Hey Quants,
the task for this week of our seminar was to analyze the returns for different quantiles of two fundamentals via heatmaps of the different sectors and to see, whether we can observe patterns or not. In my case, it was the relationship PE ratio - diluted EPS growth, and PE ratio - growth grade, respectively. Since the growth grade is just the grading from A to F and it is hard to calculate ranks with that, I substituted it with Growth Score. I will add a Notebook with all the results. In the code nothing really changed except the choice of the fundamentals.
Relation of PE ratio to diluted EPS growth and growth grade
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