Nifty Valuation Charts: Dec 2015

Here are some Nifty valuation charts (Dec 2015) created with the Nifty Valuation Analyzer: PE, PE, Div Yield, ROE, EPS Growth. Thanks to Mr. Narayan Khatri  for pointing out that the sheet required an modification since CNX Nifty is now called Nifty 50. 

The Nifty price data macro works well, but the Nifty PE, PB ratios macros works at times because the NSE server is moody. If the macro does not work, the user can manually update.

Here the Dec 2015 Nifty Valuation Charts. These charts are provided for information only. No investment suggestions are provided. My dull and boring systematic investments will continue regardless of market levels.

Simple Moving Averages

Nifty-valuation-1

Dual moving average analyzer for hurricane warnings shows a bearish trend. Details here:  Moving Average Market Level Indicator

PE with 10Y average and standard deviation bands

Nifty-valuation-2

Mean reversion?!

PB with 10Y average and standard deviation bands

Nifty-valuation-3

Div Yield with 10Y average and standard deviation bands

Nifty-valuation-4

EPS one-year rolling growth rate

Nifty-valuation-5

To say the very least, this is worrying. No sign of earnings so far!

Return on Equity or Book Yield

Nifty-valuation-6

A sharp drop in ROE in the last few months.

I have added a PEG chart. However, this is experimental. Please let me know the calculation and representation are right.

Download the Updated Nifty Valuation Analyzer

One thought on “Nifty Valuation Charts: Dec 2015

  1. Dear Pattu,
    I have a request, would you help with FII and DII data. If I understand right, FII can invest in India through the following 4 means (?):
    1. Direct Stocks
    2. Debt
    3. Mutual Funds
    4. Derivatives
    Not sure if there are any more….

    How can we find out the FII inflow/outflows on a daily basis? Is this data available somewhere and similarly DII?

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