Stock Screens

Stock Screens Index Explanation Splash image

The purpose of AAII's Stock Screen area is to provide you with access to a wide range of stock strategies and investment approaches.

We update our stock screens monthly, covering over 60 stock investment strategies as well as the companies that pass each screen.

Data as of 7/31/2015
Screen Performance Snapshots (click tabs to change sort order)

YTD


  •            Screen
    Annual Price Gain (%) Risk Index
    Category
    YTD 3 Yr 5 Yr 10 Yr Inception
  • 1.
    The Motley Fool’s Foolish 8 method for investing in small caps looks for profitable and rapidly growing companies with strong price momentum.
    70.9% 26.7% 17.1% 4.5% 13.4% 2.31 Growth With Price Momentum
    2.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    45.6% 45.5% 34.4% 13.2% 19.8% 1.88 Growth With Price Momentum
    3.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    40.2% 13.9% 4.8% 7.0% 15.8% 2.26 Growth & Value
    4.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    24.4% 20.8% -3.1% 0.0% 5.1% 2.22 Growth & Value
    5.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    20.4% 27.2% 19.2% 9.1% 8.9% 1.27 Growth
    6.
    Muhlenkamp uses a bottom-up approach to selecting stocks, but adjusts his benchmarks based upon the broad economic environment…
    18.5% -19.9% -21.7% -12.0% 0.6% 1.58 Growth & Value With Price Momentum
    7.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    17.2% 18.7% 28.1% 12.7% 20.8% 1.45 Growth & Value With Price Momentum
    8.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    16.3% 27.0% 21.2% 13.2% 19.9% 1.34 Growth & Value With Price Momentum
    9.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    16.2% 11.2% 4.4% 0.2% 17.8% 1.91 Growth & Value
    10.
    Introduction to the use of earnings estimates.
    13.8% 19.4% 21.3% 22.5% 26.7% 1.76 Earnings Estimates
    11.
    An old Value screen combining the P/E ratio, dividend yield, and an adjusted return on equity that's still applicable in today's market.
    13.8% 11.2% 1.6% 4.9% 13.3% 1.70 Value
    12.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    13.6% 14.5% 15.8% 6.6% 16.2% 1.39 Growth With Price Momentum
    13.
    Classic momentum approach that seeks out stocks that are rapidly rising in price with the belief that the rising price will attract other investors.
    13.1% 21.0% 20.0% 19.4% 13.5% 2.25 Growth With Price Momentum
    14.
    Introduction to the use of earnings estimates.
    12.8% 22.9% 22.9% 22.1% 25.4% 1.83 Earnings Estimates
    15.
    S&P MidCap 400 Growth (TR)
    9.1% 18.8% 16.8% 9.8% 12.2% 1.30 Indexes
    16.
    An interesting approach that combines both fundamental and technical factors to seek out companies with strong earnings and price momentum.
    8.8% 32.3% 16.9% 17.1% 24.7% 1.91 Growth With Price Momentum
    17.
    S&P SmallCap 600 Growth (TR)
    8.6% 19.8% 18.4% 9.7% 9.8% 1.31 Indexes
    18.
    NASDAQ 100
    8.3% 20.2% 19.7% 11.1% 9.1% 1.80 Indexes
    19.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    8.3% -7.2% 2.5% 10.9% 15.0% 1.80 Value
    20.
    S&P 500 Growth (TR)
    6.5% 18.5% 17.9% 9.0% 6.6% 1.10 Indexes
    21.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    6.4% 19.1% 15.2% 8.9% 14.3% 1.06 Growth & Value With Price Momentum
    22.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    6.2% 18.2% 16.8% 13.5% 14.4% 1.20 Value With Price Momentum
    23.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    5.3% 11.5% 17.3% 0.0% 2.5% 1.57 Value
    24.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    4.9% 15.4% 18.1% 11.4% 14.7% 1.12 Growth & Value
    25.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    4.4% 7.5% 3.8% 13.7% 15.2% 2.14 Growth With Price Momentum
    26.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    4.4% 10.0% 10.2% 7.1% 11.9% 1.28 Growth
    27.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    4.2% 36.7% 20.9% 15.9% 20.2% 1.78 Value
    28.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    3.8% 22.3% 9.3% 7.4% 8.9% 1.48 Growth & Value With Price Momentum
    29.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    3.6% 2.5% -3.1% -4.9% -0.7% 1.88 Specialty
    30.
    S&P MidCap 400
    3.5% 16.9% 14.6% 7.6% 8.9% 1.19 Indexes
    31.
    Utilizing contrarian stocks with upward earnings revisions.
    2.7% 20.8% 22.0% 14.7% 16.1% 1.36 Earnings Estimates
    32.
    S&P SmallCap 600
    2.5% 17.3% 15.4% 7.3% 8.1% 1.27 Indexes
    33.
    S&P 500
    2.2% 15.1% 13.8% 5.5% 4.5% 1.00 Indexes
    34.
    Locating firms with a high proportion of cash to share price.
    1.8% 14.9% 4.1% 3.9% 10.4% 1.38 Value
    35.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    1.8% 13.1% 16.1% 9.3% 10.6% 1.23 Value
    36.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    1.7% 16.5% 15.6% 10.1% 10.8% 1.22 Growth & Value
    37.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    1.5% 9.8% 12.0% 14.0% 15.6% 1.38 Value
    38.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    1.0% 12.8% 12.0% 6.8% 12.9% 1.93 Growth & Value With Price Momentum
    39.
    An approach using a stringent contrarian viewpoint—finding underValued, out-of-favor stocks in the bargain basement that have an optimistic future.
    0.8% 15.5% 13.6% 10.1% 18.2% 1.63 Growth & Value
    40.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    0.8% 7.4% -0.8% 4.3% 11.0% 1.26 Growth & Value
    41.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    0.5% 16.2% 11.5% 5.9% 10.5% 1.25 Growth & Value
    42.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    0.2% 17.5% 9.1% 21.3% 21.4% 1.75 Value
    43.
    All Exchange-Listed Stocks
    0.1% 15.3% 11.6% 6.4% 10.2% 1.37 Indexes
    44.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    0.0% 10.3% 21.2% 7.5% 9.6% 1.66 Growth & Value
    45.
    S&P 500 Value (TR)
    -0.1% 16.7% 14.6% 6.7% 5.9% 1.00 Indexes
    46.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    -0.4% 13.9% 11.5% 9.6% 11.0% 1.28 Growth & Value
    47.
    S&P MidCap 400 Value (TR)
    -0.6% 18.5% 15.5% 8.6% 8.6% 1.12 Indexes
    48.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -0.6% 18.7% 15.1% 8.0% 15.9% 1.51 Value With Price Momentum
    49.
    Dow Jones 30
    -0.7% 10.8% 11.1% 5.2% 4.7% 0.97 Indexes
    50.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -2.0% 21.1% 18.7% 10.8% 18.0% 1.52 Value With Price Momentum
    51.
    S&P SmallCap 600 Value (TR)
    -2.0% 16.4% 14.6% 7.3% 8.4% 1.23 Indexes
    52.
    Research indicates that using price-to-sales ratios may lead to better investment results than price-to-book-Value ratios or price-earnings ratios.
    -2.0% 9.5% 11.6% 7.6% 14.2% 1.33 Growth & Value
    53.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -2.4% 5.8% 10.0% 10.5% 7.8% 1.37 Growth & Value
    54.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    -2.5% 20.0% 17.7% 9.9% 10.7% 1.26 Growth & Value
    55.
    Introduction to the use of earnings estimates.
    -2.7% 3.3% -1.3% -1.9% -0.4% 2.33 Earnings Estimates
    56.
    Introduction to the use of earnings estimates.
    -3.0% 3.5% 0.4% -0.9% 0.1% 1.95 Earnings Estimates
    57.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    -3.1% 8.8% 13.2% 3.0% 2.8% 1.22 Value
    58.
    Using the dividend-yield approach to invest during volatile markets.
    -3.5% 12.7% 12.4% 5.7% 8.6% 0.97 Growth & Value
    59.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    -3.5% 19.2% 14.1% 8.3% 9.1% 1.44 Growth & Value
    60.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    -3.8% 7.8% 6.6% 5.2% 10.3% 1.40 Value With Price Momentum
    61.
    A closely followed screen that looks back at the different relationships of the price-earnings ratio of a stock.
    -3.9% 12.0% 12.4% 12.5% 15.4% 1.13 Earnings Estimates
    62.
    Value screen created by James O'Shaughnessy that lead to the best risk adjusted return among a wide range of Value approaches.
    -4.3% 9.2% 6.6% 0.8% 5.0% 1.34 Value
    63.
    Joel Greenblatt's simple investing approach is based finding companies with high return on investment that are trading for less than they are worth.
    -4.4% -0.5% -1.6% 4.3% 8.8% 1.65 Value
    64.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -4.6% 17.5% 13.1% 4.6% 6.7% 1.23 Value With Price Momentum
    65.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -5.7% -0.4% 2.2% 8.8% 9.4% 2.21 Growth & Value
    66.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -6.8% 11.7% 4.5% -2.8% 11.9% 2.73 Growth & Value With Price Momentum
    67.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -8.0% -10.6% -0.1% 5.8% 14.3% 2.98 Growth & Value With Price Momentum
    68.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -8.1% 26.4% 11.8% 7.8% 24.3% 1.93 Value With Price Momentum
    69.
    An analysis that can provide advance notice a company may be facing financial trouble, though earnings and sales appear strong.
    -10.4% 9.8% 4.9% 4.2% 12.7% 1.54 Growth
    70.
    This screen looks for stocks hitting new lows, trading at a price lower than book Value per share, with no debt and high levels of insider ownership.
    -12.6% -1.9% -1.0% 2.2% 9.3% 1.94 Value
    71.
    A study of low price-to-book Value stocks to see if its possible to establish basic financial criteria to help separate the winners from the losers.
    -15.9% 40.2% 25.9% 20.6% 26.9% 2.08 Value
    72.
    An approach that identifies technology stocks with high R&D spending, strong margins and Growth, but selling at attractive Values.
    -16.2% 10.9% 7.9% 1.7% -2.7% 2.77 Growth & Value
    73.
    Graham's approach leads to three separate that focus on the concept of intrinsic value, justified by a firm's financial strength.
    -18.5% -0.5% 3.8% 3.6% 6.7% 0.97 Value
    74.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    -28.9% 18.0% 17.1% 8.5% 11.4% 1.87 Growth & Value

