Composite Factors

Custom Factor

Valuesignals offers the unique capability to combine any number of factors into a combined factor. Joel Greenblatt combined Earnings Yield and ROC into the Magic Formula. Our team added ROC 5Y and Book-to-Market to create the ERP5 ranking. But what if you wanted, for instance to momentum into the mix?

Custom factors allows you to combine your favorite factors and make this factor available in the grid.