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Valuation river — snapshot build

Valuation river chart

Eight percentile bands drawn from a stock's own valuation history, with the close price laid on top — so you can see at a glance whether price is swimming in the cheap or the expensive part of its range. The difference from the usual river chart: every historical point uses the earnings and book value that were actually published by that date, not the latest quarter backfilled across the whole series. No look-ahead bias, so a backtest reading this series is not cheating.

Live example

Enter a Taiwan ticker and pick the PER, PBR or dividend yield view. The free tier covers the demo ticker 2330; any-ticker access is an Indie-tier feature.

GET /v1/indicator/river/{ticker}?metric=…

Bands run bottom to top, cheapest to most expensive (0 / 12.5 / 25 … 100th percentile). The black line is the close. Drag to zoom. Every figure is the version available on that date.

How it is computed

Deterministic recomputation end to end — no fitted or hidden parameters.

01

Pull the snapshot series

Take roughly a year of daily valuation snapshots for the ticker (PER, PBR, dividend yield). Each point is the version the official source published on that date, frozen and never rewritten.

02

Recover that day's fundamentals

Back out implied earnings per share (close ÷ PER), book value per share (close ÷ PBR) and dividend per share (close × yield) from the close and the ratio as they stood that day.

03

Rank the historical distribution

Cut the ratio's history into nine percentile lines at 0 / 12.5 / 25 … 100, by sorting and interpolating. Deterministic — same inputs, same lines, every time.

04

Weave the bands

For each date, percentile ratio × that day's fundamentals gives eight price bands; the close is drawn on top. Price low in the bands means cheap against its own history, high means expensive.

05

Where we stop

Fewer than 20 trading days of snapshots and we draw nothing. Tickers with zero or missing yield are not forced onto a yield chart. The bands locate valuation — they are not a buy or sell signal.

Terms in plain English

Valuation river
Percentiles of a valuation ratio converted into price bands and unrolled over time. In short: price low in the bands is cheap against the stock's own history, high is expensive.
PER
In short: at the current earnings run rate, how many years of profit you are paying for.
PBR
In short: how many times the company's book value you are paying.
Dividend yield
In short: buy at today's price and this is roughly what you collect in dividends over a year. Higher yield bands are the cheaper water.
Look-ahead bias
In short: using numbers in a historical study that nobody had at the time. Painting a river chart with the latest filing is exactly that; the snapshot build only ever uses the as-of version.
Percentile band
In short: line the history up from low to high, cut it into eight slices, and see which slice today falls in.

Run it yourself

The free tier needs no signup — call this feature's API straight away with the demo key. Unlock as-of history and full ticker coverage on a paid tier.

What we publish is data and tooling — not investment advice, not stock picks, and no promise of returns. Every figure is either an official public source reproduced as published, or a derivation we document well enough for you to recompute it. What you trade on it is your call. The bands show where valuation sits against its own history. Cheap can get cheaper and expensive can get more expensive.

FAQ

How do I read the river chart?

Eight bands span the stock's own valuation history, cheapest at the bottom and most expensive at the top (0, 12.5, 25 … 100th percentile). The black line is the close. Where the line sits tells you whether the market is paying more or less for this company than it usually does.

How is this different from the river charts elsewhere?

Every historical point uses the earnings and book value that had actually been published by that date. The common approach backfills the latest quarter across the whole series, which means a backtest run on it is selecting partly on restatements published after the signal date — the exact bias the chart is supposed to help you avoid.

Where do the fundamentals behind each band come from?

They are backed out of the close and the ratio as of that day: close divided by PER gives implied earnings per share, close divided by PBR gives book value per share, close times yield gives dividend per share. Deterministic, no fitted parameters, recomputable from the API.

Is it free?

The demo ticker 2330 is open on the free tier with no signup. Any-ticker river charts are an Indie-tier feature.