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 5/29/2015
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.
    43.0% 26.8% 13.5% 3.7% 12.3% 2.30 Growth With Price Momentum
    2.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    34.9% 18.3% 2.4% 7.8% 15.7% 2.22 Growth & Value
    3.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    28.5% 0.7% 7.4% 13.4% 16.3% 1.78 Value
    4.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    26.4% 19.9% -3.7% 0.4% 5.2% 2.22 Growth & Value
    5.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    24.3% 35.9% 27.4% 12.3% 19.0% 1.87 Growth With Price Momentum
    6.
    Muhlenkamp uses a bottom-up approach to selecting stocks, but adjusts his benchmarks based upon the broad economic environment…
    19.7% -20.7% -22.1% -11.3% 0.7% 1.58 Growth & Value With Price Momentum
    7.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    19.5% 28.3% 21.6% 15.4% 20.3% 1.34 Growth & Value With Price Momentum
    8.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    18.9% 7.0% -1.7% -2.3% 0.1% 1.87 Specialty
    9.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    16.6% 11.3% 4.6% 1.7% 18.0% 1.91 Growth & Value
    10.
    Introduction to the use of earnings estimates.
    15.7% 21.3% 21.3% 24.6% 27.1% 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.
    14.0% 9.6% 1.3% 6.3% 13.4% 1.70 Value
    12.
    Introduction to the use of earnings estimates.
    13.7% 25.1% 22.9% 24.0% 25.7% 1.83 Earnings Estimates
    13.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    11.9% 9.1% 1.7% 6.2% 11.8% 1.25 Growth & Value
    14.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    11.6% 18.3% 31.2% 13.6% 20.7% 1.45 Growth & Value With Price Momentum
    15.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    10.8% 37.4% 26.6% 14.5% 14.4% 1.81 Growth & Value
    16.
    Introduction to the use of earnings estimates.
    8.6% 6.1% 0.7% 0.1% 0.2% 2.33 Earnings Estimates
    17.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    8.2% 14.2% 14.2% 16.2% 16.2% 1.38 Value
    18.
    Introduction to the use of earnings estimates.
    8.0% 6.8% 2.5% 1.4% 0.7% 1.95 Earnings Estimates
    19.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    7.8% 13.4% 14.6% 6.9% 16.0% 1.39 Growth With Price Momentum
    20.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    7.7% 18.4% 11.9% 23.5% 22.1% 1.75 Value
    21.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    7.5% 21.0% 16.9% 8.8% 8.3% 1.26 Growth
    22.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    7.5% 16.4% 19.0% 0.4% 2.7% 1.57 Value
    23.
    S&P MidCap 400 Growth (TR)
    7.5% 20.0% 16.5% 10.6% 12.2% 1.30 Indexes
    24.
    Locating firms with a high proportion of cash to share price.
    7.3% 17.4% 4.7% 5.3% 10.8% 1.38 Value
    25.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    6.5% 11.8% 11.8% 8.7% 12.2% 1.28 Growth
    26.
    NASDAQ 100
    6.4% 21.3% 19.5% 11.3% 9.1% 1.80 Indexes
    27.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    6.0% 19.0% 12.5% 7.2% 11.0% 1.25 Growth & Value
    28.
    S&P SmallCap 600 Growth (TR)
    5.8% 19.9% 17.8% 10.3% 9.8% 1.32 Indexes
    29.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    5.8% 17.9% 15.4% 10.1% 14.4% 1.06 Growth & Value With Price Momentum
    30.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    5.6% 23.3% 16.4% 10.7% 9.7% 1.44 Growth & Value
    31.
    An interesting approach that combines both fundamental and technical factors to seek out companies with strong earnings and price momentum.
    5.5% 28.3% 17.9% 17.7% 24.8% 1.92 Growth With Price Momentum
    32.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    5.4% 18.8% 16.3% 14.7% 14.5% 1.20 Value With Price Momentum
    33.
    Research indicates that using price-to-sales ratios may lead to better investment results than price-to-book-Value ratios or price-earnings ratios.
    5.1% 13.9% 12.9% 9.3% 14.8% 1.32 Growth & Value
    34.
    S&P MidCap 400
    5.0% 18.1% 14.9% 8.6% 9.1% 1.19 Indexes
    35.
    An approach using a stringent contrarian viewpoint—finding underValued, out-of-favor stocks in the bargain basement that have an optimistic future.
    5.0% 18.5% 14.4% 11.7% 18.7% 1.63 Growth & Value
    36.
    S&P 500 Growth (TR)
    4.8% 19.9% 18.0% 9.1% 6.6% 1.10 Indexes
    37.
    All Exchange-Listed Stocks
    4.8% 18.0% 12.4% 7.9% 10.6% 1.37 Indexes
    38.
    A closely followed screen that looks back at the different relationships of the price-earnings ratio of a stock.
    4.5% 16.7% 14.5% 14.4% 16.2% 1.13 Earnings Estimates
    39.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    4.2% 10.3% 9.5% 7.3% 10.9% 1.39 Value With Price Momentum
    40.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    3.5% 37.0% 20.3% 16.9% 20.3% 1.78 Value
    41.
    S&P MidCap 400 Value (TR)
    3.4% 21.2% 16.3% 9.9% 9.0% 1.12 Indexes
    42.
    Joel Greenblatt's simple investing approach is based finding companies with high return on investment that are trading for less than they are worth.
    3.3% 2.1% -0.7% 5.9% 9.4% 1.64 Value
    43.
    An analysis that can provide advance notice a company may be facing financial trouble, though earnings and sales appear strong.
    3.0% 14.7% 6.9% 6.7% 13.8% 1.53 Growth
    44.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    2.8% 4.7% -0.5% 11.1% 10.0% 2.20 Growth & Value
    45.
    S&P SmallCap 600
    2.6% 18.5% 15.1% 8.2% 8.2% 1.27 Indexes
    46.
    S&P 500
    2.4% 17.1% 14.1% 5.9% 4.6% 1.00 Indexes
    47.
    Classic momentum approach that seeks out stocks that are rapidly rising in price with the belief that the rising price will attract other investors.
    2.0% 19.5% 15.8% 19.9% 13.0% 2.25 Growth With Price Momentum
    48.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    2.0% 15.0% 18.1% 11.8% 14.7% 1.12 Growth & Value
    49.
    S&P 500 Value (TR)
    1.5% 19.5% 15.1% 7.3% 6.1% 1.00 Indexes
    50.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    1.2% 20.7% 14.0% 9.7% 16.2% 1.51 Value With Price Momentum
    51.
    Dow Jones 30
    1.1% 13.3% 12.2% 5.6% 4.8% 0.97 Indexes
    52.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    0.6% 17.6% 15.1% 10.8% 10.8% 1.22 Growth & Value
    53.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    0.6% 13.5% 15.1% 3.2% 3.0% 1.22 Value
    54.
    Utilizing contrarian stocks with upward earnings revisions.
    0.5% 21.1% 21.7% 15.7% 16.1% 1.36 Earnings Estimates
    55.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    0.4% 4.6% 2.1% 14.4% 15.1% 2.14 Growth With Price Momentum
    56.
    Using the dividend-yield approach to invest during volatile markets.
    0.3% 15.6% 14.0% 6.8% 8.9% 0.97 Growth & Value
    57.
