Momentum Factor Valuation Feb2020

결과

TickerShort NamepricemomentumpricevolatilitypricepositiveMarket CapMarket CapPrice:D-1ValuePrice/Value
CNNE US EquityCANNAE HOLDINGS979413.25B3.25B41.11
CPRT US EquityCOPART INC9696123.79B23.79B102.3572142%
PRFT US EquityPERFICIENT INC969511.64B1.64B50.3220252%
GNRC US EquityGENERAC HOLDINGS969216.72B6.72B107.591118%
HALL US EquityHALLMARK FINL96921316.43M316.43M17.462279%
AAPL US EquityAPPLE INC959311.42T1.42T323.87246132%
SPXC US EquitySPX CORP959212.25B2.25B51.0121243%
MKTX US EquityMARKETAXESS9593113.58B13.58B358.16237151%
CABO US EquityCABLE ONE INC9510019.80B9.80B1716.3674255%
NRC US EquityNATL RESEARCH CO949311.73B1.73B69.2323301%
CDW US EquityCDW CORP/DE9496119.23B19.23B133.8395141%
TTEK US EquityTETRA TECH INC949514.86B4.86B88.7960148%
FICO US EquityFAIR ISAAC CORP9491111.95B11.95B409.89278147%
BX US EquityBLACKSTONE GRO-A9496173.27B73.27B61.1161100%
CNS US EquityCOHEN & STEERS949913.56B3.56B75.3362122%
LDOS US EquityLEIDOS HOLDINGS9499114.52B14.52B102.5898105%
OSW US EquityONESPAWORLD HOLD931001906.69M906.69M14.848186%
CHTR US EquityCHARTER COMMUN-A93941121.49B121.49B492.98471049%
LBRDA US EquityLIBERTY BR-A9397123.16B23.16B126.31
LBRDK US EquityLIBERTY BR-C9398123.16B23.16B127.84
RMD US EquityRESMED INC9394123.79B23.79B165.4470236%
FCN US EquityFTI CONSULTING939114.58B4.58B121.69103118%
GPN US EquityGLOBAL PAYMENTS9298160.12B60.12B200.0490222%
PLOW US EquityDOUGLAS DYNAMICS929211.24B1.24B54.2948113%
ABG US EquityASBURY AUTO GRP929111.92B1.92B99.4311686%
CNMD US EquityCONMED CORP929812.97B2.97B104.6437283%
GLIBA US EquityGCI LIBERTY – A929717.51B7.51B71.01
PFSI US EquityPENNYMAC FINANCI929312.68B2.68B34.11
CCC US EquityCLARIVATE ANALYT929816.42B6.42B20.95
ZTS US EquityZOETIS INC91100165.74B65.74B138.0357242%
WMS US EquityADVANCED DRAINAG919112.92B2.92B42.7812357%
MSCI US EquityMSCI INC9195124.80B24.80B292.77249118%
TYL US EquityTYLER TECHNOLOG91100112.53B12.53B321.4382392%
IESC US EquityIES HOLDINGS INC91941538.94M538.94M25.443965%
CACI US EquityCACI INTL-A919917.02B7.02B280.07178157%
CSGP US EquityCOSTAR GROUP INC9195124.18B24.18B660.02226292%
MLM US EquityMARTIN MAR MTLS9197116.67B16.67B266.7105254%
TDY US EquityTELEDYNE TECH9199113.64B13.64B373.99151248%
ANSS US EquityANSYS INC9197123.98B23.98B280.14126222%
MGRC US EquityMCGRATH RENTCORP919611.98B1.98B81.469118%

Stats

  • Average: 186% (Charter Communications 제외)
  • Median: 157%
  • 1st Quartile: 118%
  • 3rd Quartile: 252%

Notes

  • 케이블 방송 회사, 건설 관련 회사가 꽤 있음.
  • 최근 10~20%씩 성장하며 이익률도 높고 유형자산투자가 없는 회사들도 많이 포함. 그러나 인수합병을 통한 성장, 성장을 위한 재투자, 이런 성장을 유지할 수 있을지는 잘 반영 안 한 가격. 원래 모멘텀은 그런걸지도?

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