Monthly median charts of 48 key statistics the S&P 500 stocks are provided.  Median values are presented in direct form, as percentage change, and as quantiles for the entire distribution of S&P 500 stocks for the end of each month.  

By monitoring median values of these fundamentals for all S&P 500 stocks, it is possible to identify new trends or patterns that otherwise would not be discernable.
Random Matrix Portfolios
Exploiting Financial Noise, Fractals, and Instability


(Click on chart below to go to current charts)
(Click on chart below to go to current charts)
(Click on chart below to go to current charts)