    S&P SmallCap 600 Value (TR)
    0.3% 18.8% 14.6% 8.6% 8.7% 1.23 Indexes
    58.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    0.2% 19.9% 10.1% 7.9% 8.8% 1.48 Growth & Value With Price Momentum
    59.
    Value screen created by James O'Shaughnessy that lead to the best risk adjusted return among a wide range of Value approaches.
    0.1% 13.2% 9.6% 1.6% 5.4% 1.34 Value
    60.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    0.0% 4.5% 20.7% 8.4% 9.7% 1.66 Growth & Value
    61.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    -1.1% 21.9% 17.8% 10.5% 10.9% 1.26 Growth & Value
    62.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -1.3% 30.4% 11.7% 10.4% 25.1% 1.92 Value With Price Momentum
    63.
    An approach that identifies technology stocks with high R&D spending, strong margins and Growth, but selling at attractive Values.
    -1.5% 18.5% 12.1% 2.7% -1.9% 2.76 Growth & Value
    64.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    -1.5% 12.4% 15.7% 9.4% 10.5% 1.22 Value
    65.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.0% 20.8% 12.9% 5.5% 6.9% 1.23 Value With Price Momentum
    66.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.0% 21.8% 17.9% 12.8% 18.1% 1.53 Value With Price Momentum
    67.
    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.
    -3.6% 0.6% 2.0% 4.9% 10.0% 1.94 Value
    68.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    -3.6% 14.2% 10.6% 10.0% 10.9% 1.28 Growth & Value
    69.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    -4.0% 14.0% 9.9% 7.8% 12.7% 1.93 Growth & Value With Price Momentum
    70.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -5.7% -15.1% -2.4% 10.0% 14.6% 2.98 Growth & Value With Price Momentum
    71.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -7.7% 4.9% 8.4% 10.6% 7.5% 1.36 Growth & Value
    72.
    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.
    -8.5% 39.7% 30.4% 23.7% 27.8% 2.07 Value
    73.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -9.2% 13.2% 0.7% -3.0% 11.9% 2.73 Growth & Value With Price Momentum
    74.
    Graham's approach leads to three separate that focus on the concept of intrinsic value, justified by a firm's financial strength.
    -18.4% 1.5% 5.1% 4.4% 6.8% 0.96 Value

    3-Year


  •            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.
    -8.5% 39.7% 30.4% 23.7% 27.8% 2.07 Value
    2.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    10.8% 37.4% 26.6% 14.5% 14.4% 1.81 Growth & Value
    3.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    3.5% 37.0% 20.3% 16.9% 20.3% 1.78 Value
    4.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    24.3% 35.9% 27.4% 12.3% 19.0% 1.87 Growth With Price Momentum
    5.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -1.3% 30.4% 11.7% 10.4% 25.1% 1.92 Value With Price Momentum
    6.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    19.5% 28.3% 21.6% 15.4% 20.3% 1.34 Growth & Value With Price Momentum
    7.
    An interesting approach that combines both fundamental and technical factors to seek out companies with strong earnings and price momentum.
    5.5% 28.3% 17.9% 17.7% 24.8% 1.92 Growth With Price Momentum
    8.
    The Motley Fool’s Foolish 8 method for investing in small caps looks for profitable and rapidly growing companies with strong price momentum.
    43.0% 26.8% 13.5% 3.7% 12.3% 2.30 Growth With Price Momentum
    9.
    Introduction to the use of earnings estimates.
    13.7% 25.1% 22.9% 24.0% 25.7% 1.83 Earnings Estimates
    10.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    5.6% 23.3% 16.4% 10.7% 9.7% 1.44 Growth & Value
    11.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    -1.1% 21.9% 17.8% 10.5% 10.9% 1.26 Growth & Value
    12.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.0% 21.8% 17.9% 12.8% 18.1% 1.53 Value With Price Momentum
    13.
    Introduction to the use of earnings estimates.
    15.7% 21.3% 21.3% 24.6% 27.1% 1.76 Earnings Estimates
    14.
    NASDAQ 100
    6.4% 21.3% 19.5% 11.3% 9.1% 1.80 Indexes
    15.
    S&P MidCap 400 Value (TR)
    3.4% 21.2% 16.3% 9.9% 9.0% 1.12 Indexes
    16.
    Utilizing contrarian stocks with upward earnings revisions.
    0.5% 21.1% 21.7% 15.7% 16.1% 1.36 Earnings Estimates
    17.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    7.5% 21.0% 16.9% 8.8% 8.3% 1.26 Growth
    18.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.0% 20.8% 12.9% 5.5% 6.9% 1.23 Value With Price Momentum
    19.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    1.2% 20.7% 14.0% 9.7% 16.2% 1.51 Value With Price Momentum
    20.
    S&P MidCap 400 Growth (TR)
    7.5% 20.0% 16.5% 10.6% 12.2% 1.30 Indexes
    21.
    S&P SmallCap 600 Growth (TR)
    5.8% 19.9% 17.8% 10.3% 9.8% 1.32 Indexes
    22.
    S&P 500 Growth (TR)
    4.8% 19.9% 18.0% 9.1% 6.6% 1.10 Indexes
    23.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    26.4% 19.9% -3.7% 0.4% 5.2% 2.22 Growth & Value
    24.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    0.2% 19.9% 10.1% 7.9% 8.8% 1.48 Growth & Value With Price Momentum
    25.
    Classic momentum approach that seeks out stocks that are rapidly rising in price with the belief that the rising price will attract other investors.
    2.0% 19.5% 15.8% 19.9% 13.0% 2.25 Growth With Price Momentum
    26.
    S&P 500 Value (TR)
    1.5% 19.5% 15.1% 7.3% 6.1% 1.00 Indexes
    27.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    6.0% 19.0% 12.5% 7.2% 11.0% 1.25 Growth & Value
    28.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    5.4% 18.8% 16.3% 14.7% 14.5% 1.20 Value With Price Momentum
    29.
    S&P SmallCap 600 Value (TR)
    0.3% 18.8% 14.6% 8.6% 8.7% 1.23 Indexes
    30.
    S&P SmallCap 600
    2.6% 18.5% 15.1% 8.2% 8.2% 1.27 Indexes
    31.
    An approach that identifies technology stocks with high R&D spending, strong margins and Growth, but selling at attractive Values.
    -1.5% 18.5% 12.1% 2.7% -1.9% 2.76 Growth & Value
    32.
    An approach using a stringent contrarian viewpoint—finding underValued, out-of-favor stocks in the bargain basement that have an optimistic future.
    5.0% 18.5% 14.4% 11.7% 18.7% 1.63 Growth & Value
    33.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    7.7% 18.4% 11.9% 23.5% 22.1% 1.75 Value
    34.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    34.9% 18.3% 2.4% 7.8% 15.7% 2.22 Growth & Value
    35.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    11.6% 18.3% 31.2% 13.6% 20.7% 1.45 Growth & Value With Price Momentum
    36.
    S&P MidCap 400
    5.0% 18.1% 14.9% 8.6% 9.1% 1.19 Indexes
    37.
    All Exchange-Listed Stocks
    4.8% 18.0% 12.4% 7.9% 10.6% 1.37 Indexes
    38.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    5.8% 17.9% 15.4% 10.1% 14.4% 1.06 Growth & Value With Price Momentum
    39.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    0.6% 17.6% 15.1% 10.8% 10.8% 1.22 Growth & Value
    40.
    Locating firms with a high proportion of cash to share price.