    3-Year


  •            Screen
    Annual Price Gain (%) Risk Index
    Category
    YTD 3 Yr 5 Yr 10 Yr Inception
  • 1.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    45.6% 45.5% 34.4% 13.2% 19.8% 1.88 Growth With Price Momentum
    2.
    A study of low price-to-book Value stocks to see if its possible to establish basic financial criteria to help separate the winners from the losers.
    -15.9% 40.2% 25.9% 20.6% 26.9% 2.08 Value
    3.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    4.2% 36.7% 20.9% 15.9% 20.2% 1.78 Value
    4.
    An interesting approach that combines both fundamental and technical factors to seek out companies with strong earnings and price momentum.
    8.8% 32.3% 16.9% 17.1% 24.7% 1.91 Growth With Price Momentum
    5.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    20.4% 27.2% 19.2% 9.1% 8.9% 1.27 Growth
    6.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    16.3% 27.0% 21.2% 13.2% 19.9% 1.34 Growth & Value With Price Momentum
    7.
    The Motley Fool’s Foolish 8 method for investing in small caps looks for profitable and rapidly growing companies with strong price momentum.
    70.9% 26.7% 17.1% 4.5% 13.4% 2.31 Growth With Price Momentum
    8.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -8.1% 26.4% 11.8% 7.8% 24.3% 1.93 Value With Price Momentum
    9.
    Introduction to the use of earnings estimates.
    12.8% 22.9% 22.9% 22.1% 25.4% 1.83 Earnings Estimates
    10.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    3.8% 22.3% 9.3% 7.4% 8.9% 1.48 Growth & Value With Price Momentum
    11.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -2.0% 21.1% 18.7% 10.8% 18.0% 1.52 Value With Price Momentum
    12.
    Classic momentum approach that seeks out stocks that are rapidly rising in price with the belief that the rising price will attract other investors.
    13.1% 21.0% 20.0% 19.4% 13.5% 2.25 Growth With Price Momentum
    13.
    Utilizing contrarian stocks with upward earnings revisions.
    2.7% 20.8% 22.0% 14.7% 16.1% 1.36 Earnings Estimates
    14.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    24.4% 20.8% -3.1% 0.0% 5.1% 2.22 Growth & Value
    15.
    NASDAQ 100
    8.3% 20.2% 19.7% 11.1% 9.1% 1.80 Indexes
    16.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    -2.5% 20.0% 17.7% 9.9% 10.7% 1.26 Growth & Value
    17.
    S&P SmallCap 600 Growth (TR)
    8.6% 19.8% 18.4% 9.7% 9.8% 1.31 Indexes
    18.
    Introduction to the use of earnings estimates.
    13.8% 19.4% 21.3% 22.5% 26.7% 1.76 Earnings Estimates
    19.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    -3.5% 19.2% 14.1% 8.3% 9.1% 1.44 Growth & Value
    20.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    6.4% 19.1% 15.2% 8.9% 14.3% 1.06 Growth & Value With Price Momentum
    21.
    S&P MidCap 400 Growth (TR)
    9.1% 18.8% 16.8% 9.8% 12.2% 1.30 Indexes
    22.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    17.2% 18.7% 28.1% 12.7% 20.8% 1.45 Growth & Value With Price Momentum
    23.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -0.6% 18.7% 15.1% 8.0% 15.9% 1.51 Value With Price Momentum
    24.
    S&P MidCap 400 Value (TR)
    -0.6% 18.5% 15.5% 8.6% 8.6% 1.12 Indexes
    25.
    S&P 500 Growth (TR)
    6.5% 18.5% 17.9% 9.0% 6.6% 1.10 Indexes
    26.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    6.2% 18.2% 16.8% 13.5% 14.4% 1.20 Value With Price Momentum
    27.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    -28.9% 18.0% 17.1% 8.5% 11.4% 1.87 Growth & Value
    28.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -4.6% 17.5% 13.1% 4.6% 6.7% 1.23 Value With Price Momentum
    29.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    0.2% 17.5% 9.1% 21.3% 21.4% 1.75 Value
    30.
    S&P SmallCap 600
    2.5% 17.3% 15.4% 7.3% 8.1% 1.27 Indexes
    31.
    S&P MidCap 400
    3.5% 16.9% 14.6% 7.6% 8.9% 1.19 Indexes
    32.
    S&P 500 Value (TR)
    -0.1% 16.7% 14.6% 6.7% 5.9% 1.00 Indexes
    33.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    1.7% 16.5% 15.6% 10.1% 10.8% 1.22 Growth & Value
    34.
    S&P SmallCap 600 Value (TR)
    -2.0% 16.4% 14.6% 7.3% 8.4% 1.23 Indexes
    35.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    0.5% 16.2% 11.5% 5.9% 10.5% 1.25 Growth & Value
    36.
    An approach using a stringent contrarian viewpoint—finding underValued, out-of-favor stocks in the bargain basement that have an optimistic future.
    0.8% 15.5% 13.6% 10.1% 18.2% 1.63 Growth & Value
    37.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    4.9% 15.4% 18.1% 11.4% 14.7% 1.12 Growth & Value
    38.
    All Exchange-Listed Stocks
    0.1% 15.3% 11.6% 6.4% 10.2% 1.37 Indexes
    39.
    S&P 500
    2.2% 15.1% 13.8% 5.5% 4.5% 1.00 Indexes
    40.
    Locating firms with a high proportion of cash to share price.
    1.8% 14.9% 4.1% 3.9% 10.4% 1.38 Value
    41.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    13.6% 14.5% 15.8% 6.6% 16.2% 1.39 Growth With Price Momentum
    42.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    -0.4% 13.9% 11.5% 9.6% 11.0% 1.28 Growth & Value
    43.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    40.2% 13.9% 4.8% 7.0% 15.8% 2.26 Growth & Value
    44.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    1.8% 13.1% 16.1% 9.3% 10.6% 1.23 Value
    45.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    1.0% 12.8% 12.0% 6.8% 12.9% 1.93 Growth & Value With Price Momentum
    46.
    Using the dividend-yield approach to invest during volatile markets.
    -3.5% 12.7% 12.4% 5.7% 8.6% 0.97 Growth & Value
    47.
    A closely followed screen that looks back at the different relationships of the price-earnings ratio of a stock.
    -3.9% 12.0% 12.4% 12.5% 15.4% 1.13 Earnings Estimates
    48.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -6.8% 11.7% 4.5% -2.8% 11.9% 2.73 Growth & Value With Price Momentum
    49.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    5.3% 11.5% 17.3% 0.0% 2.5% 1.57 Value
    50.
    An old Value screen combining the P/E ratio, dividend yield, and an adjusted return on equity that's still applicable in today's market.
    13.8% 11.2% 1.6% 4.9% 13.3% 1.70 Value
    51.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    16.2% 11.2% 4.4% 0.2% 17.8% 1.91 Growth & Value
    52.
    An approach that identifies technology stocks with high R&D spending, strong margins and Growth, but selling at attractive Values.
    -16.2% 10.9% 7.9% 1.7% -2.7% 2.77 Growth & Value
    53.
    Dow Jones 30
    -0.7% 10.8% 11.1% 5.2% 4.7% 0.97 Indexes
    54.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    0.0% 10.3% 21.2% 7.5% 9.6% 1.66 Growth & Value
    55.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    4.4% 10.0% 10.2% 7.1% 11.9% 1.28 Growth
    56.
    An analysis that can provide advance notice a company may be facing financial trouble, though earnings and sales appear strong.
    -10.4% 9.8% 4.9% 4.2% 12.7% 1.54 Growth
    57.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    1.5% 9.8% 12.0% 14.0% 15.6% 1.38 Value
    58.
    Research indicates that using price-to-sales ratios may lead to better investment results than price-to-book-Value ratios or price-earnings ratios.
    -2.0% 9.5% 11.6% 7.6% 14.2% 1.33 Growth & Value
    59.
    Value screen created by James O'Shaughnessy that lead to the best risk adjusted return among a wide range of Value approaches.
    -4.3% 9.2% 6.6% 0.8% 5.0% 1.34 Value
    60.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    -3.1% 8.8% 13.2% 3.0% 2.8% 1.22 Value
    61.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    -3.8% 7.8% 6.6% 5.2% 10.3% 1.40 Value With Price Momentum
    62.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    4.4% 7.5% 3.8% 13.7% 15.2% 2.14 Growth With Price Momentum
    63.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    0.8% 7.4% -0.8% 4.3% 11.0% 1.26 Growth & Value
    64.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -2.4% 5.8% 10.0% 10.5% 7.8% 1.37 Growth & Value
    65.
    Introduction to the use of earnings estimates.
    -3.0% 3.5% 0.4% -0.9% 0.1% 1.95 Earnings Estimates
    66.
    Introduction to the use of earnings estimates.
    -2.7% 3.3% -1.3% -1.9% -0.4% 2.33 Earnings Estimates
    67.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    3.6% 2.5% -3.1% -4.9% -0.7% 1.88 Specialty
    68.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -5.7% -0.4% 2.2% 8.8% 9.4% 2.21 Growth & Value
    69.
    Joel Greenblatt's simple investing approach is based finding companies with high return on investment that are trading for less than they are worth.
    -4.4% -0.5% -1.6% 4.3% 8.8% 1.65 Value
    70.
    Graham's approach leads to three separate that focus on the concept of intrinsic value, justified by a firm's financial strength.
    -18.5% -0.5% 3.8% 3.6% 6.7% 0.97 Value
    71.
    This screen looks for stocks hitting new lows, trading at a price lower than book Value per share, with no debt and high levels of insider ownership.
    -12.6% -1.9% -1.0% 2.2% 9.3% 1.94 Value
    72.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    8.3% -7.2% 2.5% 10.9% 15.0% 1.80 Value
    73.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -8.0% -10.6% -0.1% 5.8% 14.3% 2.98 Growth & Value With Price Momentum
    74.
    Muhlenkamp uses a bottom-up approach to selecting stocks, but adjusts his benchmarks based upon the broad economic environment…
    18.5% -19.9% -21.7% -12.0% 0.6% 1.58 Growth & Value With Price Momentum

