La table qui suit montre les entreprises du S&P500 dont le cours est le plus éloigné des estimations des analystes (5 min) Gap%. (pour plus de détail voir ici).
J'ai limité le tableau aux valeurs ayant un F-Score de Piotroski minimum de 4 et ajouté le "Earning Yield" et le "ROC" de la Formule Magique.
| Tkr | Gap% | # of Analyst | Price | Average Target | 1 Year %Return | Piotroski F-Score | MF EY | MF RoC | Company Name |
|---|---|---|---|---|---|---|---|---|---|
| MU | 63.0 | 22 | 5.66 | 9.23 | 10.58 | 5 | 6,87% | 6,37% | MICRON TECH |
| JBL | 47.6 | 8 | 17.21 | 25.40 | -12.14 | 6 | 5,90% | 8,00% | JABIL CIRCUIT |
| DELL | 41.8 | 24 | 9.47 | 13.42 | -41.75 | 4 | 23,81% | 4,10% | DELL INC |
| DNR | 40.9 | 18 | 16.14 | 22.74 | 23.06 | 4 | 22,94% | 606,44% | DENBURY RESOURC |
| TSO | 40.5 | 10 | 37.67 | 52.92 | 59.10 | 6 | 17,70% | 11,51% | TESORO CORP |
| VLO | 38.3 | 12 | 28.30 | 39.14 | 37.58 | 4 | 8,57% | 41,99% | VALERO ENERGY |
| APOL | 35.3 | 7 | 28.58 | 38.67 | -33.68 | 6 | 16,86% | 15,80% | APOLLO GROUP-A |
| AES | 34.9 | 5 | 10.62 | 14.32 | 4.80 | 5 | 20,08% | 18,73% | AES CORP |
| JDSU | 33.9 | 9 | 10.37 | 13.88 | -2.96 | 8 | 15,29% | 2,31% | JDS UNIPHASE |
| NVDA | 33.3 | 25 | 12.67 | 16.88 | -12.86 | 4 | 37,45% | 2,36% | NVIDIA CORP |
| NE | 33.0 | 29 | 35.71 | 47.50 | 19.24 | 7 | 37,59% | 46,48% | NOBLE CORP |
| APA | 32.4 | 24 | 85.66 | 113.38 | -0.47 | 6 | 29,41% | 351,59% | APACHE CORP |
| NFX | 32.4 | 18 | 33.16 | 43.89 | -21.21 | 4 | 14,01% | 29,42% | NEWFIELD EXPLOR |
| CMG | 32.3 | 15 | 289.86 | 383.47 | -7.61 | 6 | 5,30% | 8,39% | CHIPOTLE MEXICA |
| OXY | 31.6 | 16 | 82.39 | 108.44 | 4.51 | 7 | 17,21% | 31,58% | OCCIDENTAL PETE |
| CTXS | 30.1 | 24 | 68.11 | 88.64 | 10.51 | 6 | 17,42% | 4,47% | CITRIX SYSTEMS |
| OI | 29.9 | 8 | 19.68 | 25.56 | 23.96 | 5 | 5,83% | 36,31% | OWENS-ILLINOIS |
| MNST | 29.8 | 4 | 56.26 | 73.00 | 20.84 | 5 | 23,53% | 6,27% | MONSTER BEVERAG |
| HOG | 28.8 | 10 | 41.79 | 53.82 | 19.01 | 8 | 11,26% | 13,09% | HARLEY-DAVIDSON |
| UNM | 28.5 | 11 | 19.77 | 25.41 | -11.15 | 5 | 36,10% | 6,24% | UNUM GROUP |
| NBR | 28.4 | 17 | 14.35 | 18.42 | 2.52 | 6 | 13,40% | 40,08% | NABORS INDS LTD |
| HAR | 28.2 | 5 | 43.05 | 55.20 | 31.90 | 8 | 9,49% | 4,92% | HARMAN INTL |
| DVN | 28.0 | 22 | 61.18 | 78.33 | 6.11 | 4 | 8,83% | 9,38% | DEVON ENERGY CO |
| LRCX | 27.3 | 11 | 32.82 | 41.77 | -22.80 | 5 | 14,43% | 1,38% | LAM RESEARCH |
| JCI | 27.2 | 20 | 26.02 | 33.09 | -10.85 | 6 | 19,12% | 48,03% | JOHNSON CONTROL |
| NTAP | 26.4 | 23 | 29.17 | 36.87 | -24.48 | 8 | 8,74% | 1,57% | NETAPP INC |
| BRCM | 26.4 | 38 | 32.99 | 41.69 | -8.95 | 7 | 7,91% | 6,29% | BROADCOM CORP-A |
| JEC | 26.3 | 13 | 40.03 | 50.57 | 9.19 | 4 | 12,30% | 4,34% | JACOBS ENGIN GR |
| HPQ | 26.0 | 21 | 14.47 | 18.22 | -43.74 | 6 | 25,97% | 15,03% | HEWLETT-PACKARD |
Aucun commentaire:
Enregistrer un commentaire