    7.3% 17.4% 4.7% 5.3% 10.8% 1.38 Value
    41.
    S&P 500
    2.4% 17.1% 14.1% 5.9% 4.6% 1.00 Indexes
    42.
    A closely followed screen that looks back at the different relationships of the price-earnings ratio of a stock.
    4.5% 16.7% 14.5% 14.4% 16.2% 1.13 Earnings Estimates
    43.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    7.5% 16.4% 19.0% 0.4% 2.7% 1.57 Value
    44.
    Using the dividend-yield approach to invest during volatile markets.
    0.3% 15.6% 14.0% 6.8% 8.9% 0.97 Growth & Value
    45.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    2.0% 15.0% 18.1% 11.8% 14.7% 1.12 Growth & Value
    46.
    An analysis that can provide advance notice a company may be facing financial trouble, though earnings and sales appear strong.
    3.0% 14.7% 6.9% 6.7% 13.8% 1.53 Growth
    47.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    -3.6% 14.2% 10.6% 10.0% 10.9% 1.28 Growth & Value
    48.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    8.2% 14.2% 14.2% 16.2% 16.2% 1.38 Value
    49.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    -4.0% 14.0% 9.9% 7.8% 12.7% 1.93 Growth & Value With Price Momentum
    50.
    Research indicates that using price-to-sales ratios may lead to better investment results than price-to-book-Value ratios or price-earnings ratios.
    5.1% 13.9% 12.9% 9.3% 14.8% 1.32 Growth & Value
    51.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    0.6% 13.5% 15.1% 3.2% 3.0% 1.22 Value
    52.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    7.8% 13.4% 14.6% 6.9% 16.0% 1.39 Growth With Price Momentum
    53.
    Dow Jones 30
    1.1% 13.3% 12.2% 5.6% 4.8% 0.97 Indexes
    54.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -9.2% 13.2% 0.7% -3.0% 11.9% 2.73 Growth & 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.
    0.1% 13.2% 9.6% 1.6% 5.4% 1.34 Value
    56.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    -1.5% 12.4% 15.7% 9.4% 10.5% 1.22 Value
    57.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    6.5% 11.8% 11.8% 8.7% 12.2% 1.28 Growth
    58.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    16.6% 11.3% 4.6% 1.7% 18.0% 1.91 Growth & Value
    59.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    4.2% 10.3% 9.5% 7.3% 10.9% 1.39 Value With Price Momentum
    60.
    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.
    14.0% 9.6% 1.3% 6.3% 13.4% 1.70 Value
    61.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    11.9% 9.1% 1.7% 6.2% 11.8% 1.25 Growth & Value
    62.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    18.9% 7.0% -1.7% -2.3% 0.1% 1.87 Specialty
    63.
    Introduction to the use of earnings estimates.
    8.0% 6.8% 2.5% 1.4% 0.7% 1.95 Earnings Estimates
    64.
    Introduction to the use of earnings estimates.
    8.6% 6.1% 0.7% 0.1% 0.2% 2.33 Earnings Estimates
    65.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -7.7% 4.9% 8.4% 10.6% 7.5% 1.36 Growth & Value
    66.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    2.8% 4.7% -0.5% 11.1% 10.0% 2.20 Growth & Value
    67.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    0.4% 4.6% 2.1% 14.4% 15.1% 2.14 Growth With Price Momentum
    68.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    0.0% 4.5% 20.7% 8.4% 9.7% 1.66 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.
    3.3% 2.1% -0.7% 5.9% 9.4% 1.64 Value
    70.
    Graham's approach leads to three separate that focus on the concept of intrinsic value, justified by a firm's financial strength.
    -18.4% 1.5% 5.1% 4.4% 6.8% 0.96 Value
    71.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    28.5% 0.7% 7.4% 13.4% 16.3% 1.78 Value
    72.
    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.
    -3.6% 0.6% 2.0% 4.9% 10.0% 1.94 Value
    73.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -5.7% -15.1% -2.4% 10.0% 14.6% 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…
    19.7% -20.7% -22.1% -11.3% 0.7% 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.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    11.6% 18.3% 31.2% 13.6% 20.7% 1.45 Growth & Value 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.
    -8.5% 39.7% 30.4% 23.7% 27.8% 2.07 Value
    3.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    24.3% 35.9% 27.4% 12.3% 19.0% 1.87 Growth With Price Momentum
    4.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    10.8% 37.4% 26.6% 14.5% 14.4% 1.81 Growth & Value
    5.
    Introduction to the use of earnings estimates.
    13.7% 25.1% 22.9% 24.0% 25.7% 1.83 Earnings Estimates
    6.
    Utilizing contrarian stocks with upward earnings revisions.
    0.5% 21.1% 21.7% 15.7% 16.1% 1.36 Earnings Estimates
    7.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    19.5% 28.3% 21.6% 15.4% 20.3% 1.34 Growth & Value With Price Momentum
    8.
    Introduction to the use of earnings estimates.
    15.7% 21.3% 21.3% 24.6% 27.1% 1.76 Earnings Estimates
    9.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    0.0% 4.5% 20.7% 8.4% 9.7% 1.66 Growth & Value
    10.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    3.5% 37.0% 20.3% 16.9% 20.3% 1.78 Value
    11.
    NASDAQ 100
    6.4% 21.3% 19.5% 11.3% 9.1% 1.80 Indexes
    12.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    7.5% 16.4% 19.0% 0.4% 2.7% 1.57 Value
    13.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    2.0% 15.0% 18.1% 11.8% 14.7% 1.12 Growth & Value
    14.
    S&P 500 Growth (TR)
    4.8% 19.9% 18.0% 9.1% 6.6% 1.10 Indexes
    15.
    An interesting approach that combines both fundamental and technical factors to seek out companies with strong earnings and price momentum.
    5.5% 28.3% 17.9% 17.7% 24.8% 1.92 Growth With Price Momentum
    16.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.0% 21.8% 17.9% 12.8% 18.1% 1.53 Value With Price Momentum
    17.
    S&P SmallCap 600 Growth (TR)
    5.8% 19.9% 17.8% 10.3% 9.8% 1.32 Indexes
    18.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    -1.1% 21.9% 17.8% 10.5% 10.9% 1.26 Growth & Value
    19.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    7.5% 21.0% 16.9% 8.8% 8.3% 1.26 Growth
    20.
    S&P MidCap 400 Growth (TR)
    7.5% 20.0% 16.5% 10.6% 12.2% 1.30 Indexes
    21.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    5.6% 23.3% 16.4% 10.7% 9.7% 1.44 Growth & Value
    22.
    S&P MidCap 400 Value (TR)
    3.4% 21.2% 16.3% 9.9% 9.0% 1.12 Indexes
    23.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    5.4% 18.8% 16.3% 14.7% 14.5% 1.20 Value With Price Momentum
    24.
    Classic momentum approach that seeks out stocks that are rapidly rising in price with the belief that the rising price will attract other investors.
    2.0% 19.5% 15.8% 19.9% 13.0% 2.25 Growth With Price Momentum
    25.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    -1.5% 12.4% 15.7% 9.4% 10.5% 1.22 Value
    26.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    5.8% 17.9% 15.4% 10.1% 14.4% 1.06 Growth & Value With Price Momentum
    27.
    S&P SmallCap 600
    2.6% 18.5% 15.1% 8.2% 8.2% 1.27 Indexes
    28.
