The increasingly extreme relative value trinity in global equities
Interesting, how are the z score computed? Are they forward multiples or LTM?
it's a combination of signals based on availability and signal efficacy for each market/factor including PE/PE10, P/Div, mean and trend version, etc... I will list specific details shortly
Possible to share with me as well?
Hi Thomas, Could you pls share the details of z-score calculation or help with the raw data for this?
Interesting, how are the z score computed? Are they forward multiples or LTM?
it's a combination of signals based on availability and signal efficacy for each market/factor including PE/PE10, P/Div, mean and trend version, etc... I will list specific details shortly
Possible to share with me as well?
Hi Thomas, Could you pls share the details of z-score calculation or help with the raw data for this?