Returns and scores overlap in time, so this shows association, not a tradable backtest.
Low F-Scores (2-4) sit well below higher scores; very few names score 7-8, so the right edge is thin (see n).
Did investors get paid for volatility? Return per unit of volatility is a crude Sharpe-style ratio (12M return ÷ volatility).
Weight the five factors and the ranking updates live. Click a name for its profile.
Missing factor values count as a neutral 50. Top-15 return stats are descriptive, not a forward estimate.
Start from a preset or set your own thresholds. Click a column to sort, a row to open the profile. Setting max P/E excludes loss-makers (negative P/E).
EV/EBITDA, ROCE and EBITDA margin are blank for the same 19 stocks, all banks, NBFCs, insurers, AMCs and brokers, which do not report EBITDA conventionally. The “Fin.” switch uses that pattern as a proxy, not an official sector tag. Compare them on P/B, ROE and P/E. Debt/Equity is blank for 12 names. Extremes such as P/Op. Cash Flow of 784× or 3Y profit growth of 806% come from tiny bases, so medians and ranks are used throughout.