    S&P 500 Value (TR)
    1.5% 19.5% 15.1% 7.3% 6.1% 1.00 Indexes
    29.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    0.6% 17.6% 15.1% 10.8% 10.8% 1.22 Growth & Value
    30.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    0.6% 13.5% 15.1% 3.2% 3.0% 1.22 Value
    31.
    S&P MidCap 400
    5.0% 18.1% 14.9% 8.6% 9.1% 1.19 Indexes
    32.
    S&P SmallCap 600 Value (TR)
    0.3% 18.8% 14.6% 8.6% 8.7% 1.23 Indexes
    33.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    7.8% 13.4% 14.6% 6.9% 16.0% 1.39 Growth With Price Momentum
    34.
    A closely followed screen that looks back at the different relationships of the price-earnings ratio of a stock.
    4.5% 16.7% 14.5% 14.4% 16.2% 1.13 Earnings Estimates
    35.
    An approach using a stringent contrarian viewpoint—finding underValued, out-of-favor stocks in the bargain basement that have an optimistic future.
    5.0% 18.5% 14.4% 11.7% 18.7% 1.63 Growth & Value
    36.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    8.2% 14.2% 14.2% 16.2% 16.2% 1.38 Value
    37.
    S&P 500
    2.4% 17.1% 14.1% 5.9% 4.6% 1.00 Indexes
    38.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    1.2% 20.7% 14.0% 9.7% 16.2% 1.51 Value With Price Momentum
    39.
    Using the dividend-yield approach to invest during volatile markets.
    0.3% 15.6% 14.0% 6.8% 8.9% 0.97 Growth & Value
    40.
    The Motley Fool’s Foolish 8 method for investing in small caps looks for profitable and rapidly growing companies with strong price momentum.
    43.0% 26.8% 13.5% 3.7% 12.3% 2.30 Growth With Price Momentum
    41.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.0% 20.8% 12.9% 5.5% 6.9% 1.23 Value With Price Momentum
    42.
    Research indicates that using price-to-sales ratios may lead to better investment results than price-to-book-Value ratios or price-earnings ratios.
    5.1% 13.9% 12.9% 9.3% 14.8% 1.32 Growth & Value
    43.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    6.0% 19.0% 12.5% 7.2% 11.0% 1.25 Growth & Value
    44.
    All Exchange-Listed Stocks
    4.8% 18.0% 12.4% 7.9% 10.6% 1.37 Indexes
    45.
    Dow Jones 30
    1.1% 13.3% 12.2% 5.6% 4.8% 0.97 Indexes
    46.
    An approach that identifies technology stocks with high R&D spending, strong margins and Growth, but selling at attractive Values.
    -1.5% 18.5% 12.1% 2.7% -1.9% 2.76 Growth & Value
    47.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    7.7% 18.4% 11.9% 23.5% 22.1% 1.75 Value
    48.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    6.5% 11.8% 11.8% 8.7% 12.2% 1.28 Growth
    49.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -1.3% 30.4% 11.7% 10.4% 25.1% 1.92 Value With Price Momentum
    50.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    -3.6% 14.2% 10.6% 10.0% 10.9% 1.28 Growth & Value
    51.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    0.2% 19.9% 10.1% 7.9% 8.8% 1.48 Growth & Value With Price Momentum
    52.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    -4.0% 14.0% 9.9% 7.8% 12.7% 1.93 Growth & Value With Price Momentum
    53.
    Value screen created by James O'Shaughnessy that lead to the best risk adjusted return among a wide range of Value approaches.
    0.1% 13.2% 9.6% 1.6% 5.4% 1.34 Value
    54.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    4.2% 10.3% 9.5% 7.3% 10.9% 1.39 Value With Price Momentum
    55.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -7.7% 4.9% 8.4% 10.6% 7.5% 1.36 Growth & Value
    56.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    28.5% 0.7% 7.4% 13.4% 16.3% 1.78 Value
    57.
    An analysis that can provide advance notice a company may be facing financial trouble, though earnings and sales appear strong.
    3.0% 14.7% 6.9% 6.7% 13.8% 1.53 Growth
    58.
    Graham's approach leads to three separate that focus on the concept of intrinsic value, justified by a firm's financial strength.
    -18.4% 1.5% 5.1% 4.4% 6.8% 0.96 Value
    59.
    Locating firms with a high proportion of cash to share price.
    7.3% 17.4% 4.7% 5.3% 10.8% 1.38 Value
    60.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    16.6% 11.3% 4.6% 1.7% 18.0% 1.91 Growth & Value
    61.
    Introduction to the use of earnings estimates.
    8.0% 6.8% 2.5% 1.4% 0.7% 1.95 Earnings Estimates
    62.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    34.9% 18.3% 2.4% 7.8% 15.7% 2.22 Growth & Value
    63.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    0.4% 4.6% 2.1% 14.4% 15.1% 2.14 Growth With Price Momentum
    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.
    -3.6% 0.6% 2.0% 4.9% 10.0% 1.94 Value
    65.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    11.9% 9.1% 1.7% 6.2% 11.8% 1.25 Growth & Value
    66.
    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.
    14.0% 9.6% 1.3% 6.3% 13.4% 1.70 Value
    67.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -9.2% 13.2% 0.7% -3.0% 11.9% 2.73 Growth & Value With Price Momentum
    68.
    Introduction to the use of earnings estimates.
    8.6% 6.1% 0.7% 0.1% 0.2% 2.33 Earnings Estimates
    69.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    2.8% 4.7% -0.5% 11.1% 10.0% 2.20 Growth & Value
    70.
    Joel Greenblatt's simple investing approach is based finding companies with high return on investment that are trading for less than they are worth.
    3.3% 2.1% -0.7% 5.9% 9.4% 1.64 Value
    71.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    18.9% 7.0% -1.7% -2.3% 0.1% 1.87 Specialty
    72.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -5.7% -15.1% -2.4% 10.0% 14.6% 2.98 Growth & Value With Price Momentum
    73.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    26.4% 19.9% -3.7% 0.4% 5.2% 2.22 Growth & Value
    74.
    Muhlenkamp uses a bottom-up approach to selecting stocks, but adjusts his benchmarks based upon the broad economic environment…
    19.7% -20.7% -22.1% -11.3% 0.7% 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.
    15.7% 21.3% 21.3% 24.6% 27.1% 1.76 Earnings Estimates
    2.
    Introduction to the use of earnings estimates.
    13.7% 25.1% 22.9% 24.0% 25.7% 1.83 Earnings Estimates
    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.
    -8.5% 39.7% 30.4% 23.7% 27.8% 2.07 Value
    4.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    7.7% 18.4% 11.9% 23.5% 22.1% 1.75 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.
    2.0% 19.5% 15.8% 19.9% 13.0% 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.
    5.5% 28.3% 17.9% 17.7% 24.8% 1.92 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.
    3.5% 37.0% 20.3% 16.9% 20.3% 1.78 Value
    8.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    8.2% 14.2% 14.2% 16.2% 16.2% 1.38 Value
    9.
    Utilizing contrarian stocks with upward earnings revisions.
    0.5% 21.1% 21.7% 15.7% 16.1% 1.36 Earnings Estimates
    10.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    19.5% 28.3% 21.6% 15.4% 20.3% 1.34 Growth & Value With Price Momentum
    11.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    5.4% 18.8% 16.3% 14.7% 14.5% 1.20 Value With Price Momentum
    12.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    10.8% 37.4% 26.6% 14.5% 14.4% 1.81 Growth & Value
    13.
