Daily Signal Scores
Daily signal scores are cross-sectional z-scores computed daily across all index constituents in the financial data platform dashboard. Each composite score averages its component z-scores and is ranked with dense rank (no gaps, ties allowed). See scoring-methodology for the underlying z-score and ranking mechanics.
Momentum Score
Quote
“An object in motion tends to stay in motion. So does a stock price.”
— Cliff Asness
The momentum score measures sustained price trend strength across four dimensions.
Component breakdown
| Component | Source | Method |
|---|---|---|
| Relative Strength | 52-week return − index 52-week return | z-score within index |
| SMA-50 Ratio | Price / 50-day moving average | z-score within index |
| SMA-200 Ratio | Price / 200-day moving average | z-score within index |
| 52-Week High Proximity | (Price − 52w high) / 52w high | Inverted z-score (closer to peak = higher) |
Composite momentum formula
Interpretation: Rank #1 has the strongest uptrend across all four dimensions. Scores > 1.5 indicate exceptionally strong momentum.
Cross-Reference
For standalone technical indicators like RSI, MACD, and ADX that complement the momentum score, see technical-indicators.
Divergence Alerts
Divergence alerts are contrarian signals that fire when price is falling but analysts still rate the stock a buy. This can indicate either a market overreaction (opportunity) or a value trap (analysts lagging reality).
Trigger conditions (both must be true simultaneously)
| Condition | Criteria |
|---|---|
| Price falling | 52-week change < −10% |
| Analysts bullish | Recommendation mean ≤ 2.5 and implied upside > 0 |
Alert columns
- Upside — (analyst target price / current price) − 1
- Rec — consensus recommendation (1.0 = Strong Buy → 5.0 = Strong Sell)
Caution
Always cross-reference divergence alerts with fundamentals. A stock with falling price and bullish analysts may be a value trap if the fundamental thesis has changed. Check quarterly-signal-scores quality scores and health warnings.
Relative Value Score
The relative value score measures how cheaply a stock trades relative to its index peers. All valuation multiples are inverted (lower = better) except dividend yield.
Component breakdown
| Component | Source | Method |
|---|---|---|
| Forward P/E | yfinance forwardPE | Inverted z-score within index |
| Price/Book | yfinance priceToBook | Inverted z-score within index |
| EV/EBITDA | yfinance enterpriseToEbitda | Inverted z-score within index |
| Dividend Yield | yfinance dividendYield | z-score within index (higher yield = higher score) |
Composite value formula
Interpretation: Top-ranked stocks trade at the deepest discount to index median. Scores > 1.0 indicate significant undervaluation. Always verify — cheap can mean value trap.
Extended Valuation
For additional valuation ratios (PEG, CAPE, EV/Sales, FCF Yield), see valuation-ratios.
Sentiment Score
The sentiment score combines analyst upside with consensus recommendation strength to measure the direction and intensity of Wall Street sentiment.
Component breakdown
| Component | Source | Method |
|---|---|---|
| Implied Upside | (Target price / current) − 1 | z-score within index |
| Recommendation | Consensus analyst rating | Inverted z-score (lower mean = more bullish) |
Composite sentiment formula
Recommendation scale reference
1.0 (Strong Buy) → 2.0 (Buy) → 3.0 (Hold) → 4.0 (Sell) → 5.0 (Strong Sell)
Related
- quarterly-signal-scores for earnings-based scores (quality, governance)
- scoring-methodology for z-score calculation and ranking details
- factor-profile-and-composition for the radar chart synthesizing all factor scores
- data-sources-and-refresh for yfinance field mappings and refresh cadence