Stock Screens Articles

Revising the MAGNET Screens

June 2015 by Jordan Kimmel
A focus on strong sales growth remains, but the addition of new criteria and changes to existing criteria enable the screens to find more stocks. Read more »

AAII Stock Screens 2014 Review: Active Strategies Lag

January 2015 by Wayne Thorp
Though the Dow and the S&P 500 set record highs, mid-cap and small-cap stocks lagged, contributing to disappointing returns for active strategies. Read more »

Five Common Traits of Successful Value Screens

July 2014 by John Bajkowski
Though investing gurus differ in what they look for in a stock, there are five common traits we see across the AAII value-oriented screens. Read more »

Strategic Value Investing: Screening for Cash Flow and Value

May 2014 by Robert Johnson
Positive cash flows are as important as earnings. This screen identifies companies that both generate positive cash flow and trade at reasonable prices. Read more »

Strategic Value Investing: Screening for Cash Flow and Value

May 2014 by Stephen Horan
Positive cash flows are as important as earnings. This screen identifies companies that both generate positive cash flow and trade at reasonable prices. Read more »

Strategic Value Investing: Screening for Cash Flow and Value

May 2014 by Thomas Robinson
Positive cash flows are as important as earnings. This screen identifies companies that both generate positive cash flow and trade at reasonable prices. Read more »

Finding Value and Financial Strength Based on “What Works on Wall Street”

March 2014 by John Bajkowski
Using James O'Shaughnessy's recent AAII Journal article as a basis, we identify stocks with favorable valuation, financial strength and earnings quality composite scores. Read more »

2013 Stock Screens Review: The Year of the Bulls

January 2014 by Joe Lan
More than 40 of the 65 screens tracked on AAII.com beat the S&P 500 last year. Plus, two new risk measures are presented. Read more »

Finding Winners and Avoiding Losers Among Glamour Stocks

October 2013 by John Bajkowski
A scoring system designed to identify winning growth stocks by examining profitability, naive extrapolation and accounting conservatism. Read more »

Lowell Miller’s Best Dividend Screen

June 2013 by John Bajkowski
Portfolio manager Lowell Miller says the best dividend stocks combine growth, reasonable valuations, financial strength and price momentum. Read more »

Combining Quality Growth With Value and Momentum

April 2013 by John Bajkowski
Quality growth, or a high ratio of gross profit to total assets, is a better predictor of future success and works well when combined with value and momentum indicators. Read more »

2012 Year-End Screens Review: Investors Caught in Political Cliffhanger

January 2013 by Wayne Thorp
More than 50 of the 64 screens tracked on AAII.com posted positive returns last year, led by the value-oriented Piotroski: High F-Score screen. Read more »

Constructing Winning Stock Screens

December 2012 by John Bajkowski
By combining primary and secondary criteria, a stock screen can be created to identify companies matching an individual’s investing objective and style. Read more »

Adjusting the Benjamin Graham Enterprising Investor Screen

October 2012 by John Bajkowski
This contrarian screen has produced impressive results, but is overly restrictive. A few small revisions make the strategy more useful for the real world. Read more »

Screening for Stocks With Strong Secular Growth

May 2012 by John Bajkowski
Secular growth companies increase earnings in both good and bad economic cycles. This screen is designed to identify such companies. Read more »

2011 Year-End Screening Review: A Difficult Year for Stocks and Strategies

January 2012 by Wayne Thorp
Last year’s market turbulence hurt, with the AAII screens posting a median loss of 3.8%. Twenty-four screens did post gains, however, led by the T. Rowe Price screen. Read more »

Screening for Tomorrow’s Stock Market Winners

October 2011 by Wayne Thorp
Potential future winning stocks have nine characteristics, according to Marc Reinganum. This strategy finds such stocks. Read more »

The Matras Increasing Earnings Approach

July 2011 by Charles Rotblut
This strategy identifies companies that have increased earnings for six consecutive quarters and are forecast to continue growing. Read more »

Driehaus Screen for Growth and Momentum Stocks

June 2011 by Wayne Thorp
Price and profit momentum are blended in this screening strategy to find potentially profitable investment ideas. Read more »

Tweedy, Browne: “What Has Worked in Investing”

April 2011 by Wayne Thorp
Mutual fund company Tweedy, Browne takes a Benjamin Graham approach by looking for smaller companies trading at low valuations. Read more »

2010 Year-End Screening Review: Across the Board Gains

January 2011 by Wayne Thorp
See performance information for all 63 screens tracked by AAII.com and find out which screen delivered the highest returns in 2010. Read more »

How I Find Lower Risk/Higher Reward Stocks

December 2010 by Charles Rotblut
Charles details his stock screen, which helps identify stocks based on four key attributes: valuation, financials, business model and diversification. Read more »

Screening for Stocks With High Relative Dividend Yields

September 2010 by Charles Rotblut
This AAII.com screen identifies stocks with yields that are above their historical averages and that have histories of rising dividend payments. Read more »

A Technical-Fundamental System for Stock Selection

August 2010 by Wayne Thorp
Momentum and value are combined in this active trading strategy based on Grant Henning’s book, “The Value and Momentum Trader.” Read more »



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