    5-Year


  •            Screen
    Annual Price Gain (%) Risk Index
    Category
    YTD 3 Yr 5 Yr 10 Yr Inception
  • 1.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    45.6% 45.5% 34.4% 13.2% 19.8% 1.88 Growth With Price Momentum
    2.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    17.2% 18.7% 28.1% 12.7% 20.8% 1.45 Growth & Value With Price Momentum
    3.
    A study of low price-to-book Value stocks to see if its possible to establish basic financial criteria to help separate the winners from the losers.
    -15.9% 40.2% 25.9% 20.6% 26.9% 2.08 Value
    4.
    Introduction to the use of earnings estimates.
    12.8% 22.9% 22.9% 22.1% 25.4% 1.83 Earnings Estimates
    5.
    Utilizing contrarian stocks with upward earnings revisions.
    2.7% 20.8% 22.0% 14.7% 16.1% 1.36 Earnings Estimates
    6.
    Introduction to the use of earnings estimates.
    13.8% 19.4% 21.3% 22.5% 26.7% 1.76 Earnings Estimates
    7.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    0.0% 10.3% 21.2% 7.5% 9.6% 1.66 Growth & Value
    8.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    16.3% 27.0% 21.2% 13.2% 19.9% 1.34 Growth & Value With Price Momentum
    9.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    4.2% 36.7% 20.9% 15.9% 20.2% 1.78 Value
    10.
    Classic momentum approach that seeks out stocks that are rapidly rising in price with the belief that the rising price will attract other investors.
    13.1% 21.0% 20.0% 19.4% 13.5% 2.25 Growth With Price Momentum
    11.
    NASDAQ 100
    8.3% 20.2% 19.7% 11.1% 9.1% 1.80 Indexes
    12.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    20.4% 27.2% 19.2% 9.1% 8.9% 1.27 Growth
    13.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -2.0% 21.1% 18.7% 10.8% 18.0% 1.52 Value With Price Momentum
    14.
    S&P SmallCap 600 Growth (TR)
    8.6% 19.8% 18.4% 9.7% 9.8% 1.31 Indexes
    15.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    4.9% 15.4% 18.1% 11.4% 14.7% 1.12 Growth & Value
    16.
    S&P 500 Growth (TR)
    6.5% 18.5% 17.9% 9.0% 6.6% 1.10 Indexes
    17.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    -2.5% 20.0% 17.7% 9.9% 10.7% 1.26 Growth & Value
    18.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    5.3% 11.5% 17.3% 0.0% 2.5% 1.57 Value
    19.
    The Motley Fool’s Foolish 8 method for investing in small caps looks for profitable and rapidly growing companies with strong price momentum.
    70.9% 26.7% 17.1% 4.5% 13.4% 2.31 Growth With Price Momentum
    20.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    -28.9% 18.0% 17.1% 8.5% 11.4% 1.87 Growth & Value
    21.
    An interesting approach that combines both fundamental and technical factors to seek out companies with strong earnings and price momentum.
    8.8% 32.3% 16.9% 17.1% 24.7% 1.91 Growth With Price Momentum
    22.
    S&P MidCap 400 Growth (TR)
    9.1% 18.8% 16.8% 9.8% 12.2% 1.30 Indexes
    23.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    6.2% 18.2% 16.8% 13.5% 14.4% 1.20 Value With Price Momentum
    24.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    1.8% 13.1% 16.1% 9.3% 10.6% 1.23 Value
    25.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    13.6% 14.5% 15.8% 6.6% 16.2% 1.39 Growth With Price Momentum
    26.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    1.7% 16.5% 15.6% 10.1% 10.8% 1.22 Growth & Value
    27.
    S&P MidCap 400 Value (TR)
    -0.6% 18.5% 15.5% 8.6% 8.6% 1.12 Indexes
    28.
    S&P SmallCap 600
    2.5% 17.3% 15.4% 7.3% 8.1% 1.27 Indexes
    29.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    6.4% 19.1% 15.2% 8.9% 14.3% 1.06 Growth & Value With Price Momentum
    30.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -0.6% 18.7% 15.1% 8.0% 15.9% 1.51 Value With Price Momentum
    31.
    S&P SmallCap 600 Value (TR)
    -2.0% 16.4% 14.6% 7.3% 8.4% 1.23 Indexes
    32.
    S&P 500 Value (TR)
    -0.1% 16.7% 14.6% 6.7% 5.9% 1.00 Indexes
    33.
    S&P MidCap 400
    3.5% 16.9% 14.6% 7.6% 8.9% 1.19 Indexes
    34.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    -3.5% 19.2% 14.1% 8.3% 9.1% 1.44 Growth & Value
    35.
    S&P 500
    2.2% 15.1% 13.8% 5.5% 4.5% 1.00 Indexes
    36.
    An approach using a stringent contrarian viewpoint—finding underValued, out-of-favor stocks in the bargain basement that have an optimistic future.
    0.8% 15.5% 13.6% 10.1% 18.2% 1.63 Growth & Value
    37.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    -3.1% 8.8% 13.2% 3.0% 2.8% 1.22 Value
    38.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -4.6% 17.5% 13.1% 4.6% 6.7% 1.23 Value With Price Momentum
    39.
    A closely followed screen that looks back at the different relationships of the price-earnings ratio of a stock.
    -3.9% 12.0% 12.4% 12.5% 15.4% 1.13 Earnings Estimates
    40.
    Using the dividend-yield approach to invest during volatile markets.
    -3.5% 12.7% 12.4% 5.7% 8.6% 0.97 Growth & Value
    41.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    1.5% 9.8% 12.0% 14.0% 15.6% 1.38 Value
    42.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    1.0% 12.8% 12.0% 6.8% 12.9% 1.93 Growth & Value With Price Momentum
    43.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -8.1% 26.4% 11.8% 7.8% 24.3% 1.93 Value With Price Momentum
    44.
    Research indicates that using price-to-sales ratios may lead to better investment results than price-to-book-Value ratios or price-earnings ratios.
    -2.0% 9.5% 11.6% 7.6% 14.2% 1.33 Growth & Value
    45.
    All Exchange-Listed Stocks
    0.1% 15.3% 11.6% 6.4% 10.2% 1.37 Indexes
    46.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    -0.4% 13.9% 11.5% 9.6% 11.0% 1.28 Growth & Value
    47.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    0.5% 16.2% 11.5% 5.9% 10.5% 1.25 Growth & Value
    48.
    Dow Jones 30
    -0.7% 10.8% 11.1% 5.2% 4.7% 0.97 Indexes
    49.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    4.4% 10.0% 10.2% 7.1% 11.9% 1.28 Growth
    50.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -2.4% 5.8% 10.0% 10.5% 7.8% 1.37 Growth & Value
    51.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    3.8% 22.3% 9.3% 7.4% 8.9% 1.48 Growth & Value With Price Momentum
    52.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    0.2% 17.5% 9.1% 21.3% 21.4% 1.75 Value
    53.
    An approach that identifies technology stocks with high R&D spending, strong margins and Growth, but selling at attractive Values.
    -16.2% 10.9% 7.9% 1.7% -2.7% 2.77 Growth & Value
    54.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    -3.8% 7.8% 6.6% 5.2% 10.3% 1.40 Value With Price Momentum
    55.
    Value screen created by James O'Shaughnessy that lead to the best risk adjusted return among a wide range of Value approaches.
    -4.3% 9.2% 6.6% 0.8% 5.0% 1.34 Value
    56.
    An analysis that can provide advance notice a company may be facing financial trouble, though earnings and sales appear strong.
    -10.4% 9.8% 4.9% 4.2% 12.7% 1.54 Growth
    57.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    40.2% 13.9% 4.8% 7.0% 15.8% 2.26 Growth & Value
    58.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -6.8% 11.7% 4.5% -2.8% 11.9% 2.73 Growth & Value With Price Momentum
    59.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    16.2% 11.2% 4.4% 0.2% 17.8% 1.91 Growth & Value
    60.
    Locating firms with a high proportion of cash to share price.
    1.8% 14.9% 4.1% 3.9% 10.4% 1.38 Value
    61.
    Graham's approach leads to three separate that focus on the concept of intrinsic value, justified by a firm's financial strength.
    -18.5% -0.5% 3.8% 3.6% 6.7% 0.97 Value
    62.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    4.4% 7.5% 3.8% 13.7% 15.2% 2.14 Growth With Price Momentum
    63.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    8.3% -7.2% 2.5% 10.9% 15.0% 1.80 Value
    64.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -5.7% -0.4% 2.2% 8.8% 9.4% 2.21 Growth & Value
    65.
    An old Value screen combining the P/E ratio, dividend yield, and an adjusted return on equity that's still applicable in today's market.
    13.8% 11.2% 1.6% 4.9% 13.3% 1.70 Value
    66.
    Introduction to the use of earnings estimates.
    -3.0% 3.5% 0.4% -0.9% 0.1% 1.95 Earnings Estimates
    67.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -8.0% -10.6% -0.1% 5.8% 14.3% 2.98 Growth & Value With Price Momentum
    68.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    0.8% 7.4% -0.8% 4.3% 11.0% 1.26 Growth & Value
    69.
    This screen looks for stocks hitting new lows, trading at a price lower than book Value per share, with no debt and high levels of insider ownership.
    -12.6% -1.9% -1.0% 2.2% 9.3% 1.94 Value
    70.
    Introduction to the use of earnings estimates.
    -2.7% 3.3% -1.3% -1.9% -0.4% 2.33 Earnings Estimates
    71.
    Joel Greenblatt's simple investing approach is based finding companies with high return on investment that are trading for less than they are worth.
    -4.4% -0.5% -1.6% 4.3% 8.8% 1.65 Value
    72.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    3.6% 2.5% -3.1% -4.9% -0.7% 1.88 Specialty
    73.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    24.4% 20.8% -3.1% 0.0% 5.1% 2.22 Growth & Value
    74.
    Muhlenkamp uses a bottom-up approach to selecting stocks, but adjusts his benchmarks based upon the broad economic environment…
    18.5% -19.9% -21.7% -12.0% 0.6% 1.58 Growth & Value With Price Momentum

