Stock Analysis Dashboard

Select Factors for PE Ratio Prediction

Factor groups
Composed of (equal-weighted z-scores):
  • Max Drawdown
  • Debt-to-Equity
  • Return SD
Composed of (equal-weighted z-scores):
  • Price Change 12M
  • RSI
  • Earnings Growth
Composed of (equal-weighted z-scores):
  • ROE
  • ROA
  • Operating Margin
  • EBITDA Margin
Composed of (z-score within sector):
  • log(Market Cap)
Composed of (z-score within sector):
  • Revenue Growth

Regression Results