P/E growth/dividend yield ratio
factor.formula
Price-to-earnings growth ratio (PEG inverse, TTM):
Dividend Yield (TTM):
Final factor value (EPGY):
This factor measures the relative attractiveness of a stock by comparing its price-to-earnings growth rate (the inverse of PEG) to its dividend yield.
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The rolling P/E growth rate is calculated using the earnings per share growth rate in the most recent 12 months, and indicates the degree of match between a company's earnings growth rate and its valuation.
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The inverse of the P/E growth rate, used to measure earnings growth rate.
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Rolling EPS growth rate, calculated using the earnings per share over the last twelve months.
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Rolling P/E ratio, calculated using the earnings per share for the last twelve months.
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Rolling EPS, calculated using the earnings per share for the last twelve months.
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Rolling EPS for the same period last year.
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The rolling dividend yield is calculated using the total dividends in the last 12 months and represents the proportion of dividend income corresponding to each unit of share price.
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Rolling dividends, calculated using the total dividends paid over the last 12 months.
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Current stock price.
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The final factor value is the ratio of the P/E growth rate to the dividend yield. The lower the ratio, the higher the value and profitability of the stock is generally considered.
factor.explanation
This factor evaluates the investment attractiveness of a stock by comparing the price-to-earnings growth rate (reflecting growth) with the dividend yield (reflecting profitability). A lower EPGY value indicates that the dividend yield is relatively high given the growth expectations, which means that the stock may be undervalued or have a higher value. This factor helps investors strike a balance between growth and profitability, looking for investment opportunities that have both growth potential and can provide substantial cash returns.