Boral Limited (ASX:BLD) has a current MF Rank of 8054. Developed by hedge fund manager Joel Greenblatt, the intention of the formula is to spot high quality companies that are trading at an attractive price. The formula uses ROIC and earnings yield ratios to find quality, undervalued stocks. In general, companies with the lowest combined rank may be the higher quality picks.
Checking in on some valuation rankings, Boral Limited (ASX:BLD) has a Value Composite score of 41. Developed by James O’Shaughnessy, the VC score uses five valuation ratios. These ratios are price to earnings, price to cash flow, EBITDA to EV, price to book value, and price to sales. The VC is displayed as a number between 1 and 100. In general, a company with a score closer to 0 would be seen as undervalued, and a score closer to 100 would indicate an overvalued company. Adding a sixth ratio, shareholder yield, we can view the Value Composite 2 score which is currently sitting at 56.
Boral Limited (ASX:BLD) has a Price to Book ratio of 1.409254. This ratio is calculated by dividing the current share price by the book value per share. Investors may use Price to Book to display how the market portrays the value of a stock. Checking in on some other ratios, the company has a Price to Cash Flow ratio of 18.550812, and a current Price to Earnings ratio of 25.823680. The P/E ratio is one of the most common ratios used for figuring out whether a company is overvalued or undervalued.
Shifting gears, we can see that Boral Limited (ASX:BLD) has a Q.i. Value of 48.00000. The Q.i. Value ranks companies using four ratios. These ratios consist of EBITDA Yield, FCF Yield, Liquidity, and Earnings Yield. The purpose of the Q.i. Value is to help identify companies that are the most undervalued. Typically, the lower the value, the more undervalued the company tends to be.
Watching some historical volatility numbers on shares of Boral Limited (ASX:BLD), we can see that the 12 month volatility is presently 29.435700. The 6 month volatility is 19.786400, and the 3 month is spotted at 17.699300. Following volatility data can help measure how much the stock price has fluctuated over the specified time period. Although past volatility action may help project future stock volatility, it may also be vastly different when taking into account other factors that may be driving price action during the measured time period.
At the time of writing, Boral Limited (ASX:BLD) has a Piotroski F-Score of 6. The F-Score may help discover companies with strengthening balance sheets. The score may also be used to spot the weak performers. Joseph Piotroski developed the F-Score which employs nine different variables based on the company financial statement. A single point is assigned to each test that a stock passes. Typically, a stock scoring an 8 or 9 would be seen as strong. On the other end, a stock with a score from 0-2 would be viewed as weak.
Investors may be interested in viewing the Gross Margin score on shares of Boral Limited (ASX:BLD). The name currently has a score of 21.00000. This score is derived from the Gross Margin (Marx) stability and growth over the previous eight years. The Gross Margin score lands on a scale from 1 to 100 where a score of 1 would be considered positive, and a score of 100 would be seen as negative.
The Shareholder Yield is a way that investors can see how much money shareholders are receiving from a company through a combination of dividends, share repurchases and debt reduction. The Shareholder Yield of Boral Limited (ASX:BLD) is -0.539642. This percentage is calculated by adding the dividend yield plus the percentage of shares repurchased. Dividends are a common way that companies distribute cash to their shareholders. Similarly, cash repurchases and a reduction of debt can increase the shareholder value, too. Another way to determine the effectiveness of a company’s distributions is by looking at the Shareholder yield (Mebane Faber). The Shareholder Yield (Mebane Faber) of Boral Limited ASX:BLD is -0.69953. This number is calculated by looking at the sum of the dividend yield plus percentage of sales repurchased and net debt repaid yield.
We can now take a quick look at some historical stock price index data. Boral Limited (ASX:BLD) presently has a 10 month price index of 1.35872. The price index is calculated by dividing the current share price by the share price ten months ago. A ratio over one indicates an increase in share price over the period. A ratio lower than one shows that the price has decreased over that time period. Looking at some alternate time periods, the 12 month price index is 1.04308, the 24 month is 1.28532, and the 36 month is 1.39515. Narrowing in a bit closer, the 5 month price index is 1.11371, the 3 month is 0.95279, and the 1 month is currently 0.96104.