US Stocks Valuations
Institutional Universe
Real-time valuation screener covering the entire US equity market (~5000 tickers). We aggregate data from Large Cap (S&P 500, Nasdaq 100) down to Small Cap (Russell 2000) to find mispriced opportunities.
Forward Valuation (PE)
We focus on Forward P/E (Price / Next 12M Earnings Estimate) rather than Trailing P/E. Markets look forward.
Low P/E = Value / Disbelief.
High P/E = Growth / Optimism.
Volatility Regime
- HV (Realized): How much the stock actually moved (Past).
- IV (Implied): How much the market expects it to move (Future).
The "Fear Premium"
IV Rank / Percentile:
High Premium: Market expects a massive move (Earnings/Merger). Option sellers target this.
Low Premium: Complacency. Cheap time to buy hedges/options.
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