    10-Year


  •            Screen
    Annual Price Gain (%) Risk Index
    Category
    YTD 3 Yr 5 Yr 10 Yr Inception
  • 1.
    Introduction to the use of earnings estimates.
    13.8% 19.4% 21.3% 22.5% 26.7% 1.76 Earnings Estimates
    2.
    Introduction to the use of earnings estimates.
    12.8% 22.9% 22.9% 22.1% 25.4% 1.83 Earnings Estimates
    3.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    0.2% 17.5% 9.1% 21.3% 21.4% 1.75 Value
    4.
    A study of low price-to-book Value stocks to see if its possible to establish basic financial criteria to help separate the winners from the losers.
    -15.9% 40.2% 25.9% 20.6% 26.9% 2.08 Value
    5.
    Classic momentum approach that seeks out stocks that are rapidly rising in price with the belief that the rising price will attract other investors.
    13.1% 21.0% 20.0% 19.4% 13.5% 2.25 Growth With Price Momentum
    6.
    An interesting approach that combines both fundamental and technical factors to seek out companies with strong earnings and price momentum.
    8.8% 32.3% 16.9% 17.1% 24.7% 1.91 Growth With Price Momentum
    7.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    4.2% 36.7% 20.9% 15.9% 20.2% 1.78 Value
    8.
    Utilizing contrarian stocks with upward earnings revisions.
    2.7% 20.8% 22.0% 14.7% 16.1% 1.36 Earnings Estimates
    9.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    1.5% 9.8% 12.0% 14.0% 15.6% 1.38 Value
    10.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    4.4% 7.5% 3.8% 13.7% 15.2% 2.14 Growth With Price Momentum
    11.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    6.2% 18.2% 16.8% 13.5% 14.4% 1.20 Value With Price Momentum
    12.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    45.6% 45.5% 34.4% 13.2% 19.8% 1.88 Growth With Price Momentum
    13.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    16.3% 27.0% 21.2% 13.2% 19.9% 1.34 Growth & Value With Price Momentum
    14.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    17.2% 18.7% 28.1% 12.7% 20.8% 1.45 Growth & Value With Price Momentum
    15.
    A closely followed screen that looks back at the different relationships of the price-earnings ratio of a stock.
    -3.9% 12.0% 12.4% 12.5% 15.4% 1.13 Earnings Estimates
    16.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    4.9% 15.4% 18.1% 11.4% 14.7% 1.12 Growth & Value
    17.
    NASDAQ 100
    8.3% 20.2% 19.7% 11.1% 9.1% 1.80 Indexes
    18.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    8.3% -7.2% 2.5% 10.9% 15.0% 1.80 Value
    19.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -2.0% 21.1% 18.7% 10.8% 18.0% 1.52 Value With Price Momentum
    20.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -2.4% 5.8% 10.0% 10.5% 7.8% 1.37 Growth & Value
    21.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    1.7% 16.5% 15.6% 10.1% 10.8% 1.22 Growth & Value
    22.
    An approach using a stringent contrarian viewpoint—finding underValued, out-of-favor stocks in the bargain basement that have an optimistic future.
    0.8% 15.5% 13.6% 10.1% 18.2% 1.63 Growth & Value
    23.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    -2.5% 20.0% 17.7% 9.9% 10.7% 1.26 Growth & Value
    24.
    S&P MidCap 400 Growth (TR)
    9.1% 18.8% 16.8% 9.8% 12.2% 1.30 Indexes
    25.
    S&P SmallCap 600 Growth (TR)
    8.6% 19.8% 18.4% 9.7% 9.8% 1.31 Indexes
    26.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    -0.4% 13.9% 11.5% 9.6% 11.0% 1.28 Growth & Value
    27.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    1.8% 13.1% 16.1% 9.3% 10.6% 1.23 Value
    28.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    20.4% 27.2% 19.2% 9.1% 8.9% 1.27 Growth
    29.
    S&P 500 Growth (TR)
    6.5% 18.5% 17.9% 9.0% 6.6% 1.10 Indexes
    30.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    6.4% 19.1% 15.2% 8.9% 14.3% 1.06 Growth & Value With Price Momentum
    31.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -5.7% -0.4% 2.2% 8.8% 9.4% 2.21 Growth & Value
    32.
    S&P MidCap 400 Value (TR)
    -0.6% 18.5% 15.5% 8.6% 8.6% 1.12 Indexes
    33.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    -28.9% 18.0% 17.1% 8.5% 11.4% 1.87 Growth & Value
    34.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    -3.5% 19.2% 14.1% 8.3% 9.1% 1.44 Growth & Value
    35.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -0.6% 18.7% 15.1% 8.0% 15.9% 1.51 Value With Price Momentum
    36.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -8.1% 26.4% 11.8% 7.8% 24.3% 1.93 Value With Price Momentum
    37.
    Research indicates that using price-to-sales ratios may lead to better investment results than price-to-book-Value ratios or price-earnings ratios.
    -2.0% 9.5% 11.6% 7.6% 14.2% 1.33 Growth & Value
    38.
    S&P MidCap 400
    3.5% 16.9% 14.6% 7.6% 8.9% 1.19 Indexes
    39.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    0.0% 10.3% 21.2% 7.5% 9.6% 1.66 Growth & Value
    40.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    3.8% 22.3% 9.3% 7.4% 8.9% 1.48 Growth & Value With Price Momentum
    41.
    S&P SmallCap 600
    2.5% 17.3% 15.4% 7.3% 8.1% 1.27 Indexes
    42.
    S&P SmallCap 600 Value (TR)
    -2.0% 16.4% 14.6% 7.3% 8.4% 1.23 Indexes
    43.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    4.4% 10.0% 10.2% 7.1% 11.9% 1.28 Growth
    44.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    40.2% 13.9% 4.8% 7.0% 15.8% 2.26 Growth & Value
    45.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    1.0% 12.8% 12.0% 6.8% 12.9% 1.93 Growth & Value With Price Momentum
    46.
    S&P 500 Value (TR)
    -0.1% 16.7% 14.6% 6.7% 5.9% 1.00 Indexes
    47.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    13.6% 14.5% 15.8% 6.6% 16.2% 1.39 Growth With Price Momentum
    48.
    All Exchange-Listed Stocks
    0.1% 15.3% 11.6% 6.4% 10.2% 1.37 Indexes
    49.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    0.5% 16.2% 11.5% 5.9% 10.5% 1.25 Growth & Value
    50.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -8.0% -10.6% -0.1% 5.8% 14.3% 2.98 Growth & Value With Price Momentum
    51.
    Using the dividend-yield approach to invest during volatile markets.
    -3.5% 12.7% 12.4% 5.7% 8.6% 0.97 Growth & Value
    52.
    S&P 500
    2.2% 15.1% 13.8% 5.5% 4.5% 1.00 Indexes
    53.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    -3.8% 7.8% 6.6% 5.2% 10.3% 1.40 Value With Price Momentum
    54.
    Dow Jones 30
    -0.7% 10.8% 11.1% 5.2% 4.7% 0.97 Indexes
    55.
    An old Value screen combining the P/E ratio, dividend yield, and an adjusted return on equity that's still applicable in today's market.
    13.8% 11.2% 1.6% 4.9% 13.3% 1.70 Value
    56.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -4.6% 17.5% 13.1% 4.6% 6.7% 1.23 Value With Price Momentum
    57.
    The Motley Fool’s Foolish 8 method for investing in small caps looks for profitable and rapidly growing companies with strong price momentum.
    70.9% 26.7% 17.1% 4.5% 13.4% 2.31 Growth With Price Momentum
    58.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    0.8% 7.4% -0.8% 4.3% 11.0% 1.26 Growth & Value
    59.
    Joel Greenblatt's simple investing approach is based finding companies with high return on investment that are trading for less than they are worth.
    -4.4% -0.5% -1.6% 4.3% 8.8% 1.65 Value
    60.
    An analysis that can provide advance notice a company may be facing financial trouble, though earnings and sales appear strong.
    -10.4% 9.8% 4.9% 4.2% 12.7% 1.54 Growth
    61.
    Locating firms with a high proportion of cash to share price.
    1.8% 14.9% 4.1% 3.9% 10.4% 1.38 Value
    62.
    Graham's approach leads to three separate that focus on the concept of intrinsic value, justified by a firm's financial strength.
    -18.5% -0.5% 3.8% 3.6% 6.7% 0.97 Value
    63.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    -3.1% 8.8% 13.2% 3.0% 2.8% 1.22 Value
    64.
    This screen looks for stocks hitting new lows, trading at a price lower than book Value per share, with no debt and high levels of insider ownership.
    -12.6% -1.9% -1.0% 2.2% 9.3% 1.94 Value
    65.
    An approach that identifies technology stocks with high R&D spending, strong margins and Growth, but selling at attractive Values.
    -16.2% 10.9% 7.9% 1.7% -2.7% 2.77 Growth & Value
    66.
    Value screen created by James O'Shaughnessy that lead to the best risk adjusted return among a wide range of Value approaches.
    -4.3% 9.2% 6.6% 0.8% 5.0% 1.34 Value
    67.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    16.2% 11.2% 4.4% 0.2% 17.8% 1.91 Growth & Value
    68.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    5.3% 11.5% 17.3% 0.0% 2.5% 1.57 Value
    69.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    24.4% 20.8% -3.1% 0.0% 5.1% 2.22 Growth & Value
    70.
    Introduction to the use of earnings estimates.
    -3.0% 3.5% 0.4% -0.9% 0.1% 1.95 Earnings Estimates
    71.
    Introduction to the use of earnings estimates.
    -2.7% 3.3% -1.3% -1.9% -0.4% 2.33 Earnings Estimates
    72.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -6.8% 11.7% 4.5% -2.8% 11.9% 2.73 Growth & Value With Price Momentum
    73.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    3.6% 2.5% -3.1% -4.9% -0.7% 1.88 Specialty
    74.
    Muhlenkamp uses a bottom-up approach to selecting stocks, but adjusts his benchmarks based upon the broad economic environment…
    18.5% -19.9% -21.7% -12.0% 0.6% 1.58 Growth & Value With Price Momentum