    A closely followed screen that looks back at the different relationships of the price-earnings ratio of a stock.
    4.5% 16.7% 14.5% 14.4% 16.2% 1.13 Earnings Estimates
    14.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    0.4% 4.6% 2.1% 14.4% 15.1% 2.14 Growth With Price Momentum
    15.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    11.6% 18.3% 31.2% 13.6% 20.7% 1.45 Growth & Value With Price Momentum
    16.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    28.5% 0.7% 7.4% 13.4% 16.3% 1.78 Value
    17.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.0% 21.8% 17.9% 12.8% 18.1% 1.53 Value With Price Momentum
    18.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    24.3% 35.9% 27.4% 12.3% 19.0% 1.87 Growth With Price Momentum
    19.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    2.0% 15.0% 18.1% 11.8% 14.7% 1.12 Growth & Value
    20.
    An approach using a stringent contrarian viewpoint—finding underValued, out-of-favor stocks in the bargain basement that have an optimistic future.
    5.0% 18.5% 14.4% 11.7% 18.7% 1.63 Growth & Value
    21.
    NASDAQ 100
    6.4% 21.3% 19.5% 11.3% 9.1% 1.80 Indexes
    22.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    2.8% 4.7% -0.5% 11.1% 10.0% 2.20 Growth & Value
    23.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    0.6% 17.6% 15.1% 10.8% 10.8% 1.22 Growth & Value
    24.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    5.6% 23.3% 16.4% 10.7% 9.7% 1.44 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.
    -7.7% 4.9% 8.4% 10.6% 7.5% 1.36 Growth & Value
    26.
    S&P MidCap 400 Growth (TR)
    7.5% 20.0% 16.5% 10.6% 12.2% 1.30 Indexes
    27.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    -1.1% 21.9% 17.8% 10.5% 10.9% 1.26 Growth & Value
    28.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -1.3% 30.4% 11.7% 10.4% 25.1% 1.92 Value With Price Momentum
    29.
    S&P SmallCap 600 Growth (TR)
    5.8% 19.9% 17.8% 10.3% 9.8% 1.32 Indexes
    30.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    5.8% 17.9% 15.4% 10.1% 14.4% 1.06 Growth & Value With Price Momentum
    31.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -5.7% -15.1% -2.4% 10.0% 14.6% 2.98 Growth & Value With Price Momentum
    32.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    -3.6% 14.2% 10.6% 10.0% 10.9% 1.28 Growth & Value
    33.
    S&P MidCap 400 Value (TR)
    3.4% 21.2% 16.3% 9.9% 9.0% 1.12 Indexes
    34.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    1.2% 20.7% 14.0% 9.7% 16.2% 1.51 Value With Price Momentum
    35.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    -1.5% 12.4% 15.7% 9.4% 10.5% 1.22 Value
    36.
    Research indicates that using price-to-sales ratios may lead to better investment results than price-to-book-Value ratios or price-earnings ratios.
    5.1% 13.9% 12.9% 9.3% 14.8% 1.32 Growth & Value
    37.
    S&P 500 Growth (TR)
    4.8% 19.9% 18.0% 9.1% 6.6% 1.10 Indexes
    38.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    7.5% 21.0% 16.9% 8.8% 8.3% 1.26 Growth
    39.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    6.5% 11.8% 11.8% 8.7% 12.2% 1.28 Growth
    40.
    S&P MidCap 400
    5.0% 18.1% 14.9% 8.6% 9.1% 1.19 Indexes
    41.
    S&P SmallCap 600 Value (TR)
    0.3% 18.8% 14.6% 8.6% 8.7% 1.23 Indexes
    42.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    0.0% 4.5% 20.7% 8.4% 9.7% 1.66 Growth & Value
    43.
    S&P SmallCap 600
    2.6% 18.5% 15.1% 8.2% 8.2% 1.27 Indexes
    44.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    0.2% 19.9% 10.1% 7.9% 8.8% 1.48 Growth & Value With Price Momentum
    45.
    All Exchange-Listed Stocks
    4.8% 18.0% 12.4% 7.9% 10.6% 1.37 Indexes
    46.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    34.9% 18.3% 2.4% 7.8% 15.7% 2.22 Growth & Value
    47.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    -4.0% 14.0% 9.9% 7.8% 12.7% 1.93 Growth & Value With Price Momentum
    48.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    4.2% 10.3% 9.5% 7.3% 10.9% 1.39 Value With Price Momentum
    49.
    S&P 500 Value (TR)
    1.5% 19.5% 15.1% 7.3% 6.1% 1.00 Indexes
    50.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    6.0% 19.0% 12.5% 7.2% 11.0% 1.25 Growth & Value
    51.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    7.8% 13.4% 14.6% 6.9% 16.0% 1.39 Growth With Price Momentum
    52.
    Using the dividend-yield approach to invest during volatile markets.
    0.3% 15.6% 14.0% 6.8% 8.9% 0.97 Growth & Value
    53.
    An analysis that can provide advance notice a company may be facing financial trouble, though earnings and sales appear strong.
    3.0% 14.7% 6.9% 6.7% 13.8% 1.53 Growth
    54.
    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.
    14.0% 9.6% 1.3% 6.3% 13.4% 1.70 Value
    55.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    11.9% 9.1% 1.7% 6.2% 11.8% 1.25 Growth & Value
    56.
    Joel Greenblatt's simple investing approach is based finding companies with high return on investment that are trading for less than they are worth.
    3.3% 2.1% -0.7% 5.9% 9.4% 1.64 Value
    57.
    S&P 500
    2.4% 17.1% 14.1% 5.9% 4.6% 1.00 Indexes
    58.
    Dow Jones 30
    1.1% 13.3% 12.2% 5.6% 4.8% 0.97 Indexes
    59.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.0% 20.8% 12.9% 5.5% 6.9% 1.23 Value With Price Momentum
    60.
    Locating firms with a high proportion of cash to share price.
    7.3% 17.4% 4.7% 5.3% 10.8% 1.38 Value
    61.
    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.
    -3.6% 0.6% 2.0% 4.9% 10.0% 1.94 Value
    62.
    Graham's approach leads to three separate that focus on the concept of intrinsic value, justified by a firm's financial strength.
    -18.4% 1.5% 5.1% 4.4% 6.8% 0.96 Value
    63.
    The Motley Fool’s Foolish 8 method for investing in small caps looks for profitable and rapidly growing companies with strong price momentum.
    43.0% 26.8% 13.5% 3.7% 12.3% 2.30 Growth With Price Momentum
    64.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    0.6% 13.5% 15.1% 3.2% 3.0% 1.22 Value
    65.
    An approach that identifies technology stocks with high R&D spending, strong margins and Growth, but selling at attractive Values.
    -1.5% 18.5% 12.1% 2.7% -1.9% 2.76 Growth & Value
    66.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    16.6% 11.3% 4.6% 1.7% 18.0% 1.91 Growth & Value
    67.
    Value screen created by James O'Shaughnessy that lead to the best risk adjusted return among a wide range of Value approaches.
    0.1% 13.2% 9.6% 1.6% 5.4% 1.34 Value
    68.
    Introduction to the use of earnings estimates.
