Goodman Group (ASX:GMG) and Kappa-Create Co., Ltd. (TSE:7421)’s Value Composition Scores & Quant Ratios in Focus

The Q.i. Value ranks companies using four key ratios. These ratios consist of EBITDA Yield, FCF Yield, Liquidity, and Earnings Yield. The purpose of the Q.i. Value is to help identify companies that are the most undervalued. Typically, the lower the value, the more undervalued the company tends to be. Goodman Group (ASX:GMG) currently has a Q.i. Value of 42.00000. 

Valuation Scores

Shifting gears, we can see that Goodman Group (ASX:GMG) has a Q.i. Value of 42.00000. The Q.i. Value ranks companies using four ratios. These ratios consist of EBITDA Yield, FCF Yield, Liquidity, and Earnings Yield. The purpose of the Q.i. Value is to help identify companies that are the most undervalued. Typically, the lower the value, the more undervalued the company tends to be.

At the time of writing, Goodman Group (ASX:GMG) has a Piotroski F-Score of 5. The F-Score may help discover companies with strengthening balance sheets. The score may also be used to spot the weak performers. Joseph Piotroski developed the F-Score which employs nine different variables based on the company financial statement. A single point is assigned to each test that a stock passes. Typically, a stock scoring an 8 or 9 would be seen as strong. On the other end, a stock with a score from 0-2 would be viewed as weak.

Goodman Group has an M-score Beneish of -2.432605. This M-score model was developed by Messod Beneish in order to detect manipulation of financial statements. The score uses a combination of eight different variables. The specifics of the variables and formula can be found in the Beneish paper “The Detection of Earnings Manipulation”.

Investors may be interested in viewing the Gross Margin score on shares of Goodman Group (ASX:GMG). The name currently has a score of 10.00000. This score is derived from the Gross Margin (Marx) stability and growth over the previous eight years. The Gross Margin score lands on a scale from 1 to 100 where a score of 1 would be considered positive, and a score of 100 would be seen as negative.

Goodman Group (ASX:GMG) has a current MF Rank of 9162. Developed by hedge fund manager Joel Greenblatt, the intention of the formula is to spot high quality companies that are trading at an attractive price. The formula uses ROIC and earnings yield ratios to find quality, undervalued stocks. In general, companies with the lowest combined rank may be the higher quality picks. Goodman Group has a current ERP5 Rank of 10381. The ERP5 Rank may assist investors with spotting companies that are undervalued. This ranking uses four ratios. These ratios are Earnings Yield, ROIC, Price to Book, and 5 year average ROIC. When looking at the ERP5 ranking, it is generally considered the lower the value, the better.

We can now take a quick look at some historical stock price index data. Goodman Group (ASX:GMG) presently has a 10 month price index of 1.43258. The price index is calculated by dividing the current share price by the share price ten months ago. A ratio over one indicates an increase in share price over the period. A ratio lower than one shows that the price has decreased over that time period. Looking at some alternate time periods, the 12 month price index is 1.29942, the 24 month is 1.68114, and the 36 month is 1.90878. Narrowing in a bit closer, the 5 month price index is 1.13106, the 3 month is 1.04480, and the 1 month is currently 1.04880.

The FCF Yield 5yr Average is calculated by taking the five year average free cash flow of a company, and dividing it by the current enterprise value. Enterprise Value is calculated by taking the market capitalization plus debt, minority interest and preferred shares, minus total cash and cash equivalents. The average FCF of a company is determined by looking at the cash generated by operations of the company. The Free Cash Flow Yield 5 Year Average of Goodman Group (ASX:GMG) is 0.018576.

Ever wonder how investors predict positive share price momentum? The Cross SMA 50/200, also known as the “Golden Cross” is the fifty day moving average divided by the two hundred day moving average. The SMA 50/200 for Goodman Group (ASX:GMG) is currently 1.06948. If the Golden Cross is greater than 1, then the 50 day moving average is above the 200 day moving average – indicating a positive share price momentum. If the Golden Cross is less than 1, then the 50 day moving average is below the 200 day moving average, indicating that the price might drop.

