Category Archives: Statistics

Market, financial and technical statistics

#Bayes election forecast using the FiveThirtyEight model (PDF)

This article presents on overview of Allen Downey’s blog article of 25 September 2014 on “Bayesian election forecasting”, and discussed on Reddit. The problem is solved as a measurement instrument with errors. Link to PDF

Posted in Mathematics, Statistics | Tagged , , | Leave a comment

Index RSIs

Here’s a quick rundown on the various indices in terms of their RSI. Stockopedia was used to obtain this information. UKX normal, off overbought levels MCX oversold, and dipping below its 200dma AXX oversold, and below its 200dma HIX overbought … Continue reading

Posted in Statistics | Leave a comment

Market stats

A periodic recording of the valuation levels of the market: DATE          ————–PBV————-     ————–PER—————                P20   P40   P50    P60   P80      P20    P40    P50    P60    P80 05-May-2014   1.23  1.93  2.39   3.10  5.06    11.66  14.73  16.37  18.11  22.77 06-May-2013   0.85  1.34  1.71   2.19  … Continue reading

Posted in Statistics | Leave a comment

Growth vs value

There is a lot of debate at the moment as to whether investors should be favouring growth or value. There’s a lot of talking heads telling us what the “pros” have been rotating in and out of, and what the … Continue reading

Posted in Statistics | Leave a comment

Summary market stats

Here’s a summary of companies over £100m in valuation:   — GROUP: FTSE_Index , STAT: PER — AIM 17.07 FLEDGLING 17.25 FTSE100 16.66 FTSE250 16.75 NONE 17.49 SMALLCAP 16.20 — GROUP: FTSE_Index , STAT: EV_Sales — AIM 3.85 FLEDGLING 0.64 … Continue reading

Posted in Statistics | Leave a comment

Median PER by index

Here are the median PERs by index: IDX  # PER FTSE100  101       16.6 FTSE250  206       17.0   OTHER  328       16.9     ALL  635       16.9 (Generated using report01) Valuation levels are nearly identical at all levels, so no index shows any … Continue reading

Posted in Statistics | Leave a comment

FTSE100 investors did badly

Near the end of August, I reported that AIM shares were significantly cheaper than the market as a whole. If you thought that might represent an opportunity to invest in AIM and outperform the market, then you were likely right! … Continue reading

Posted in Statistics | Leave a comment

Stockopedia UK Technicals

For the record, Stockopedia’s front page is reporting UK Edition Technicals: Advancers 614. Decliners 410 New Highs 843. New Lows 1018 Above 200dMA 843. Below 200d MA 1056 Median forecast PE 14.32 Median dividend yield 2.70% Earnings Growth estimates 13.74% … Continue reading

Posted in Statistics | 1 Comment

Equity valuations

YTD, the FTSE100 is up 9.6%, overshadowed by the FTSE250, which is up 20.2%. The median PER for the FTSE100 is 15.3, whilst for the FTSE250 it is 16.2. So the FTSE250 is only slightly more expensive than the FTSE100. … Continue reading

Posted in Statistics | 1 Comment