    8.0% 6.8% 2.5% 1.4% 0.7% 1.95 Earnings Estimates
    69.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    7.5% 16.4% 19.0% 0.4% 2.7% 1.57 Value
    70.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    26.4% 19.9% -3.7% 0.4% 5.2% 2.22 Growth & Value
    71.
    Introduction to the use of earnings estimates.
    8.6% 6.1% 0.7% 0.1% 0.2% 2.33 Earnings Estimates
    72.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    18.9% 7.0% -1.7% -2.3% 0.1% 1.87 Specialty
    73.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -9.2% 13.2% 0.7% -3.0% 11.9% 2.73 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…
    19.7% -20.7% -22.1% -11.3% 0.7% 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.
    -8.5% 39.7% 30.4% 23.7% 27.8% 2.07 Value
    2.
    Introduction to the use of earnings estimates.
    15.7% 21.3% 21.3% 24.6% 27.1% 1.76 Earnings Estimates
    3.
    Introduction to the use of earnings estimates.
    13.7% 25.1% 22.9% 24.0% 25.7% 1.83 Earnings Estimates
    4.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -1.3% 30.4% 11.7% 10.4% 25.1% 1.92 Value With Price Momentum
    5.
    An interesting approach that combines both fundamental and technical factors to seek out companies with strong earnings and price momentum.
    5.5% 28.3% 17.9% 17.7% 24.8% 1.92 Growth 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.
    7.7% 18.4% 11.9% 23.5% 22.1% 1.75 Value
    7.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    11.6% 18.3% 31.2% 13.6% 20.7% 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.
    3.5% 37.0% 20.3% 16.9% 20.3% 1.78 Value
    9.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    19.5% 28.3% 21.6% 15.4% 20.3% 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.
    24.3% 35.9% 27.4% 12.3% 19.0% 1.87 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.
    5.0% 18.5% 14.4% 11.7% 18.7% 1.63 Growth & Value
    12.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.0% 21.8% 17.9% 12.8% 18.1% 1.53 Value With Price Momentum
    13.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    16.6% 11.3% 4.6% 1.7% 18.0% 1.91 Growth & Value
    14.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    28.5% 0.7% 7.4% 13.4% 16.3% 1.78 Value
    15.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    8.2% 14.2% 14.2% 16.2% 16.2% 1.38 Value
    16.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    1.2% 20.7% 14.0% 9.7% 16.2% 1.51 Value With Price Momentum
    17.
    A closely followed screen that looks back at the different relationships of the price-earnings ratio of a stock.
    4.5% 16.7% 14.5% 14.4% 16.2% 1.13 Earnings Estimates
    18.
    Utilizing contrarian stocks with upward earnings revisions.
    0.5% 21.1% 21.7% 15.7% 16.1% 1.36 Earnings Estimates
    19.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    7.8% 13.4% 14.6% 6.9% 16.0% 1.39 Growth With Price Momentum
    20.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    34.9% 18.3% 2.4% 7.8% 15.7% 2.22 Growth & Value
    21.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    0.4% 4.6% 2.1% 14.4% 15.1% 2.14 Growth With Price Momentum
    22.
    Research indicates that using price-to-sales ratios may lead to better investment results than price-to-book-Value ratios or price-earnings ratios.
    5.1% 13.9% 12.9% 9.3% 14.8% 1.32 Growth & Value
    23.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    2.0% 15.0% 18.1% 11.8% 14.7% 1.12 Growth & Value
    24.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -5.7% -15.1% -2.4% 10.0% 14.6% 2.98 Growth & Value With Price Momentum
    25.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    5.4% 18.8% 16.3% 14.7% 14.5% 1.20 Value With Price Momentum
    26.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    10.8% 37.4% 26.6% 14.5% 14.4% 1.81 Growth & Value
    27.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    5.8% 17.9% 15.4% 10.1% 14.4% 1.06 Growth & Value With Price Momentum
    28.
    An analysis that can provide advance notice a company may be facing financial trouble, though earnings and sales appear strong.
    3.0% 14.7% 6.9% 6.7% 13.8% 1.53 Growth
    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.
    14.0% 9.6% 1.3% 6.3% 13.4% 1.70 Value
    30.
    Classic momentum approach that seeks out stocks that are rapidly rising in price with the belief that the rising price will attract other investors.
    2.0% 19.5% 15.8% 19.9% 13.0% 2.25 Growth With Price Momentum
    31.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    -4.0% 14.0% 9.9% 7.8% 12.7% 1.93 Growth & Value With Price Momentum
    32.
    The Motley Fool’s Foolish 8 method for investing in small caps looks for profitable and rapidly growing companies with strong price momentum.
    43.0% 26.8% 13.5% 3.7% 12.3% 2.30 Growth With Price Momentum
    33.
    S&P MidCap 400 Growth (TR)
    7.5% 20.0% 16.5% 10.6% 12.2% 1.30 Indexes
    34.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    6.5% 11.8% 11.8% 8.7% 12.2% 1.28 Growth
    35.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -9.2% 13.2% 0.7% -3.0% 11.9% 2.73 Growth & Value With Price Momentum
    36.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    11.9% 9.1% 1.7% 6.2% 11.8% 1.25 Growth & Value
    37.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    6.0% 19.0% 12.5% 7.2% 11.0% 1.25 Growth & Value
    38.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    -3.6% 14.2% 10.6% 10.0% 10.9% 1.28 Growth & Value
    39.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    4.2% 10.3% 9.5% 7.3% 10.9% 1.39 Value With Price Momentum
    40.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    -1.1% 21.9% 17.8% 10.5% 10.9% 1.26 Growth & Value
    41.
    Locating firms with a high proportion of cash to share price.
    7.3% 17.4% 4.7% 5.3% 10.8% 1.38 Value
    42.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    0.6% 17.6% 15.1% 10.8% 10.8% 1.22 Growth & Value
    43.
    All Exchange-Listed Stocks
    4.8% 18.0% 12.4% 7.9% 10.6% 1.37 Indexes
    44.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    -1.5% 12.4% 15.7% 9.4% 10.5% 1.22 Value
    45.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    2.8% 4.7% -0.5% 11.1% 10.0% 2.20 Growth & Value
    46.
    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.
    -3.6% 0.6% 2.0% 4.9% 10.0% 1.94 Value
    47.
    S&P SmallCap 600 Growth (TR)
    5.8% 19.9% 17.8% 10.3% 9.8% 1.32 Indexes
    48.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    0.0% 4.5% 20.7% 8.4% 9.7% 1.66 Growth & Value
    49.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    5.6% 23.3% 16.4% 10.7% 9.7% 1.44 Growth & Value
    50.
    Joel Greenblatt's simple investing approach is based finding companies with high return on investment that are trading for less than they are worth.
    3.3% 2.1% -0.7% 5.9% 9.4% 1.64 Value
    51.
    S&P MidCap 400
    5.0% 18.1% 14.9% 8.6% 9.1% 1.19 Indexes
    52.
    NASDAQ 100
    6.4% 21.3% 19.5% 11.3% 9.1% 1.80 Indexes
    53.
    S&P MidCap 400 Value (TR)
    3.4% 21.2% 16.3% 9.9% 9.0% 1.12 Indexes
    54.
    Using the dividend-yield approach to invest during volatile markets.
    0.3% 15.6% 14.0% 6.8% 8.9% 0.97 Growth & Value
    55.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    0.2% 19.9% 10.1% 7.9% 8.8% 1.48 Growth & Value With Price Momentum
    56.
