Overall Score

One 0–100 number per stock, blending fundamental quality (40%), technical trend state (25%), the scorecard's propensity to beat peers (20%) and a risk penalty (15%). Every component is normalised before blending, and missing components are dropped with the remaining weights renormalised.

Whole market ASX 200 only

ANN — Ansell Limited Healthcare

Overall score

84.5

grade A

Rank

of 724

Quality (40%)

71.5

Technical (25%)

96.8

Propensity (20%)

100.0

Risk (15%)

77.8

Composite score tracked through time. History accrues from the day this feature was first run, so early charts are short — the score is designed to be watched, not back-fitted.

How the score was built

Technical detail

1-year return	84.9
6-month return	100.0
vs 50-day average	100.0
vs 200-day average	100.0
position in 1y range	96.4

Risk detail (higher = safer)

beta (nearer 1 better)	97.7
volatility (lower better)	79.3
1-day VaR (smaller better)	93.3
max drawdown (shallower better)	53.6

Value at Risk & tail measures

EVT 99% daily VaR

6.11%

≈ $611 on $10,000

Gaussian 99% VaR

3.94%

true tail is 1.55× worse

Expected shortfall (99%)	11.08%
Historical 95% VaR (1-day)	-2.47%
Tail index ξ	0.457
Annualised volatility	26.4%
Beta vs ASX 200	0.97
Max drawdown (1y)	-33.2%
Half-Kelly cap	12.2%

Top 25 by overall score — whole market

#	Ticker	Company	Overall	Qual	Tech	Prop	Risk
1	ANN	Ansell Limited	84.5	72	97	100	78
2	CDA	Codan Limited	83.8	77	99	98	57
3	MLX	Metals X Limited	83.5	82	99	100	41
4	APW	Aims Property Securities Fund	82.7	92	70	—	77
5	NWH	NRW Holdings Limited	81.0	75	93	87	69
6	SKS	SKS Technologies Group Limited	80.6	74	100	100	41
7	CCL	Cuscal Limited	80.3	65	100	87	80
8	TEA	Tasmea Limited	80.2	70	99	95	55
9	IPG	IPD Group Limited	79.9	78	93	—	63
10	SHA	SHAPE Australia Corporation Limited	79.9	75	94	—	69
11	LYL	Lycopodium Limited	79.4	69	99	—	73
12	SFR	Sandfire Resources Limited	79.4	86	78	92	49
13	SRG	SRG Global Limited	79.4	74	93	84	67
14	WAT	Waterco Limited	79.0	78	84	—	74
15	PYC	PYC Therapeutics Limited	78.6	70	94	100	49
16	PRU	Perseus Mining Limited	78.3	85	75	87	54
17	CGS	Cogstate Limited	77.6	74	95	—	59
18	EMR	Emerald Resources NL	77.5	89	70	100	30
19	BLS	BLS Pharmaceuticals Limited	77.3	85	88	—	38
20	A1M	AIC Mines Limited	76.9	84	96	—	25
21	KOA	The Koala Company Limited	76.9	73	94	—	60
22	ORE	Orezone Gold Corporation	76.8	85	98	—	19
23	MAH	Macmahon Holdings Limited	76.6	71	81	100	54
24	SIQ	Smartgroup Corporation Ltd	76.6	70	69	100	75
25	FPR	FleetPartners Group Limited	76.4	65	100	—	68

Does the score actually work?

Decile	Obs	Avg 63d return	Median	Win rate
1 top	308	2.29%	0.95%	53.2%
2	323	3.44%	0.0%	49.5%
3	312	3.74%	2.05%	54.2%
4	325	5.12%	2.9%	57.5%
5	321	2.48%	0.51%	51.1%
6	315	7.77%	2.46%	56.8%
7	322	4.47%	0.53%	50.3%
8	315	3.0%	0.41%	50.8%
9	320	7.36%	3.35%	58.1%
10 bottom	330	7.79%	1.83%	53.3%

Top minus bottom decile: -5.5% over 63 days, across 22 rebalance dates and 148 stocks.

Each date is ranked only against itself, so this is point-in-time by construction. Important limitation: Price-based components only — see docstring. Fundamentals get restated and the scorecard is fitted on the full sample, so neither can be honestly reconstructed for past dates. Treat this as evidence about the price-based half of the score; the full score has to prove itself going forward, which is what the tracked history above is for.