Axiom Score

Scores support research; they do not establish outcomes.

Axiom uses heuristic models over available third-party data. A 0–100 score is not a profit probability, a personal recommendation or evidence that an investment is safe. Coverage follows the selected list and successfully scored inputs, not the entire IDX or US market.

Radar

Radar combines Growth, Quality, Value, Momentum, Risk and Big Money using a normalized weighted mean. Growth uses revenue/earnings growth; Quality uses ROE and margin; Value uses inputs such as P/E and P/B; Momentum uses history or price change where available; Risk uses proxies such as beta. Big Money can use IDX foreign-flow lists or a Momentum proxy; it is not proof of institutional transactions for each stock.

Fallback: some missing inputs still produce default/neutral values in the legacy model. An available factor does not establish completeness of all underlying inputs. A score near 50 cannot distinguish missing data from neutral conditions; inspect source metrics alongside the score. Stocks without the required fundamentals are omitted from Radar results.

Screener dan DCF

Screener uses a different factor model, including discounted cash flow (DCF) scenarios, relative valuation and risk metrics. Different formulas and inputs mean its score need not match Radar. DCF outputs are sensitive to growth, discount-rate and terminal-value assumptions; they are not guaranteed price targets.

Data timing and coverage

Source time is the source observation time; retrieval/cache time only records when Axiom received or stored data. A new cache does not make source data live. Freshness cannot be established without source time. IDX fundamentals are not yet verified for the paid offering; provider redistribution rights are being verified.

Buy Watch, Hold, Momentum Only, Avoid and Safe/Watch/Speculative/Trap are heuristic categories, not buy/sell instructions or safety guarantees. This page does not promise score history, whole-market percentiles, strategy performance or model portfolios.