    Inception


  •            Screen
    Annual Price Gain (%) Risk Index
    Category
    YTD 3 Yr 5 Yr 10 Yr Inception
  • 1.
    A study of low price-to-book Value stocks to see if its possible to establish basic financial criteria to help separate the winners from the losers.
    -15.9% 40.2% 25.9% 20.6% 26.9% 2.08 Value
    2.
    Introduction to the use of earnings estimates.
    13.8% 19.4% 21.3% 22.5% 26.7% 1.76 Earnings Estimates
    3.
    Introduction to the use of earnings estimates.
    12.8% 22.9% 22.9% 22.1% 25.4% 1.83 Earnings Estimates
    4.
    An interesting approach that combines both fundamental and technical factors to seek out companies with strong earnings and price momentum.
    8.8% 32.3% 16.9% 17.1% 24.7% 1.91 Growth With Price Momentum
    5.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -8.1% 26.4% 11.8% 7.8% 24.3% 1.93 Value With Price Momentum
    6.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    0.2% 17.5% 9.1% 21.3% 21.4% 1.75 Value
    7.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    17.2% 18.7% 28.1% 12.7% 20.8% 1.45 Growth & Value With Price Momentum
    8.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    4.2% 36.7% 20.9% 15.9% 20.2% 1.78 Value
    9.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    16.3% 27.0% 21.2% 13.2% 19.9% 1.34 Growth & Value With Price Momentum
    10.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    45.6% 45.5% 34.4% 13.2% 19.8% 1.88 Growth With Price Momentum
    11.
    An approach using a stringent contrarian viewpoint—finding underValued, out-of-favor stocks in the bargain basement that have an optimistic future.
    0.8% 15.5% 13.6% 10.1% 18.2% 1.63 Growth & Value
    12.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -2.0% 21.1% 18.7% 10.8% 18.0% 1.52 Value With Price Momentum
    13.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    16.2% 11.2% 4.4% 0.2% 17.8% 1.91 Growth & Value
    14.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    13.6% 14.5% 15.8% 6.6% 16.2% 1.39 Growth With Price Momentum
    15.
    Utilizing contrarian stocks with upward earnings revisions.
    2.7% 20.8% 22.0% 14.7% 16.1% 1.36 Earnings Estimates
    16.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -0.6% 18.7% 15.1% 8.0% 15.9% 1.51 Value With Price Momentum
    17.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    40.2% 13.9% 4.8% 7.0% 15.8% 2.26 Growth & Value
    18.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    1.5% 9.8% 12.0% 14.0% 15.6% 1.38 Value
    19.
    A closely followed screen that looks back at the different relationships of the price-earnings ratio of a stock.
    -3.9% 12.0% 12.4% 12.5% 15.4% 1.13 Earnings Estimates
    20.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    4.4% 7.5% 3.8% 13.7% 15.2% 2.14 Growth With Price Momentum
    21.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    8.3% -7.2% 2.5% 10.9% 15.0% 1.80 Value
    22.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    4.9% 15.4% 18.1% 11.4% 14.7% 1.12 Growth & Value
    23.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    6.2% 18.2% 16.8% 13.5% 14.4% 1.20 Value With Price Momentum
    24.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    6.4% 19.1% 15.2% 8.9% 14.3% 1.06 Growth & Value With Price Momentum
    25.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -8.0% -10.6% -0.1% 5.8% 14.3% 2.98 Growth & Value With Price Momentum
    26.
    Research indicates that using price-to-sales ratios may lead to better investment results than price-to-book-Value ratios or price-earnings ratios.
    -2.0% 9.5% 11.6% 7.6% 14.2% 1.33 Growth & Value
    27.
    Classic momentum approach that seeks out stocks that are rapidly rising in price with the belief that the rising price will attract other investors.
    13.1% 21.0% 20.0% 19.4% 13.5% 2.25 Growth With Price Momentum
    28.
    The Motley Fool’s Foolish 8 method for investing in small caps looks for profitable and rapidly growing companies with strong price momentum.
    70.9% 26.7% 17.1% 4.5% 13.4% 2.31 Growth With Price Momentum
    29.
    An old Value screen combining the P/E ratio, dividend yield, and an adjusted return on equity that's still applicable in today's market.
    13.8% 11.2% 1.6% 4.9% 13.3% 1.70 Value
    30.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    1.0% 12.8% 12.0% 6.8% 12.9% 1.93 Growth & Value With Price Momentum
    31.
    An analysis that can provide advance notice a company may be facing financial trouble, though earnings and sales appear strong.
    -10.4% 9.8% 4.9% 4.2% 12.7% 1.54 Growth
    32.
    S&P MidCap 400 Growth (TR)
    9.1% 18.8% 16.8% 9.8% 12.2% 1.30 Indexes
    33.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    4.4% 10.0% 10.2% 7.1% 11.9% 1.28 Growth
    34.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -6.8% 11.7% 4.5% -2.8% 11.9% 2.73 Growth & Value With Price Momentum
    35.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    -28.9% 18.0% 17.1% 8.5% 11.4% 1.87 Growth & Value
    36.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    0.8% 7.4% -0.8% 4.3% 11.0% 1.26 Growth & Value
    37.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    -0.4% 13.9% 11.5% 9.6% 11.0% 1.28 Growth & Value
    38.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    1.7% 16.5% 15.6% 10.1% 10.8% 1.22 Growth & Value
    39.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    -2.5% 20.0% 17.7% 9.9% 10.7% 1.26 Growth & Value
    40.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    1.8% 13.1% 16.1% 9.3% 10.6% 1.23 Value
    41.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    0.5% 16.2% 11.5% 5.9% 10.5% 1.25 Growth & Value
    42.
    Locating firms with a high proportion of cash to share price.
    1.8% 14.9% 4.1% 3.9% 10.4% 1.38 Value
    43.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    -3.8% 7.8% 6.6% 5.2% 10.3% 1.40 Value With Price Momentum
    44.
    All Exchange-Listed Stocks
    0.1% 15.3% 11.6% 6.4% 10.2% 1.37 Indexes
    45.
    S&P SmallCap 600 Growth (TR)
    8.6% 19.8% 18.4% 9.7% 9.8% 1.31 Indexes
    46.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    0.0% 10.3% 21.2% 7.5% 9.6% 1.66 Growth & Value
    47.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -5.7% -0.4% 2.2% 8.8% 9.4% 2.21 Growth & Value
    48.
    This screen looks for stocks hitting new lows, trading at a price lower than book Value per share, with no debt and high levels of insider ownership.
    -12.6% -1.9% -1.0% 2.2% 9.3% 1.94 Value
    49.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    -3.5% 19.2% 14.1% 8.3% 9.1% 1.44 Growth & Value
    50.
    NASDAQ 100
    8.3% 20.2% 19.7% 11.1% 9.1% 1.80 Indexes
    51.
    S&P MidCap 400
    3.5% 16.9% 14.6% 7.6% 8.9% 1.19 Indexes
    52.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    20.4% 27.2% 19.2% 9.1% 8.9% 1.27 Growth
    53.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    3.8% 22.3% 9.3% 7.4% 8.9% 1.48 Growth & Value With Price Momentum
    54.
    Joel Greenblatt's simple investing approach is based finding companies with high return on investment that are trading for less than they are worth.
    -4.4% -0.5% -1.6% 4.3% 8.8% 1.65 Value
    55.
    Using the dividend-yield approach to invest during volatile markets.
    -3.5% 12.7% 12.4% 5.7% 8.6% 0.97 Growth & Value
    56.
    S&P MidCap 400 Value (TR)
    -0.6% 18.5% 15.5% 8.6% 8.6% 1.12 Indexes
    57.
    S&P SmallCap 600 Value (TR)
    -2.0% 16.4% 14.6% 7.3% 8.4% 1.23 Indexes
    58.
    S&P SmallCap 600
    2.5% 17.3% 15.4% 7.3% 8.1% 1.27 Indexes
    59.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -2.4% 5.8% 10.0% 10.5% 7.8% 1.37 Growth & Value
    60.
    Graham's approach leads to three separate that focus on the concept of intrinsic value, justified by a firm's financial strength.
    -18.5% -0.5% 3.8% 3.6% 6.7% 0.97 Value
    61.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -4.6% 17.5% 13.1% 4.6% 6.7% 1.23 Value With Price Momentum
    62.
    S&P 500 Growth (TR)
    6.5% 18.5% 17.9% 9.0% 6.6% 1.10 Indexes
    63.
    S&P 500 Value (TR)
    -0.1% 16.7% 14.6% 6.7% 5.9% 1.00 Indexes
    64.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    24.4% 20.8% -3.1% 0.0% 5.1% 2.22 Growth & Value
    65.
    Value screen created by James O'Shaughnessy that lead to the best risk adjusted return among a wide range of Value approaches.
    -4.3% 9.2% 6.6% 0.8% 5.0% 1.34 Value
    66.
    Dow Jones 30
    -0.7% 10.8% 11.1% 5.2% 4.7% 0.97 Indexes
    67.
    S&P 500
    2.2% 15.1% 13.8% 5.5% 4.5% 1.00 Indexes
    68.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    -3.1% 8.8% 13.2% 3.0% 2.8% 1.22 Value
    69.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    5.3% 11.5% 17.3% 0.0% 2.5% 1.57 Value
    70.
    Muhlenkamp uses a bottom-up approach to selecting stocks, but adjusts his benchmarks based upon the broad economic environment…
    18.5% -19.9% -21.7% -12.0% 0.6% 1.58 Growth & Value With Price Momentum
    71.
    Introduction to the use of earnings estimates.
    -3.0% 3.5% 0.4% -0.9% 0.1% 1.95 Earnings Estimates
    72.
    Introduction to the use of earnings estimates.
    -2.7% 3.3% -1.3% -1.9% -0.4% 2.33 Earnings Estimates
    73.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    3.6% 2.5% -3.1% -4.9% -0.7% 1.88 Specialty
    74.
    An approach that identifies technology stocks with high R&D spending, strong margins and Growth, but selling at attractive Values.
    -16.2% 10.9% 7.9% 1.7% -2.7% 2.77 Growth & Value

