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Market statistics


DATE          --------------PBV-------------     --------------PER---------------
               P20   P40   P50    P60   P80      P20    P40    P50    P60    P80
14-Nov-2017   1.11  2.04  2.63   3.52  6.55     9.07  13.87  15.91  18.32  25.50
14-Nov-2016   1.09  1.82  2.33   3.03  5.40     8.42  12.97  14.73  16.61  23.01
04-Nov-2015   1.16  1.92  2.54   3.12  5.30    10.30  13.83  15.62  17.40  23.09
08-Nov-2014   1.12  1.75  2.20   2.77  4.65    10.30  13.58  14.96  16.58  21.83
05-May-2014   1.23  1.93  2.39   3.10  5.06    11.66  14.73  16.37  18.11  22.77
06-May-2013   0.85  1.34  1.71   2.19  4.12    -1.27  10.87  12.77  14.51  20.09
21-Nov-2010   1.13  1.88         2.76  4.93                                     


Footnotes

  • 08-Nov-2014: NUM = 678, Rest as 05-May-2014
  • 05-May-2014: NUM = 647. Query AAA. MarketCap > 100, PER != 9999, PBV != 9999
  • 06-May-2013: NUM = 963
  • 21-Nov-2010: xlink

    Utility

    Obtained by running: mython sharelock --mkt
    
       python3 ~/docs/sharelock/percentiles.py
    
    

    Links to other sites

  • 14-Nov-2010 GR (Graham Ratio) in quintiles (P20 is 2.9) xlink
  • Case for small-cap growth written by me on 17-Dec-2012
  • Stocks P/E Dispersion Lowest in 25 years - written 25-Sep-2013
  • Value Investing and the Philosopher's Stone article from 25-Apr-2013 arguing "the opportunity in deep value stocks has become very compelling. We measure this by looking at spreads between the most attractive quintile of global equities based on price/book valuations and the most expensive stocks have widened. Even after the equity market rally of recent months, these spreads are wider than almost any time in the last 50 years, except for during the technology bubble."
    Author:  Mark Carter
    Created: 21-Nov-2010
    Updated: 14-Nov-2017