    S&P SmallCap 600 Value (TR)
    0.3% 18.8% 14.6% 8.6% 8.7% 1.23 Indexes
    57.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    7.5% 21.0% 16.9% 8.8% 8.3% 1.26 Growth
    58.
    S&P SmallCap 600
    2.6% 18.5% 15.1% 8.2% 8.2% 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.
    -7.7% 4.9% 8.4% 10.6% 7.5% 1.36 Growth & Value
    60.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.0% 20.8% 12.9% 5.5% 6.9% 1.23 Value With Price Momentum
    61.
    Graham's approach leads to three separate that focus on the concept of intrinsic value, justified by a firm's financial strength.
    -18.4% 1.5% 5.1% 4.4% 6.8% 0.96 Value
    62.
    S&P 500 Growth (TR)
    4.8% 19.9% 18.0% 9.1% 6.6% 1.10 Indexes
    63.
    S&P 500 Value (TR)
    1.5% 19.5% 15.1% 7.3% 6.1% 1.00 Indexes
    64.
    Value screen created by James O'Shaughnessy that lead to the best risk adjusted return among a wide range of Value approaches.
    0.1% 13.2% 9.6% 1.6% 5.4% 1.34 Value
    65.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    26.4% 19.9% -3.7% 0.4% 5.2% 2.22 Growth & Value
    66.
    Dow Jones 30
    1.1% 13.3% 12.2% 5.6% 4.8% 0.97 Indexes
    67.
    S&P 500
    2.4% 17.1% 14.1% 5.9% 4.6% 1.00 Indexes
    68.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    0.6% 13.5% 15.1% 3.2% 3.0% 1.22 Value
    69.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    7.5% 16.4% 19.0% 0.4% 2.7% 1.57 Value
    70.
    Introduction to the use of earnings estimates.
    8.0% 6.8% 2.5% 1.4% 0.7% 1.95 Earnings Estimates
    71.
    Muhlenkamp uses a bottom-up approach to selecting stocks, but adjusts his benchmarks based upon the broad economic environment…
    19.7% -20.7% -22.1% -11.3% 0.7% 1.58 Growth & Value With Price Momentum
    72.
    Introduction to the use of earnings estimates.
    8.6% 6.1% 0.7% 0.1% 0.2% 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.
    18.9% 7.0% -1.7% -2.3% 0.1% 1.87 Specialty
    74.
    An approach that identifies technology stocks with high R&D spending, strong margins and Growth, but selling at attractive Values.
    -1.5% 18.5% 12.1% 2.7% -1.9% 2.76 Growth & Value

    Risk Index


  •            Screen
    Annual Price Gain (%)
    Category
    YTD 3 Yr 5 Yr 10 Yr Inception
  • 1.
    Graham's approach leads to three separate that focus on the concept of intrinsic value, justified by a firm's financial strength.
    -18.4% 1.5% 5.1% 4.4% 6.8% 0.96 Value
    2.
    Using the dividend-yield approach to invest during volatile markets.
    0.3% 15.6% 14.0% 6.8% 8.9% 0.97 Growth & Value
    3.
    Dow Jones 30
    1.1% 13.3% 12.2% 5.6% 4.8% 0.97 Indexes
    4.
    S&P 500
    2.4% 17.1% 14.1% 5.9% 4.6% 1.00 Indexes
    5.
    S&P 500 Value (TR)
    1.5% 19.5% 15.1% 7.3% 6.1% 1.00 Indexes
    6.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    5.8% 17.9% 15.4% 10.1% 14.4% 1.06 Growth & Value With Price Momentum
    7.
    S&P 500 Growth (TR)
    4.8% 19.9% 18.0% 9.1% 6.6% 1.10 Indexes
    8.
    S&P MidCap 400 Value (TR)
    3.4% 21.2% 16.3% 9.9% 9.0% 1.12 Indexes
    9.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    2.0% 15.0% 18.1% 11.8% 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.
    4.5% 16.7% 14.5% 14.4% 16.2% 1.13 Earnings Estimates
    11.
    S&P MidCap 400
    5.0% 18.1% 14.9% 8.6% 9.1% 1.19 Indexes
    12.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    5.4% 18.8% 16.3% 14.7% 14.5% 1.20 Value With Price Momentum
    13.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    0.6% 17.6% 15.1% 10.8% 10.8% 1.22 Growth & Value
    14.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    0.6% 13.5% 15.1% 3.2% 3.0% 1.22 Value
    15.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    -1.5% 12.4% 15.7% 9.4% 10.5% 1.22 Value
    16.
    S&P SmallCap 600 Value (TR)
    0.3% 18.8% 14.6% 8.6% 8.7% 1.23 Indexes
    17.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.0% 20.8% 12.9% 5.5% 6.9% 1.23 Value With Price Momentum
    18.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    6.0% 19.0% 12.5% 7.2% 11.0% 1.25 Growth & Value
    19.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    11.9% 9.1% 1.7% 6.2% 11.8% 1.25 Growth & Value
    20.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    7.5% 21.0% 16.9% 8.8% 8.3% 1.26 Growth
    21.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    -1.1% 21.9% 17.8% 10.5% 10.9% 1.26 Growth & Value
    22.
    S&P SmallCap 600
    2.6% 18.5% 15.1% 8.2% 8.2% 1.27 Indexes
    23.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    6.5% 11.8% 11.8% 8.7% 12.2% 1.28 Growth
    24.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    -3.6% 14.2% 10.6% 10.0% 10.9% 1.28 Growth & Value
    25.
    S&P MidCap 400 Growth (TR)
    7.5% 20.0% 16.5% 10.6% 12.2% 1.30 Indexes
    26.
    S&P SmallCap 600 Growth (TR)
    5.8% 19.9% 17.8% 10.3% 9.8% 1.32 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.
    5.1% 13.9% 12.9% 9.3% 14.8% 1.32 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.
    0.1% 13.2% 9.6% 1.6% 5.4% 1.34 Value
    29.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    19.5% 28.3% 21.6% 15.4% 20.3% 1.34 Growth & Value With Price Momentum
    30.
    Utilizing contrarian stocks with upward earnings revisions.
    0.5% 21.1% 21.7% 15.7% 16.1% 1.36 Earnings Estimates
    31.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -7.7% 4.9% 8.4% 10.6% 7.5% 1.36 Growth & Value
    32.
    All Exchange-Listed Stocks
    4.8% 18.0% 12.4% 7.9% 10.6% 1.37 Indexes
    33.
    Locating firms with a high proportion of cash to share price.
    7.3% 17.4% 4.7% 5.3% 10.8% 1.38 Value
    34.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    8.2% 14.2% 14.2% 16.2% 16.2% 1.38 Value
    35.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    7.8% 13.4% 14.6% 6.9% 16.0% 1.39 Growth With Price Momentum
    36.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    4.2% 10.3% 9.5% 7.3% 10.9% 1.39 Value With Price Momentum
    37.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    5.6% 23.3% 16.4% 10.7% 9.7% 1.44 Growth & Value
    38.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    11.6% 18.3% 31.2% 13.6% 20.7% 1.45 Growth & Value With Price Momentum
    39.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    0.2% 19.9% 10.1% 7.9% 8.8% 1.48 Growth & Value With Price Momentum
    40.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    1.2% 20.7% 14.0% 9.7% 16.2% 1.51 Value With Price Momentum
    41.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.0% 21.8% 17.9% 12.8% 18.1% 1.53 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.
