Scale Factor | Valuation Factor | Growth Factor | Risk Factor | Macroeconomic Factor |
The total market capitalization Total number of shares Number of outstanding shares Owners’ equity | Price Earnings Ratio (PE) Price to Book Ratio (PB) Market Value Ratio (PCF) Market Sales Ratio (PS) Net Assets Per Share (BPS) | Year-over-year growth rate of earnings per share Year-on-year growth rate of total profit Year-on-year growth rate of operating profit Year-on-year growth rate of net asset income Year-on-year growth rate of operating revenue Year-on-year growth rate of net assets Growth rate of net asset per share | Tobin Q value Book-to-market ratio Alpha, Beta, Sharpe ratio Traynor index Jensen index R2 | GDP Index PMI Index 1 year time deposit interest rate |
Operating Capacity Factor | Income Quality Factor | Index per share | Technical Factors | Emotional Factors |
Operating cycle Total asset turnover Inventory turnover | Common stock yield Net profit/total profit Total operating cost rate | Earnings per share (EPS) Operating income per share EBITDA Per share Pretax profit per share | Turnover, Turnover rate MACD, DMI, RSI, ROC change rate Random index (KDJ), energy tide (OBV) Standard deviation of STD, | PSY mood indicator Sentiment indicator (ARBR) Investor confidence index |