Watching some historical volatility numbers on shares of Goodman Group (ASX:GMG), we can see that the 12 month volatility is presently 17.814300. The 6 month volatility is 17.996500, and the 3 month is spotted at 19.375300. Following volatility data can help measure how much the stock price has fluctuated over the specified time period. Although past volatility action may help project future stock volatility, it may also be vastly different when taking into account other factors that may be driving price action during the measured time period.

Here we will take a look into some valuation metrics for Kappa-Create Co., Ltd. TSE:7421 shares. Price-To-Cash-Flow-Ratio is a term that indicates the degree of cash flow valuation of the enterprise in the securities market. It is derived from the P/E – Price Earnings Ratio, in which the profit is replaced by cash flow. Unlike P/E, the ratio isn’t affected by the chosen depreciation methods, making it suitable for geographic comparison. Kappa-Create Co., Ltd. currently has a P/CF ratio of 17.574997.

We can now take a quick look at some historical stock price index data. Kappa-Create Co., Ltd. (TSE:7421) presently has a 10 month price index of 1.19451. The price index is calculated by dividing the current share price by the share price ten months ago. A ratio over one indicates an increase in share price over the period. A ratio lower than one shows that the price has decreased over that time period. Looking at some alternate time periods, the 12 month price index is 1.15535, the 24 month is 1.15897, and the 36 month is 1.20385. Narrowing in a bit closer, the 5 month price index is 1.07351, the 3 month is 1.09098, and the 1 month is currently 1.01865.

Watching some historical volatility numbers on shares of Kappa-Create Co., Ltd. (TSE:7421), we can see that the 12 month volatility is presently 18.239000. The 6 month volatility is 24.144000, and the 3 month is spotted at 30.433800. Following volatility data can help measure how much the stock price has fluctuated over the specified time period. Although past volatility action may help project future stock volatility, it may also be vastly different when taking into account other factors that may be driving price action during the measured time period.

Valuation Scores

Shifting gears, we can see that Kappa-Create Co., Ltd. (TSE:7421) has a Q.i. Value of 49.00000. The Q.i. Value ranks companies using four ratios. These ratios consist of EBITDA Yield, FCF Yield, Liquidity, and Earnings Yield. The purpose of the Q.i. Value is to help identify companies that are the most undervalued. Typically, the lower the value, the more undervalued the company tends to be.

At the time of writing, Kappa-Create Co., Ltd. (TSE:7421) has a Piotroski F-Score of 8. The F-Score may help discover companies with strengthening balance sheets. The score may also be used to spot the weak performers. Joseph Piotroski developed the F-Score which employs nine different variables based on the company financial statement. A single point is assigned to each test that a stock passes. Typically, a stock scoring an 8 or 9 would be seen as strong. On the other end, a stock with a score from 0-2 would be viewed as weak.

Kappa-Create Co., Ltd. has an M-score Beneish of -3.003537. This M-score model was developed by Messod Beneish in order to detect manipulation of financial statements. The score uses a combination of eight different variables. The specifics of the variables and formula can be found in the Beneish paper “The Detection of Earnings Manipulation”.

Investors may be interested in viewing the Gross Margin score on shares of Kappa-Create Co., Ltd. (TSE:7421). The name currently has a score of 11.00000. This score is derived from the Gross Margin (Marx) stability and growth over the previous eight years. The Gross Margin score lands on a scale from 1 to 100 where a score of 1 would be considered positive, and a score of 100 would be seen as negative.

Kappa-Create Co., Ltd. (TSE:7421) has a current MF Rank of 10632. Developed by hedge fund manager Joel Greenblatt, the intention of the formula is to spot high quality companies that are trading at an attractive price. The formula uses ROIC and earnings yield ratios to find quality, undervalued stocks. In general, companies with the lowest combined rank may be the higher quality picks. Kappa-Create Co., Ltd. has a current ERP5 Rank of 13338. The ERP5 Rank may assist investors with spotting companies that are undervalued. This ranking uses four ratios. These ratios are Earnings Yield, ROIC, Price to Book, and 5 year average ROIC. When looking at the ERP5 ranking, it is generally considered the lower the value, the better.

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