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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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