Mediaset S.p.A. (BIT:MS) and TOMY Company, Ltd. (TSE:7867): What is the Quant Revealing?

Taking a look at some historical volatility numbers on Mediaset S.p.A. (BIT:MS), we can see that the twelve month volatility is currently 31.715900. The 6 month volatility is 32.544600, and the three month is noted at 28.482600. Following volatility data can help calculate 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 movement during the measured timeframe.

The Value Composite One (VC1) is a method that investors use to determine a company’s value. The VC1 of Mediaset S.p.A. (BIT:MS) is 34. A company with a value of 0 is thought to be an undervalued company, while a company with a value of 100 is considered an overvalued company. The VC1 is calculated using the price to book value, price to sales, EBITDA to EV, price to cash flow, and price to earnings. Similarly, the Value Composite Two (VC2) is calculated with the same ratios, but adds the Shareholder Yield. The Value Composite Two of Mediaset S.p.A. (BIT:MS) is 41.

Shifting gears, we can see that Mediaset S.p.A. (BIT:MS) has a Q.i. Value of 53.00000. 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.

Investors may be interested in viewing the Gross Margin score on shares of Mediaset S.p.A. (BIT:MS). 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.

At the time of writing, Mediaset S.p.A. (BIT:MS) has a Piotroski F-Score of 4. 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.

Return on Invested Capital (ROIC), ROIC Quality, ROIC 5 Year Average

The Return on Invested Capital (aka ROIC) for Mediaset S.p.A. (BIT:MS) is 0.038886. The Return on Invested Capital is a ratio that determines whether a company is profitable or not. It tells investors how well a company is turning their capital into profits. The ROIC is calculated by dividing the net operating profit (or EBIT) by the employed capital. The employed capital is calculated by subrating current liabilities from total assets. Similarly, the Return on Invested Capital Quality ratio is a tool in evaluating the quality of a company’s ROIC over the course of five years. The ROIC Quality of Mediaset S.p.A. (BIT:MS) is 2.760347. This is calculated by dividing the five year average ROIC by the Standard Deviation of the 5 year ROIC. The ROIC 5 year average is calculated using the five year average EBIT, five year average (net working capital and net fixed assets). The ROIC 5 year average of Mediaset S.p.A. (BIT:MS) is 0.180581.

There are many different tools to determine whether a company is profitable or not. One of the most popular ratios is the “Return on Assets” (aka ROA). This score indicates how profitable a company is relative to its total assets. The Return on Assets for Mediaset S.p.A. (BIT:MS) is 0.081529. This number is calculated by dividing net income after tax by the company’s total assets. A company that manages their assets well will have a higher return, while a company that manages their assets poorly will have a lower return.

The Value Composite One (VC1) is a method that investors use to determine a stock’s value.  The Value Composite score of TOMY Company, Ltd. (TSE:7867) is 27.  A firm with a value of 0 is thought to be an undervalued company, while a company with a value of 100 is considered an overvalued company.  The VC1 is calculated using the price to book value, price to sales, EBITDA to EV, price to cash flow, and price to earnings.  Similarly, the Value Composite Two (VC2) is calculated with the same ratios, but adds the Shareholder Yield.  The Value Composite Two of TOMY Company, Ltd. (TSE:7867) is 34.

The Piotroski F-Score is a scoring system between 1-9 that determines a firm’s financial strength. The score helps determine if a company’s stock is valuable or not. The Piotroski F-Score of TOMY Company, Ltd. (TSE:7867) is 5. A score of nine indicates a high value stock, while a score of one indicates a low value stock. The score is calculated by the return on assets (ROA), Cash flow return on assets (CFROA), change in return of assets, and quality of earnings. It is also calculated by a change in gearing or leverage, liquidity, and change in shares in issue. The score is also determined by change in gross margin and change in asset turnover.

At the time of writing, TOMY Company, Ltd. (TSE:7867) has a Piotroski F-Score of 5. 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.

TOMY Company, Ltd. (TSE:7867) has a current ERP5 Rank of 3616 . The ERP5 Rank may assist investors with spotting companies that are undervalued. This ranking uses four ratios. These ratios are Earnings Yield, ROIC, Price to Book, and 5 year average ROIC. When looking at the ERP5 ranking, it is generally considered the lower the value, the better.

Shifting gears, we can see that TOMY Company, Ltd. (TSE:7867) has a Q.i. Value of 28.00000. 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.

Leverage Ratio

The Leverage Ratio of TOMY Company, Ltd. (TSE:7867) is 0.268276. Leverage ratio is the total debt of a company divided by total assets of the current and past year divided by two. Companies take on debt to finance their day to day operations. The leverage ratio can measure how much of a company’s capital comes from debt. With this ratio, investors can better estimate how well a company will be able to pay their long and short term financial obligations.

Watching some historical volatility numbers on shares of TOMY Company, Ltd. (TSE:7867), we can see that the 12 month volatility is presently 31.477200. The 6 month volatility is 37.216800, and the 3 month is spotted at 37.762300. 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.

PI & Volatility

Stock volatility is a percentage that indicates whether a stock is a desirable purchase. Investors look at the Volatility 12m to determine if a company has a low volatility percentage or not over the course of a year. The Volatility 12m of TOMY Company, Ltd. (TSE:7867) is 31.477200. This is calculated by taking weekly log normal returns and standard deviation of the share price over one year annualized. The lower the number, a company is thought to have low volatility. The Volatility 3m is a similar percentage determined by the daily log normal returns and standard deviation of the share price over 3 months. The Volatility 3m of TOMY Company, Ltd. (TSE:7867) is 37.762300. The Volatility 6m is the same, except measured over the course of six months. The Volatility 6m is 37.216800.

We can now take a quick look at some historical stock price index data. TOMY Company, Ltd. (TSE:7867) presently has a 10 month price index of 1.12429. 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 1.05300, the 24 month is 1.03259, and the 36 month is 1.41657. Narrowing in a bit closer, the 5 month price index is 1.03880, the 3 month is 0.93641, and the 1 month is currently 1.05650.

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