Company stats by decile

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.

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About mcturra2000

Computer programmer living in Scotland.
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