Methodology
Value Proverbs runs two independent rankings over the same tracked universe -- a fundamentals-only Financial Metrics Screener, and a separate Sentiment Analysis ranking that blends news/social sentiment with value and price-momentum. Neither uses percentile or z-score normalization; both are documented in full below.
Financial Metrics Screener
Every tracked company is ranked 1..N (1 = best) on each of 71 individual metrics, grouped into 9 categories. A metric's direction (lower-is-better for a valuation multiple, higher-is-better for a margin) is fixed per metric, not inferred. If a company is missing the data a metric needs, that metric isn't left blank -- its rank is substituted with the average of the company's other available ranks in the same category, and the cell is flagged "Data unavailable" rather than silently guessed at.
Total Rank is the flat, unweighted sum of a company's rank across all 71 metrics (lower is better) -- every metric counts equally, so a category with more metrics (Growth has 18; Cash Generation has 3) implicitly carries more weight in this figure.
Weighted Rank instead averages each category's normalized 0-100 score (100 = best in the category) using the weights above, adjustable live via sliders on the screener -- a category isn't implicitly weighted by how many metrics it happens to contain.
Custom Rank lets you write your own ranking formula referencing any metric by key (e.g. roe - debt_to_equity), combined with arithmetic operators and functions -- see the tutorial on the screener's Custom Rank Equation field for the full grammar and every available metric key.
Sentiment Analysis Ranking
A separate ranking of the top 100 companies, blending three signals into one 0-100 Final Score: sentiment (default 20%), value (default 60%), and momentum (default 20%) -- adjustable live via the sentiment-weight slider, which rebalances value and momentum proportionally as sentiment moves.
Sentiment blends ML-scored text from four sources, weighted Yahoo Finance 30%, YouTube 35%, StockTwits 20%, and Reddit 15%.
Value combines revenue growth (30%) with 9 value ratios (P/E, P/B, P/S, EV/EBITDA, FCF yield, PEG, ROE, debt/equity, and (growth + yield)/P/E, splitting the remaining 70%), each recency-weighted 35/25/20/10/10% across up to 5 years of history -- adjustable via the Years of Data slider.
Momentum combines 14-day RSI with 50/200-day moving-average trend.
Universe & Data
Every company in the S&P 500, Chinese ADR, and S&P MidCap 400 universe is ranked on the same metrics -- a transparent, apples-to-apples screen rather than a curated or hand-picked list. Fundamentals and price data come from Yahoo Finance; sentiment text comes from Yahoo Finance headlines, YouTube video/comment text, StockTwits messages, and Reddit posts/comments. Both rankings are recomputed by an automated daily pipeline.
Not financial advice. Rankings update daily.