Companies that historically tend to have high earnings to price, book to price, sales to price and cash-flow to price ratios, relative to the market and/or their sector. The "Values" factor comprises the following sub-factors:
Normalized Earnings to Price Ratio
- This is the Normalized Earnings Per Share value for the trailing twelve months divided by the current price.
Book to Price (TTM)
- This is the Book Value Per Share for the trailing twelve months divided by the current price.
Sales to Price (TTM)
- This is the Sales Per Share for the trailing twelve months divided by the current price.
Cash Flow/Share to Price (TTM)
- This is the current price divided by Cash Flow Per Share for the trailing twelve months. Cash Flow is defined as Income After Taxes minus Preferred Dividends and General Partner Distributions plus Depreciation, Depletion and Amortization.