Skip to main content

Financials & Valuation

Overview​

This profile provides a high-level snapshot of group-level financial health, profitability, and valuation, sorted by total market capitalization. It allows for side-by-side comparison of industries and themes based on earnings multiples, cash flow efficiency, return metrics, and growth.

info

This is a column-only profile used to evaluate financial and valuation characteristics across the market’s most significant industries and themes. Results update continuously and are sorted by Total Market Cap (%).

Strategy Focus​

  • Compare valuation multiples across leading themes to detect expansion or compression
  • Track return on equity and assets to identify efficient capital allocators
  • Identify large-cap groups with sustainable growth and fair valuations
  • Evaluate financial quality before trend participation or trade entry
  • Benchmark growth versus valuation premiums at the group level
  • Use for macro or sector rotation frameworks based on value and financial strength

Filters Applied​

This profile applies no filters — all groups are included and sorted by Total Market Cap (%).

Metrics Used​

Group Structure & Size​

  • Industry / Theme: Identifies the sector, industry, or macro theme of the group.
  • Tickers: Number of constituent companies — supports scale and liquidity comparisons.
  • Total Market Cap. (%): Share of total tracked market capitalization — groups are sorted by this metric to prioritize the most influential themes.

Valuation Metrics (TTM)​

  • Price to Earnings Ratio TTM: Aggregated trailing 12-month P/E — gauges current earnings-based valuation.
  • Price to Earnings Growth Ratio TTM: PEG ratio — valuation relative to earnings growth; helps normalize multiples by growth.
  • Price to Sales Ratio TTM: Valuation relative to trailing revenue — helpful in high-growth or unprofitable groups.
  • Price to Book Ratio TTM: Compares price to book value — useful for capital-intensive or asset-based groups.
  • Price to Cash Flow Ratio TTM: Measures valuation based on trailing cash flows — useful for filtering operational quality.
  • Price to Free Cash Flow Ratio TTM: Reflects valuation adjusted for capital expenditures — highlights efficient capital allocators.

Profitability & Efficiency​

  • Return on Equity TTM (%): Measures profitability relative to shareholder equity — helps identify high-return operators.
  • Return on Assets TTM (%): Efficiency of capital deployment — useful for benchmarking across capital structures.

Growth Metrics​

  • EPS Growth - 3 Years (%): Tracks long-term earnings-per-share expansion — used to compare against valuation.
  • Sales Growth - 3 Years (%): Long-term top-line growth — reveals sustainable revenue trends.

Fundamentals & Momentum​

  • Fundamentals Rating: Composite rating reflecting the group’s combined strength in earnings, sales, profitability, and quality — offers a quick benchmark.
  • Group Rating 1 Year: Long-term price-based strength ranking — used for trend validation.
  • Total Volume (%): Share of today’s overall market volume — contextualizes how active the group is today.
  • Return Year to Date (%): Measures performance since the start of the year — helpful when comparing growth vs. valuation outcomes.

Default Sorting Logic​

Results are sorted by Total Market Cap. (%) in descending order — surfacing the most heavily weighted and influential groups first.

Practical Use Cases​

  • Compare valuation and growth dynamics across the largest market themes
  • Spot undervalued or overvalued groups relative to financial strength
  • Dive into Ticker Screener to identify top companies within capital-efficient groups
  • Use Multi-Charts to monitor long-term trends and breakout behavior
  • Confirm macro positioning based on financial health and market cap scale
  • Build value, quality, or capital efficiency watchlists for investment or rotation strategies