Multi-factor scoring for NZX companies across 8 signals: Value, Quality, Momentum, Dividend Safety, Governance, Earnings, Insider Sentiment, and Growth. Signal weights are calibrated from historical backtest performance — signals with stronger predictive power receive more weight automatically.
| # | Company | Sector | Composite▼ | Direction | Value | Quality | Momentum | Dividend Safety | Governance | Earnings Signal | Insider Sentiment | Growth | Signals |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| No companies match filters. | |||||||||||||
Data sourced from publicly available records. Our datasets may not be complete. Automated analysis can produce errors. If you believe any data on this page is incorrect, please contact us at hello@nzxplorer.co.nz. For informational purposes only. Not investment advice.
Methodology — Signal Definitions
Value: Price relative to intrinsic value estimates (P/FV, P/E, EV/EBITDA)
Quality: Financial health via F-score, Z-score, and accounting quality
Momentum: Price momentum — 6-month and 12-month returns
Dividend Safety: Dividend sustainability and payout coverage
Governance: Board governance quality via GRS composite score
Earnings Signal: Probability and direction of earnings surprise
Insider Sentiment: Net insider buying vs selling activity
Growth: Revenue, earnings, and free cash flow growth trends
Self-Improving Weights: Signal weights are calibrated by measuring the annual return spread between top-quintile and bottom-quintile companies for each factor. Signals with higher risk-adjusted spreads (Sharpe ratio of the spread) receive more weight. Weights are re-calibrated quarterly.
Signal scores indicate historical factor exposure based on available data. They do not predict future returns and are not investment recommendations.
NZ Governance Power Index — top directors, board interlocks, auditor concentration, and multi-board analysis.
Interactive force-directed visualization of board interlocks across NZX, charities, iwi, and public sector.
Auditor market concentration, tenure analysis, and director-auditor independence.
