Value Factor - US

Coverage

Value Factor scores are available for all the tradable stock equities on the US stock exchanges, including major securities markets such as NYSE, Nasdaq and Dow Jones Industrial.

Top 10 Sectors Count Type Start Date
Finance 1118 Equities 2003-01-01
Health Technology 759 Equities 2003-01-01
Technology Services 388 Equities 2003-01-01
Electronic Technology 384 Equities 2003-01-01
Producer Manufacturing 301 Equities 2003-01-01
Consumer Services 279 Equities 2003-01-01
Non-Energy Minerals 234 Equities 2003-01-01
Commercial Services 219 Equities 2003-01-01
Energy Minerals 217 Equities 2003-01-01
Industrial Services 189 Equities 2003-01-01

Delivery & Access

Value factors are calculated daily for thousands of stocks This data is available via API and CSV download.

Data Example

As a data feed, customers can expect to receive information in the following format.

Value Factor - US

Trade Date Symbol Company Name Country Sector VC 1 VC 2 VC 3 Earnings Yield Buyback Yield Shareholder Yield Book to Price Sales to Price FCF to Price EBITDA/EV
2018-01-31 JNJ Johnson & Johnson US Health Technology -0.24 0.53 0.23 0.04 0.04 0.06 -0.12 0.20 0.01 0.07
2018-01-31 MSFT Microsoft Corporation US Technology Services -0.55 0.15 -0.18 0.04 0.03 0.04 0.01 0.14 0.01 0.06
2018-01-31 CSCO Cisco Systems, Inc. US Electronic Technology 0.62 1.12 0.94 0.05 0.05 0.07 0.02 0.23 0.06 0.09
2018-01-31 HON Honeywell International Inc. US Producer Manufacturing -0.11 0.50 0.28 0.04 0.03 0.05 -0.17 0.33 0.01 0.07
2018-01-31 DIS Walt Disney Company US Consumer Services 0.66 1.09 1.01 0.05 0.07 0.08 -0.15 0.34 0.05 0.09
2018-01-31 SPGI S&P Global, Inc. US Commercial Services -0.50 0.11 -0.08 0.04 0.03 0.04 -0.12 0.13 0.01 0.06
2018-01-31 XOM Exxon Mobil Corporation US Energy Minerals 1.06 1.29 1.12 0.04 0.02 0.05 0.51 0.63 0.01 0.08
2018-01-31 ENB Enbridge Inc. CA Industrial Services -0.70 -0.68 -0.97 0.02 -0.71 -0.70 0.01 0.50 -0.01 0.04
2018-01-31 LIN Linde plc GB Process Industries -0.28 0.37 0.09 0.04 0.02 0.04 -0.01 0.24 0.01 0.07
2018-01-31 AMZN Amazon.com, Inc. US Retail Trade -1.08 -0.98 -1.08 0.00 -0.02 -0.02 -0.00 0.23 0.00 0.02

Contact Sales if you are interested in accessing historic data for back testing.

Disclaimer: The information provided here and on kavout.com site is for general informational purposes only. It does not constitute investment advice, financial advice, trading advice, or any other sort of advice. Kavout does not recommend that any investment decision be made based on this information. You are solely responsible for your own investment decisions. Please conduct your own research and consult with qualified financial advisors before making any investment. Kavout and its partners are participants in a number of affiliate advertising programs. As an Amazon Associate, Kavout or its partners earn from qualifying purchases from affiliate links. We also participate in other affiliate and advertising programs that provide a means for us to earn advertising fees by advertising and linking to third-party websites.