John McElligott requested stats for in percentiles for the PSR of companies. I’ve gone one better and calculated percentiles for a range of statistics.
The sample is for companies with a market cap of at least £200m. Investment Trusts are excluded. Blank entries are discarded (for example, there’s no PSR for banks, although their PER is used).
P0 is the min value, P10 is the value at the 10th percentile, and so on up to P100, which is the maximum value. The minimum and maximum values can look pretty funky, of course.
Without further ado, here are the stats:
Stats for MarketCap P0 200.11 P10 260.66 P20 338.47 P30 470.87 P40 676.46 P50 970.45 P60 1358.77 P70 1814.80 P80 3115.02 P90 9504.35 P100 103299.50 Stats for PBV P0 -109.09 P10 0.76 P20 1.03 P30 1.35 P40 1.61 P50 1.95 P60 2.68 P70 3.22 P80 4.31 P90 6.54 P100 58.21 Stats for PFCF P0 -1676.73 P10 -26.10 P20 -9.42 P30 5.82 P40 10.05 P50 13.84 P60 16.69 P70 20.41 P80 28.06 P90 41.25 P100 1610.08 Stats for PER P0 -7774.48 P10 6.39 P20 8.64 P30 10.33 P40 11.57 P50 12.78 P60 14.97 P70 16.58 P80 19.28 P90 26.43 P100 641.11 Stats for EV_EBITDA P0 0.72 P10 4.49 P20 5.95 P30 6.69 P40 7.80 P50 9.09 P60 10.25 P70 11.42 P80 15.07 P90 20.78 P100 940.91 Stats for Operating_Margin P0 -235.43 P10 3.51 P20 6.24 P30 8.40 P40 10.88 P50 14.25 P60 17.91 P70 21.48 P80 30.11 P90 44.99 P100 109.40 Stats for EV_Sales P0 0.07 P10 0.48 P20 0.77 P30 1.04 P40 1.40 P50 1.86 P60 2.35 P70 3.20 P80 4.60 P90 10.89 P100 6105.75 Stats for PSR P0 0.06 P10 0.37 P20 0.64 P30 0.86 P40 1.17 P50 1.62 P60 2.14 P70 2.81 P80 4.15 P90 8.27 P100 6275.16
The median PER doesn’t look particularly stretched, so there might be some life for the markets yet.
anyhoo, enjoy.
Mark Carter's blog 