New ratios preview (ROIC, WACC, and more)

marco
Wed, 18 Feb 2026 17:13:48 +0000

AlgoMan:

Please consider to add alternative quality measurement like spread of top and bottom bucket as well. I use IC allot in my analysis, but there is a fundamental limitation of Spearman IC — it measures monotonicity across ALL buckets equally , but for stock picking we care more about the top bucke

There's weighted IC too which is maybe nicer. Several variations exist, smoothed, discrete, etc.