Overall Score ASX 200

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

Ringfenced to the ASX 200. Membership is approximated by the top 200 ASX stocks by market capitalisation — the official index uses free-float market cap with liquidity screens and rebalances quarterly, so names at the boundary will differ. The score itself is unchanged — ringfencing alters the population a stock is ranked against, the leaderboard and the backtest universe.

DDR — Dicker Data Limited Technology

Overall score

75.0

grade B

Rank

#14

of 200

Quality (40%)

52.2

Technical (25%)

99.1

Propensity (20%)

92.3

Risk (15%)

72.7

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	100.0
6-month return	100.0
vs 50-day average	97.8
vs 200-day average	100.0
position in 1y range	96.6

Risk detail (higher = safer)

beta (nearer 1 better)	74.4
volatility (lower better)	60.9
1-day VaR (smaller better)	85.4
max drawdown (shallower better)	75.8

Value at Risk & tail measures

EVT 99% daily VaR

8.76%

≈ $876 on $10,000

Gaussian 99% VaR

5.1%

true tail is 1.72× worse

Expected shortfall (99%)	11.35%
Historical 95% VaR (1-day)	-3.02%
Tail index ξ	0.014
Annualised volatility	36.5%
Beta vs ASX 200	0.69
Max drawdown (1y)	-22.1%
Half-Kelly cap	7.2%

Top 25 by overall score — ASX 200

#	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	NWH	NRW Holdings Limited	81.0	75	93	87	69
4	TEA	Tasmea Limited	80.2	70	99	95	55
5	SFR	Sandfire Resources Limited	79.4	86	78	92	49
6	SRG	SRG Global Limited	79.4	74	93	84	67
7	PYC	PYC Therapeutics Limited	78.6	70	94	100	49
8	PRU	Perseus Mining Limited	78.3	85	75	87	54
9	EMR	Emerald Resources NL	77.5	89	70	100	30
10	ORE	Orezone Gold Corporation	76.8	85	98	—	19
11	MAH	Macmahon Holdings Limited	76.6	71	81	100	54
12	ALK	Alkane Resources Ltd	75.9	74	86	98	36
13	BHP	BHP Group Limited	75.4	68	68	100	74
14	DDR	Dicker Data Limited	75.0	52	99	92	73
15	PAF	Pan African Resources PLC	74.8	89	61	—	60
16	OBM	Ora Banda Mining Limited	74.7	90	65	100	16
17	ATM	PT Antam (Persero) Tbk	74.5	83	76	62	67
18	VAU	Vault Minerals Limited	74.3	82	73	95	28
19	MI6	Minerals 260 Limited	74.2	77	87	100	13
20	S32	South32 Limited	74.2	67	72	98	66
21	LSF	L1 Long Short Fund Limited	73.8	73	69	76	82
22	PDI	PDI Gold Limited	71.3	63	99	92	19
23	GNP	GenusPlus Group Ltd	70.7	73	78	62	65
24	GMD	Genesis Minerals Limited	69.7	88	54	87	24
25	MND	Monadelphous Group Limited	69.6	69	65	70	78

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.