    Risk Index


  •            Screen
    Annual Price Gain (%)
    Category
    YTD 3 Yr 5 Yr 10 Yr Inception
  • 1.
    Using the dividend-yield approach to invest during volatile markets.
    -3.5% 12.7% 12.4% 5.7% 8.6% 0.97 Growth & Value
    2.
    Dow Jones 30
    -0.7% 10.8% 11.1% 5.2% 4.7% 0.97 Indexes
    3.
    Graham's approach leads to three separate that focus on the concept of intrinsic value, justified by a firm's financial strength.
    -18.5% -0.5% 3.8% 3.6% 6.7% 0.97 Value
    4.
    S&P 500
    2.2% 15.1% 13.8% 5.5% 4.5% 1.00 Indexes
    5.
    S&P 500 Value (TR)
    -0.1% 16.7% 14.6% 6.7% 5.9% 1.00 Indexes
    6.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    6.4% 19.1% 15.2% 8.9% 14.3% 1.06 Growth & Value With Price Momentum
    7.
    S&P 500 Growth (TR)
    6.5% 18.5% 17.9% 9.0% 6.6% 1.10 Indexes
    8.
    S&P MidCap 400 Value (TR)
    -0.6% 18.5% 15.5% 8.6% 8.6% 1.12 Indexes
    9.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    4.9% 15.4% 18.1% 11.4% 14.7% 1.12 Growth & Value
    10.
    A closely followed screen that looks back at the different relationships of the price-earnings ratio of a stock.
    -3.9% 12.0% 12.4% 12.5% 15.4% 1.13 Earnings Estimates
    11.
    S&P MidCap 400
    3.5% 16.9% 14.6% 7.6% 8.9% 1.19 Indexes
    12.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    6.2% 18.2% 16.8% 13.5% 14.4% 1.20 Value With Price Momentum
    13.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    1.7% 16.5% 15.6% 10.1% 10.8% 1.22 Growth & Value
    14.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    -3.1% 8.8% 13.2% 3.0% 2.8% 1.22 Value
    15.
    S&P SmallCap 600 Value (TR)
    -2.0% 16.4% 14.6% 7.3% 8.4% 1.23 Indexes
    16.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -4.6% 17.5% 13.1% 4.6% 6.7% 1.23 Value With Price Momentum
    17.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    1.8% 13.1% 16.1% 9.3% 10.6% 1.23 Value
    18.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    0.5% 16.2% 11.5% 5.9% 10.5% 1.25 Growth & Value
    19.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    0.8% 7.4% -0.8% 4.3% 11.0% 1.26 Growth & Value
    20.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    -2.5% 20.0% 17.7% 9.9% 10.7% 1.26 Growth & Value
    21.
    S&P SmallCap 600
    2.5% 17.3% 15.4% 7.3% 8.1% 1.27 Indexes
    22.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    20.4% 27.2% 19.2% 9.1% 8.9% 1.27 Growth
    23.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    -0.4% 13.9% 11.5% 9.6% 11.0% 1.28 Growth & Value
    24.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    4.4% 10.0% 10.2% 7.1% 11.9% 1.28 Growth
    25.
    S&P MidCap 400 Growth (TR)
    9.1% 18.8% 16.8% 9.8% 12.2% 1.30 Indexes
    26.
    S&P SmallCap 600 Growth (TR)
    8.6% 19.8% 18.4% 9.7% 9.8% 1.31 Indexes
    27.
    Research indicates that using price-to-sales ratios may lead to better investment results than price-to-book-Value ratios or price-earnings ratios.
    -2.0% 9.5% 11.6% 7.6% 14.2% 1.33 Growth & Value
    28.
    Value screen created by James O'Shaughnessy that lead to the best risk adjusted return among a wide range of Value approaches.
    -4.3% 9.2% 6.6% 0.8% 5.0% 1.34 Value
    29.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    16.3% 27.0% 21.2% 13.2% 19.9% 1.34 Growth & Value With Price Momentum
    30.
    Utilizing contrarian stocks with upward earnings revisions.
    2.7% 20.8% 22.0% 14.7% 16.1% 1.36 Earnings Estimates
    31.
    All Exchange-Listed Stocks
    0.1% 15.3% 11.6% 6.4% 10.2% 1.37 Indexes
    32.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -2.4% 5.8% 10.0% 10.5% 7.8% 1.37 Growth & Value
    33.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    1.5% 9.8% 12.0% 14.0% 15.6% 1.38 Value
    34.
    Locating firms with a high proportion of cash to share price.
    1.8% 14.9% 4.1% 3.9% 10.4% 1.38 Value
    35.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    13.6% 14.5% 15.8% 6.6% 16.2% 1.39 Growth With Price Momentum
    36.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    -3.8% 7.8% 6.6% 5.2% 10.3% 1.40 Value With Price Momentum
    37.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    -3.5% 19.2% 14.1% 8.3% 9.1% 1.44 Growth & Value
    38.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    17.2% 18.7% 28.1% 12.7% 20.8% 1.45 Growth & Value With Price Momentum
    39.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    3.8% 22.3% 9.3% 7.4% 8.9% 1.48 Growth & Value With Price Momentum
    40.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -0.6% 18.7% 15.1% 8.0% 15.9% 1.51 Value With Price Momentum
    41.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -2.0% 21.1% 18.7% 10.8% 18.0% 1.52 Value With Price Momentum
    42.
    An analysis that can provide advance notice a company may be facing financial trouble, though earnings and sales appear strong.
    -10.4% 9.8% 4.9% 4.2% 12.7% 1.54 Growth
    43.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    5.3% 11.5% 17.3% 0.0% 2.5% 1.57 Value
    44.
    Muhlenkamp uses a bottom-up approach to selecting stocks, but adjusts his benchmarks based upon the broad economic environment…
    18.5% -19.9% -21.7% -12.0% 0.6% 1.58 Growth & Value With Price Momentum
    45.
    An approach using a stringent contrarian viewpoint—finding underValued, out-of-favor stocks in the bargain basement that have an optimistic future.
    0.8% 15.5% 13.6% 10.1% 18.2% 1.63 Growth & Value
    46.
    Joel Greenblatt's simple investing approach is based finding companies with high return on investment that are trading for less than they are worth.
    -4.4% -0.5% -1.6% 4.3% 8.8% 1.65 Value
    47.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    0.0% 10.3% 21.2% 7.5% 9.6% 1.66 Growth & Value
    48.
    An old Value screen combining the P/E ratio, dividend yield, and an adjusted return on equity that's still applicable in today's market.
    13.8% 11.2% 1.6% 4.9% 13.3% 1.70 Value
    49.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    0.2% 17.5% 9.1% 21.3% 21.4% 1.75 Value
    50.
    Introduction to the use of earnings estimates.
    13.8% 19.4% 21.3% 22.5% 26.7% 1.76 Earnings Estimates
    51.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    4.2% 36.7% 20.9% 15.9% 20.2% 1.78 Value
    52.
    NASDAQ 100
    8.3% 20.2% 19.7% 11.1% 9.1% 1.80 Indexes
    53.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    8.3% -7.2% 2.5% 10.9% 15.0% 1.80 Value
    54.
    Introduction to the use of earnings estimates.
    12.8% 22.9% 22.9% 22.1% 25.4% 1.83 Earnings Estimates
    55.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    -28.9% 18.0% 17.1% 8.5% 11.4% 1.87 Growth & Value
    56.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    45.6% 45.5% 34.4% 13.2% 19.8% 1.88 Growth With Price Momentum
    57.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    3.6% 2.5% -3.1% -4.9% -0.7% 1.88 Specialty
    58.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    16.2% 11.2% 4.4% 0.2% 17.8% 1.91 Growth & Value
    59.
    An interesting approach that combines both fundamental and technical factors to seek out companies with strong earnings and price momentum.
    8.8% 32.3% 16.9% 17.1% 24.7% 1.91 Growth With Price Momentum
    60.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -8.1% 26.4% 11.8% 7.8% 24.3% 1.93 Value With Price Momentum
    61.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    1.0% 12.8% 12.0% 6.8% 12.9% 1.93 Growth & Value With Price Momentum
    62.
    This screen looks for stocks hitting new lows, trading at a price lower than book Value per share, with no debt and high levels of insider ownership.
    -12.6% -1.9% -1.0% 2.2% 9.3% 1.94 Value
    63.
    Introduction to the use of earnings estimates.
    -3.0% 3.5% 0.4% -0.9% 0.1% 1.95 Earnings Estimates
    64.
    A study of low price-to-book Value stocks to see if its possible to establish basic financial criteria to help separate the winners from the losers.
    -15.9% 40.2% 25.9% 20.6% 26.9% 2.08 Value
    65.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    4.4% 7.5% 3.8% 13.7% 15.2% 2.14 Growth With Price Momentum
    66.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -5.7% -0.4% 2.2% 8.8% 9.4% 2.21 Growth & Value
    67.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    24.4% 20.8% -3.1% 0.0% 5.1% 2.22 Growth & Value
    68.
    Classic momentum approach that seeks out stocks that are rapidly rising in price with the belief that the rising price will attract other investors.
    13.1% 21.0% 20.0% 19.4% 13.5% 2.25 Growth With Price Momentum
    69.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    40.2% 13.9% 4.8% 7.0% 15.8% 2.26 Growth & Value
    70.
    The Motley Fool’s Foolish 8 method for investing in small caps looks for profitable and rapidly growing companies with strong price momentum.
    70.9% 26.7% 17.1% 4.5% 13.4% 2.31 Growth With Price Momentum
    71.
    Introduction to the use of earnings estimates.
    -2.7% 3.3% -1.3% -1.9% -0.4% 2.33 Earnings Estimates
    72.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -6.8% 11.7% 4.5% -2.8% 11.9% 2.73 Growth & Value With Price Momentum
    73.
    An approach that identifies technology stocks with high R&D spending, strong margins and Growth, but selling at attractive Values.
    -16.2% 10.9% 7.9% 1.7% -2.7% 2.77 Growth & Value
    74.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -8.0% -10.6% -0.1% 5.8% 14.3% 2.98 Growth & Value With Price Momentum

