QVGS ValueScore

Value Cycle Opportunities in the India and U.S. Equities.

Quantamental Value Outlook

Construction

The ValueScore Indicator is constructed using Fundamental, Quantitative, and Technical inputs. The indicator is computed quarterly and classifies Indices and Stocks into 6 buckets at a point in time assigning them a score of 0 to 5 as follows:

Deep Discount (0) | Fair Discount (1) | Right Priced (2) | Fairly Expensive (3) | Highly Expensive (4) | Trended (5)

The ValueScore indicator can be applied in 2 ways:

  1. Passive Value
  2. Active Value

Application

The ValueScore indicator is useful for long to medium-term investing.

Typical entries for long positions arise in the Fair & Deep Discount bucket. These can be carried till the Trending bucket is held. A move from the Trended bucket to the Highly Expensive bucket indicates a sell / short position entry.

The detailed construction and interpretation notes of QVGS ValueScore can be understood through the link below.

COMING SOON: Read detailed notes

Passive Value

Passive Value is computed on broad market indices – the NIFTY 500 for Indian Equities and the S&P 500 for U.S. Equities as below:

  • Buckets of 0 and 1 represent a discounted valuation of the market.
  • Bucket 2 represents a Fairly Valued market.
  • Buckets 3 and 4 indicated an Expensive valuation.
  • Bucket 5 represented a Trended market implying an increase in the valuation of the market as a whole.

Active Value

Active Value is computed on the stocks comprising the NIFTY 500 for Indian Equities and the S&P 500 for U.S. Equities. What percentage of the market exhibits Discounted Valuation is indicative of whether capital should be deployed on held on to.

  • Shades of green/blue represent discounted valuations.
  • Yellow represents fair valuatuion.

Portfolios

Quantamental portfolios based on Value Cycles in equities across geographies.

India Equity

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Value Investing – Quantamental Diversified-equity

India Equity | Top 500 Stocks by Market Cap | Medium Volatility | Monthly Review

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Deep Value Investing – Quantamental Focused-equity

India Equity | Stocks w/  Market Cap b/w INR 100B to 10B | Medium Volatility | Quarterly Review

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Risk-seeking Value Investing – Quantamental Focused-equity

India Equity | Stocks w/ Market Cap > INR 1B | High Volatility | Quarterly Review

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U.S. Equity

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Value Investing – Quantamental Foreign-equity

U.S. Equity | Stocks w/ Market Cap > USD 5B | Medium Volatility | Quarterly Review

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