ValueScore

Describing passive and active value investing opportunities in Indian Equities for the long-term. Updated Monthly using Quantamental Investing®.

QVGS ValueScore

The Value Cycle is described by the ValueScore Indicator constructed using Fundamental, Quantitative, and Technical inputs

Typical entries for long positions arise in the Deep Discount bucket. These can be carried till the Trending bucket is held.

A move from Trended bucket to Highly Expensive bucket indicates a sell / short position entry. This position can be carried till a Fair Discount or Deep Discount valuation.

The indicator can be interpreted in 2 ways.

  1. Classifying which bucket of the Value Cycle does a specific market cap fall in at a point in time. This describes the state of passive investing, Q-o-Q.
  2. Classifying what percentage of individual stocks fall into each bucket of the Value Cycle. This describes the state of active investing, Q-o-Q.

Passive Value Outlook

Market-cap Based Indices

The QVGS ValueScore Indicator is updated monthly. The last data point is the latest month of the current running quarter. Last Updated: 29-07-2022

Active Value Outlook

NSE500 Stocks

The QVGS ValueScore Indicator is updated monthly. The last data point is the latest month of the current running quarter. Last Updated: 29-07-2022

Portfolios

Quantamental Portfolios driven by the Value Cycle


Sapien Palm smallcase by Modulor Capital


Fluid Tornado smallcase by Modulor Capital


Fluid Hurricane 2025JUN smallcase by Modulor Capital


Fluid Hurricane 2025MAR smallcase by Modulor Capital

Quantamental Indicators & Outlook