    Category


  •            Screen
    Annual Price Gain (%) Risk Index
    Category
    YTD 3 Yr 5 Yr 10 Yr Inception
  • 1.
    Utilizing contrarian stocks with upward earnings revisions.
    2.7% 20.8% 22.0% 14.7% 16.1% 1.36 Earnings Estimates
    2.
    Introduction to the use of earnings estimates.
    -3.0% 3.5% 0.4% -0.9% 0.1% 1.95 Earnings Estimates
    3.
    Introduction to the use of earnings estimates.
    -2.7% 3.3% -1.3% -1.9% -0.4% 2.33 Earnings Estimates
    4.
    Introduction to the use of earnings estimates.
    12.8% 22.9% 22.9% 22.1% 25.4% 1.83 Earnings Estimates
    5.
    Introduction to the use of earnings estimates.
    13.8% 19.4% 21.3% 22.5% 26.7% 1.76 Earnings Estimates
    6.
    A closely followed screen that looks back at the different relationships of the price-earnings ratio of a stock.
    -3.9% 12.0% 12.4% 12.5% 15.4% 1.13 Earnings Estimates
    7.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    4.4% 10.0% 10.2% 7.1% 11.9% 1.28 Growth
    8.
    An analysis that can provide advance notice a company may be facing financial trouble, though earnings and sales appear strong.
    -10.4% 9.8% 4.9% 4.2% 12.7% 1.54 Growth
    9.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    20.4% 27.2% 19.2% 9.1% 8.9% 1.27 Growth
    10.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -2.4% 5.8% 10.0% 10.5% 7.8% 1.37 Growth & Value
    11.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    40.2% 13.9% 4.8% 7.0% 15.8% 2.26 Growth & Value
    12.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -5.7% -0.4% 2.2% 8.8% 9.4% 2.21 Growth & Value
    13.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    0.8% 7.4% -0.8% 4.3% 11.0% 1.26 Growth & Value
    14.
    An approach that identifies technology stocks with high R&D spending, strong margins and Growth, but selling at attractive Values.
    -16.2% 10.9% 7.9% 1.7% -2.7% 2.77 Growth & Value
    15.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    24.4% 20.8% -3.1% 0.0% 5.1% 2.22 Growth & Value
    16.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    0.5% 16.2% 11.5% 5.9% 10.5% 1.25 Growth & Value
    17.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    4.9% 15.4% 18.1% 11.4% 14.7% 1.12 Growth & Value
    18.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    1.7% 16.5% 15.6% 10.1% 10.8% 1.22 Growth & Value
    19.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    -0.4% 13.9% 11.5% 9.6% 11.0% 1.28 Growth & Value
    20.
    Using the dividend-yield approach to invest during volatile markets.
    -3.5% 12.7% 12.4% 5.7% 8.6% 0.97 Growth & Value
    21.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    -28.9% 18.0% 17.1% 8.5% 11.4% 1.87 Growth & Value
    22.
    An approach using a stringent contrarian viewpoint—finding underValued, out-of-favor stocks in the bargain basement that have an optimistic future.
    0.8% 15.5% 13.6% 10.1% 18.2% 1.63 Growth & Value
    23.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    16.2% 11.2% 4.4% 0.2% 17.8% 1.91 Growth & Value
    24.
    Research indicates that using price-to-sales ratios may lead to better investment results than price-to-book-Value ratios or price-earnings ratios.
    -2.0% 9.5% 11.6% 7.6% 14.2% 1.33 Growth & Value
    25.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    0.0% 10.3% 21.2% 7.5% 9.6% 1.66 Growth & Value
    26.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    -2.5% 20.0% 17.7% 9.9% 10.7% 1.26 Growth & Value
    27.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    -3.5% 19.2% 14.1% 8.3% 9.1% 1.44 Growth & Value
    28.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    17.2% 18.7% 28.1% 12.7% 20.8% 1.45 Growth & Value With Price Momentum
    29.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    16.3% 27.0% 21.2% 13.2% 19.9% 1.34 Growth & Value With Price Momentum
    30.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    6.4% 19.1% 15.2% 8.9% 14.3% 1.06 Growth & Value With Price Momentum
    31.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    1.0% 12.8% 12.0% 6.8% 12.9% 1.93 Growth & Value With Price Momentum
    32.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    3.8% 22.3% 9.3% 7.4% 8.9% 1.48 Growth & Value With Price Momentum
    33.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -6.8% 11.7% 4.5% -2.8% 11.9% 2.73 Growth & Value With Price Momentum
    34.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -8.0% -10.6% -0.1% 5.8% 14.3% 2.98 Growth & Value With Price Momentum
    35.
    Muhlenkamp uses a bottom-up approach to selecting stocks, but adjusts his benchmarks based upon the broad economic environment…
    18.5% -19.9% -21.7% -12.0% 0.6% 1.58 Growth & Value With Price Momentum
    36.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    4.4% 7.5% 3.8% 13.7% 15.2% 2.14 Growth With Price Momentum
    37.
    Classic momentum approach that seeks out stocks that are rapidly rising in price with the belief that the rising price will attract other investors.
    13.1% 21.0% 20.0% 19.4% 13.5% 2.25 Growth With Price Momentum
    38.
    The Motley Fool’s Foolish 8 method for investing in small caps looks for profitable and rapidly growing companies with strong price momentum.
    70.9% 26.7% 17.1% 4.5% 13.4% 2.31 Growth With Price Momentum
    39.
    An interesting approach that combines both fundamental and technical factors to seek out companies with strong earnings and price momentum.
    8.8% 32.3% 16.9% 17.1% 24.7% 1.91 Growth With Price Momentum
    40.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    13.6% 14.5% 15.8% 6.6% 16.2% 1.39 Growth With Price Momentum
    41.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    45.6% 45.5% 34.4% 13.2% 19.8% 1.88 Growth With Price Momentum
    42.
    S&P 500
    2.2% 15.1% 13.8% 5.5% 4.5% 1.00 Indexes
    43.
    S&P 500 Growth (TR)
    6.5% 18.5% 17.9% 9.0% 6.6% 1.10 Indexes
    44.
    S&P 500 Value (TR)
    -0.1% 16.7% 14.6% 6.7% 5.9% 1.00 Indexes
    45.
    S&P MidCap 400
    3.5% 16.9% 14.6% 7.6% 8.9% 1.19 Indexes
    46.
    S&P MidCap 400 Growth (TR)
    9.1% 18.8% 16.8% 9.8% 12.2% 1.30 Indexes
    47.
    S&P MidCap 400 Value (TR)
    -0.6% 18.5% 15.5% 8.6% 8.6% 1.12 Indexes
    48.
    S&P SmallCap 600
    2.5% 17.3% 15.4% 7.3% 8.1% 1.27 Indexes
    49.
    S&P SmallCap 600 Growth (TR)
    8.6% 19.8% 18.4% 9.7% 9.8% 1.31 Indexes
    50.
    S&P SmallCap 600 Value (TR)
    -2.0% 16.4% 14.6% 7.3% 8.4% 1.23 Indexes
    51.
    Dow Jones 30
    -0.7% 10.8% 11.1% 5.2% 4.7% 0.97 Indexes
    52.
    All Exchange-Listed Stocks
    0.1% 15.3% 11.6% 6.4% 10.2% 1.37 Indexes
    53.
    NASDAQ 100
    8.3% 20.2% 19.7% 11.1% 9.1% 1.80 Indexes
    54.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    3.6% 2.5% -3.1% -4.9% -0.7% 1.88 Specialty
    55.
    An old Value screen combining the P/E ratio, dividend yield, and an adjusted return on equity that's still applicable in today's market.
    13.8% 11.2% 1.6% 4.9% 13.3% 1.70 Value
    56.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    1.5% 9.8% 12.0% 14.0% 15.6% 1.38 Value
    57.
    Graham's approach leads to three separate that focus on the concept of intrinsic value, justified by a firm's financial strength.
    -18.5% -0.5% 3.8% 3.6% 6.7% 0.97 Value
    58.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    8.3% -7.2% 2.5% 10.9% 15.0% 1.80 Value
    59.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    0.2% 17.5% 9.1% 21.3% 21.4% 1.75 Value
    60.
    Joel Greenblatt's simple investing approach is based finding companies with high return on investment that are trading for less than they are worth.
    -4.4% -0.5% -1.6% 4.3% 8.8% 1.65 Value
    61.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    -3.1% 8.8% 13.2% 3.0% 2.8% 1.22 Value
    62.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    5.3% 11.5% 17.3% 0.0% 2.5% 1.57 Value
    63.
    Locating firms with a high proportion of cash to share price.
    1.8% 14.9% 4.1% 3.9% 10.4% 1.38 Value
    64.
    This screen looks for stocks hitting new lows, trading at a price lower than book Value per share, with no debt and high levels of insider ownership.
    -12.6% -1.9% -1.0% 2.2% 9.3% 1.94 Value
    65.
    A study of low price-to-book Value stocks to see if its possible to establish basic financial criteria to help separate the winners from the losers.
    -15.9% 40.2% 25.9% 20.6% 26.9% 2.08 Value
    66.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    4.2% 36.7% 20.9% 15.9% 20.2% 1.78 Value
    67.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    1.8% 13.1% 16.1% 9.3% 10.6% 1.23 Value
    68.
    Value screen created by James O'Shaughnessy that lead to the best risk adjusted return among a wide range of Value approaches.
    -4.3% 9.2% 6.6% 0.8% 5.0% 1.34 Value
    69.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    -3.8% 7.8% 6.6% 5.2% 10.3% 1.40 Value With Price Momentum
    70.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -0.6% 18.7% 15.1% 8.0% 15.9% 1.51 Value With Price Momentum
    71.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -4.6% 17.5% 13.1% 4.6% 6.7% 1.23 Value With Price Momentum
    72.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -2.0% 21.1% 18.7% 10.8% 18.0% 1.52 Value With Price Momentum
    73.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -8.1% 26.4% 11.8% 7.8% 24.3% 1.93 Value With Price Momentum
    74.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    6.2% 18.2% 16.8% 13.5% 14.4% 1.20 Value With Price Momentum

