
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:
- Passive Value
- 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.
Passive Value
- 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
- Shades of green/blue represent discounted valuations.
- Yellow represents fair valuatuion.
Portfolios
Quantamental portfolios based on Value Cycles in equities across geographies.
India Equity
Value Investing – Quantamental Diversified-equity
India Equity | Top 500 Stocks by Market Cap | Medium Volatility | Monthly Review
Deep Value Investing – Quantamental Focused-equity
India Equity | Stocks w/ Market Cap b/w INR 100B to 10B | Medium Volatility | Quarterly Review
Risk-seeking Value Investing – Quantamental Focused-equity
India Equity | Stocks w/ Market Cap > INR 1B | High Volatility | Quarterly Review
U.S. Equity
Value Investing – Quantamental Foreign-equity
U.S. Equity | Stocks w/ Market Cap > USD 5B | Medium Volatility | Quarterly Review
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