valuation-regime-detector

You can detect valuation regimes by computing PE and PB percentile rankings against historical distributions. The regime detector evaluates daily market data to classify assets as overvalued, fairly valued, or undervalued based on these percentile signals.

Percentile-based valuation analysis ranks current PE and PB metrics against historical distributions to determine relative market positioning. You need it when assessing whether an asset is expensive or cheap compared to its own historical valuation ranges.

Yes, you can backtest valuation regimes using historical market data spanning a decade. The analysis applies PE, PB, and earnings metrics across historical snapshots to monitor how regime shifts correlate with macro and rate signals over time.

You monitor regime shifts by running percentile-based signals on daily market snapshots across equity markets and sub-sectors. The framework links detected regime changes to macro, rate signals, and earnings trends to aid interpretation.

You need daily market data satisfying requirements for PE, PB, and earnings metrics. The methodology uses these inputs to compute quantitative regime rankings and link shifts to macro and rate signals for historical backtests.