    Alphabetical


  •            Screen
    Annual Price Gain (%) Risk Index
    Category
    YTD 3 Yr 5 Yr 10 Yr Inception
  • 1.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    3.8% 22.3% 9.3% 7.4% 8.9% 1.48 Growth & Value With Price Momentum
    2.
    All Exchange-Listed Stocks
    0.1% 15.3% 11.6% 6.4% 10.2% 1.37 Indexes
    3.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    4.9% 15.4% 18.1% 11.4% 14.7% 1.12 Growth & Value
    4.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    1.7% 16.5% 15.6% 10.1% 10.8% 1.22 Growth & Value
    5.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    -0.4% 13.9% 11.5% 9.6% 11.0% 1.28 Growth & Value
    6.
    Locating firms with a high proportion of cash to share price.
    1.8% 14.9% 4.1% 3.9% 10.4% 1.38 Value
    7.
    Using the dividend-yield approach to invest during volatile markets.
    -3.5% 12.7% 12.4% 5.7% 8.6% 0.97 Growth & Value
    8.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    -3.1% 8.8% 13.2% 3.0% 2.8% 1.22 Value
    9.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    5.3% 11.5% 17.3% 0.0% 2.5% 1.57 Value
    10.
    Dow Jones 30
    -0.7% 10.8% 11.1% 5.2% 4.7% 0.97 Indexes
    11.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    0.5% 16.2% 11.5% 5.9% 10.5% 1.25 Growth & Value
    12.
    Utilizing contrarian stocks with upward earnings revisions.
    2.7% 20.8% 22.0% 14.7% 16.1% 1.36 Earnings Estimates
    13.
    Classic momentum approach that seeks out stocks that are rapidly rising in price with the belief that the rising price will attract other investors.
    13.1% 21.0% 20.0% 19.4% 13.5% 2.25 Growth With Price Momentum
    14.
    An analysis that can provide advance notice a company may be facing financial trouble, though earnings and sales appear strong.
    -10.4% 9.8% 4.9% 4.2% 12.7% 1.54 Growth
    15.
    Introduction to the use of earnings estimates.
    -3.0% 3.5% 0.4% -0.9% 0.1% 1.95 Earnings Estimates
    16.
    Introduction to the use of earnings estimates.
    -2.7% 3.3% -1.3% -1.9% -0.4% 2.33 Earnings Estimates
    17.
    Introduction to the use of earnings estimates.
    12.8% 22.9% 22.9% 22.1% 25.4% 1.83 Earnings Estimates
    18.
    Introduction to the use of earnings estimates.
    13.8% 19.4% 21.3% 22.5% 26.7% 1.76 Earnings Estimates
    19.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    24.4% 20.8% -3.1% 0.0% 5.1% 2.22 Growth & Value
    20.
    The Motley Fool’s Foolish 8 method for investing in small caps looks for profitable and rapidly growing companies with strong price momentum.
    70.9% 26.7% 17.1% 4.5% 13.4% 2.31 Growth With Price Momentum
    21.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    40.2% 13.9% 4.8% 7.0% 15.8% 2.26 Growth & Value
    22.
    An old Value screen combining the P/E ratio, dividend yield, and an adjusted return on equity that's still applicable in today's market.
    13.8% 11.2% 1.6% 4.9% 13.3% 1.70 Value
    23.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    1.5% 9.8% 12.0% 14.0% 15.6% 1.38 Value
    24.
    Graham's approach leads to three separate that focus on the concept of intrinsic value, justified by a firm's financial strength.
    -18.5% -0.5% 3.8% 3.6% 6.7% 0.97 Value
    25.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    8.3% -7.2% 2.5% 10.9% 15.0% 1.80 Value
    26.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    0.2% 17.5% 9.1% 21.3% 21.4% 1.75 Value
    27.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    3.6% 2.5% -3.1% -4.9% -0.7% 1.88 Specialty
    28.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    20.4% 27.2% 19.2% 9.1% 8.9% 1.27 Growth
    29.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -2.4% 5.8% 10.0% 10.5% 7.8% 1.37 Growth & Value
    30.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    4.4% 7.5% 3.8% 13.7% 15.2% 2.14 Growth With Price Momentum
    31.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -5.7% -0.4% 2.2% 8.8% 9.4% 2.21 Growth & Value
    32.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    6.2% 18.2% 16.8% 13.5% 14.4% 1.20 Value With Price Momentum
    33.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    0.8% 7.4% -0.8% 4.3% 11.0% 1.26 Growth & Value
    34.
    Joel Greenblatt's simple investing approach is based finding companies with high return on investment that are trading for less than they are worth.
    -4.4% -0.5% -1.6% 4.3% 8.8% 1.65 Value
    35.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -6.8% 11.7% 4.5% -2.8% 11.9% 2.73 Growth & Value With Price Momentum
    36.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -8.0% -10.6% -0.1% 5.8% 14.3% 2.98 Growth & Value With Price Momentum
    37.
    Muhlenkamp uses a bottom-up approach to selecting stocks, but adjusts his benchmarks based upon the broad economic environment…
    18.5% -19.9% -21.7% -12.0% 0.6% 1.58 Growth & Value With Price Momentum
    38.
    An approach that identifies technology stocks with high R&D spending, strong margins and Growth, but selling at attractive Values.
    -16.2% 10.9% 7.9% 1.7% -2.7% 2.77 Growth & Value
    39.
    NASDAQ 100
    8.3% 20.2% 19.7% 11.1% 9.1% 1.80 Indexes
    40.
    An approach using a stringent contrarian viewpoint—finding underValued, out-of-favor stocks in the bargain basement that have an optimistic future.
    0.8% 15.5% 13.6% 10.1% 18.2% 1.63 Growth & Value
    41.
    An interesting approach that combines both fundamental and technical factors to seek out companies with strong earnings and price momentum.
    8.8% 32.3% 16.9% 17.1% 24.7% 1.91 Growth With Price Momentum
    42.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    13.6% 14.5% 15.8% 6.6% 16.2% 1.39 Growth With Price Momentum
    43.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    45.6% 45.5% 34.4% 13.2% 19.8% 1.88 Growth With Price Momentum
    44.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    -3.8% 7.8% 6.6% 5.2% 10.3% 1.40 Value With Price Momentum
    45.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -0.6% 18.7% 15.1% 8.0% 15.9% 1.51 Value With Price Momentum
    46.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -4.6% 17.5% 13.1% 4.6% 6.7% 1.23 Value With Price Momentum
    47.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -2.0% 21.1% 18.7% 10.8% 18.0% 1.52 Value With Price Momentum
    48.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -8.1% 26.4% 11.8% 7.8% 24.3% 1.93 Value With Price Momentum
    49.
    Value screen created by James O'Shaughnessy that lead to the best risk adjusted return among a wide range of Value approaches.
    -4.3% 9.2% 6.6% 0.8% 5.0% 1.34 Value
    50.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    1.0% 12.8% 12.0% 6.8% 12.9% 1.93 Growth & Value With Price Momentum
    51.
    A closely followed screen that looks back at the different relationships of the price-earnings ratio of a stock.
    -3.9% 12.0% 12.4% 12.5% 15.4% 1.13 Earnings Estimates
    52.
    A study of low price-to-book Value stocks to see if its possible to establish basic financial criteria to help separate the winners from the losers.
    -15.9% 40.2% 25.9% 20.6% 26.9% 2.08 Value
    53.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    4.2% 36.7% 20.9% 15.9% 20.2% 1.78 Value
    54.
    Research indicates that using price-to-sales ratios may lead to better investment results than price-to-book-Value ratios or price-earnings ratios.
    -2.0% 9.5% 11.6% 7.6% 14.2% 1.33 Growth & Value
    55.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    4.4% 10.0% 10.2% 7.1% 11.9% 1.28 Growth
    56.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    -28.9% 18.0% 17.1% 8.5% 11.4% 1.87 Growth & Value
    57.
    S&P 500
    2.2% 15.1% 13.8% 5.5% 4.5% 1.00 Indexes
    58.
    S&P 500 Growth (TR)
    6.5% 18.5% 17.9% 9.0% 6.6% 1.10 Indexes
    59.
    S&P 500 Value (TR)
    -0.1% 16.7% 14.6% 6.7% 5.9% 1.00 Indexes
    60.
    S&P MidCap 400
    3.5% 16.9% 14.6% 7.6% 8.9% 1.19 Indexes
    61.
    S&P MidCap 400 Growth (TR)
    9.1% 18.8% 16.8% 9.8% 12.2% 1.30 Indexes
    62.
    S&P MidCap 400 Value (TR)
    -0.6% 18.5% 15.5% 8.6% 8.6% 1.12 Indexes
    63.
    S&P SmallCap 600
    2.5% 17.3% 15.4% 7.3% 8.1% 1.27 Indexes
    64.
    S&P SmallCap 600 Growth (TR)
    8.6% 19.8% 18.4% 9.7% 9.8% 1.31 Indexes
    65.
    S&P SmallCap 600 Value (TR)
    -2.0% 16.4% 14.6% 7.3% 8.4% 1.23 Indexes
    66.
    This screen looks for stocks hitting new lows, trading at a price lower than book Value per share, with no debt and high levels of insider ownership.
    -12.6% -1.9% -1.0% 2.2% 9.3% 1.94 Value
    67.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    17.2% 18.7% 28.1% 12.7% 20.8% 1.45 Growth & Value With Price Momentum
    68.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    0.0% 10.3% 21.2% 7.5% 9.6% 1.66 Growth & Value
    69.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    -2.5% 20.0% 17.7% 9.9% 10.7% 1.26 Growth & Value
    70.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    16.3% 27.0% 21.2% 13.2% 19.9% 1.34 Growth & Value With Price Momentum
    71.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    6.4% 19.1% 15.2% 8.9% 14.3% 1.06 Growth & Value With Price Momentum
    72.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    -3.5% 19.2% 14.1% 8.3% 9.1% 1.44 Growth & Value
    73.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    1.8% 13.1% 16.1% 9.3% 10.6% 1.23 Value
    74.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    16.2% 11.2% 4.4% 0.2% 17.8% 1.91 Growth & Value
  • Benchmark: S&P 500 2.2% 15.1% 13.8% 5.5% 4.5% 1.00
  • NOTE: The next update, with 8/31/15 data, will take place on 9/15/15.