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JerBouma / FinanceToolkit

Transparent and Efficient Financial Analysis
https://www.jeroenbouma.com/projects/financetoolkit
MIT License
2.79k stars 340 forks source link

Growth, value, quality stocks info ? #120

Closed kurucan closed 6 months ago

kurucan commented 6 months ago

Does FinancialToolkit offer a feature to categorize stocks into growth, value, quality or momentum segments?

JerBouma commented 6 months ago

Hi!

This type of categorization is often dependent on your definition of each category. I do not classify stocks accordingly.

What you can do is have a look at the Fama and French model, perform a regression and determine the sensitivities of each stock to these factors. See: https://www.jeroenbouma.com/projects/financetoolkit/docs/performance#get_fama_and_french_model

This should give similar results to categorisations done elsewhere.