    3.0% 14.7% 6.9% 6.7% 13.8% 1.53 Growth
    43.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    7.5% 16.4% 19.0% 0.4% 2.7% 1.57 Value
    44.
    Muhlenkamp uses a bottom-up approach to selecting stocks, but adjusts his benchmarks based upon the broad economic environment…
    19.7% -20.7% -22.1% -11.3% 0.7% 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.
    5.0% 18.5% 14.4% 11.7% 18.7% 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.
    3.3% 2.1% -0.7% 5.9% 9.4% 1.64 Value
    47.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    0.0% 4.5% 20.7% 8.4% 9.7% 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.
    14.0% 9.6% 1.3% 6.3% 13.4% 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.
    7.7% 18.4% 11.9% 23.5% 22.1% 1.75 Value
    50.
    Introduction to the use of earnings estimates.
    15.7% 21.3% 21.3% 24.6% 27.1% 1.76 Earnings Estimates
    51.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    28.5% 0.7% 7.4% 13.4% 16.3% 1.78 Value
    52.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    3.5% 37.0% 20.3% 16.9% 20.3% 1.78 Value
    53.
    NASDAQ 100
    6.4% 21.3% 19.5% 11.3% 9.1% 1.80 Indexes
    54.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    10.8% 37.4% 26.6% 14.5% 14.4% 1.81 Growth & Value
    55.
    Introduction to the use of earnings estimates.
    13.7% 25.1% 22.9% 24.0% 25.7% 1.83 Earnings Estimates
    56.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    18.9% 7.0% -1.7% -2.3% 0.1% 1.87 Specialty
    57.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    24.3% 35.9% 27.4% 12.3% 19.0% 1.87 Growth With Price Momentum
    58.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    16.6% 11.3% 4.6% 1.7% 18.0% 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.
    5.5% 28.3% 17.9% 17.7% 24.8% 1.92 Growth With Price Momentum
    60.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -1.3% 30.4% 11.7% 10.4% 25.1% 1.92 Value With Price Momentum
    61.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    -4.0% 14.0% 9.9% 7.8% 12.7% 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.
    -3.6% 0.6% 2.0% 4.9% 10.0% 1.94 Value
    63.
    Introduction to the use of earnings estimates.
    8.0% 6.8% 2.5% 1.4% 0.7% 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.
    -8.5% 39.7% 30.4% 23.7% 27.8% 2.07 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.
    0.4% 4.6% 2.1% 14.4% 15.1% 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.
    2.8% 4.7% -0.5% 11.1% 10.0% 2.20 Growth & Value
    67.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    34.9% 18.3% 2.4% 7.8% 15.7% 2.22 Growth & Value
    68.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    26.4% 19.9% -3.7% 0.4% 5.2% 2.22 Growth & Value
    69.
    Classic momentum approach that seeks out stocks that are rapidly rising in price with the belief that the rising price will attract other investors.
    2.0% 19.5% 15.8% 19.9% 13.0% 2.25 Growth With Price Momentum
    70.
    The Motley Fool’s Foolish 8 method for investing in small caps looks for profitable and rapidly growing companies with strong price momentum.
    43.0% 26.8% 13.5% 3.7% 12.3% 2.30 Growth With Price Momentum
    71.
    Introduction to the use of earnings estimates.
    8.6% 6.1% 0.7% 0.1% 0.2% 2.33 Earnings Estimates
    72.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -9.2% 13.2% 0.7% -3.0% 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.
    -1.5% 18.5% 12.1% 2.7% -1.9% 2.76 Growth & Value
    74.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -5.7% -15.1% -2.4% 10.0% 14.6% 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.
    0.5% 21.1% 21.7% 15.7% 16.1% 1.36 Earnings Estimates
    2.
    Introduction to the use of earnings estimates.
    8.0% 6.8% 2.5% 1.4% 0.7% 1.95 Earnings Estimates
    3.
    Introduction to the use of earnings estimates.
    8.6% 6.1% 0.7% 0.1% 0.2% 2.33 Earnings Estimates
    4.
    Introduction to the use of earnings estimates.
    13.7% 25.1% 22.9% 24.0% 25.7% 1.83 Earnings Estimates
    5.
    Introduction to the use of earnings estimates.
    15.7% 21.3% 21.3% 24.6% 27.1% 1.76 Earnings Estimates
    6.
    A closely followed screen that looks back at the different relationships of the price-earnings ratio of a stock.
    4.5% 16.7% 14.5% 14.4% 16.2% 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.
    6.5% 11.8% 11.8% 8.7% 12.2% 1.28 Growth
    8.
    An analysis that can provide advance notice a company may be facing financial trouble, though earnings and sales appear strong.
    3.0% 14.7% 6.9% 6.7% 13.8% 1.53 Growth
    9.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    7.5% 21.0% 16.9% 8.8% 8.3% 1.26 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.
    -7.7% 4.9% 8.4% 10.6% 7.5% 1.36 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.
    34.9% 18.3% 2.4% 7.8% 15.7% 2.22 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.
    2.8% 4.7% -0.5% 11.1% 10.0% 2.20 Growth & Value
    13.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    11.9% 9.1% 1.7% 6.2% 11.8% 1.25 Growth & Value
    14.
    An approach that identifies technology stocks with high R&D spending, strong margins and Growth, but selling at attractive Values.
    -1.5% 18.5% 12.1% 2.7% -1.9% 2.76 Growth & Value
    15.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    26.4% 19.9% -3.7% 0.4% 5.2% 2.22 Growth & Value
    16.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    6.0% 19.0% 12.5% 7.2% 11.0% 1.25 Growth & Value
    17.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    2.0% 15.0% 18.1% 11.8% 14.7% 1.12 Growth & Value
    18.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    0.6% 17.6% 15.1% 10.8% 10.8% 1.22 Growth & Value
    19.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    -3.6% 14.2% 10.6% 10.0% 10.9% 1.28 Growth & Value
    20.
    Using the dividend-yield approach to invest during volatile markets.
    0.3% 15.6% 14.0% 6.8% 8.9% 0.97 Growth & Value
    21.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    10.8% 37.4% 26.6% 14.5% 14.4% 1.81 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.
    5.0% 18.5% 14.4% 11.7% 18.7% 1.63 Growth & Value
    23.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    16.6% 11.3% 4.6% 1.7% 18.0% 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.
    5.1% 13.9% 12.9% 9.3% 14.8% 1.32 Growth & Value
    25.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    0.0% 4.5% 20.7% 8.4% 9.7% 1.66 Growth & Value
    26.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    -1.1% 21.9% 17.8% 10.5% 10.9% 1.26 Growth & Value
    27.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    5.6% 23.3% 16.4% 10.7% 9.7% 1.44 Growth & Value
    28.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    11.6% 18.3% 31.2% 13.6% 20.7% 1.45 Growth & Value With Price Momentum
    29.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    19.5% 28.3% 21.6% 15.4% 20.3% 1.34 Growth & Value With Price Momentum
    30.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    5.8% 17.9% 15.4% 10.1% 14.4% 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.
    -4.0% 14.0% 9.9% 7.8% 12.7% 1.93 Growth & Value With Price Momentum
    32.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    0.2% 19.9% 10.1% 7.9% 8.8% 1.48 Growth & Value With Price Momentum
    33.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -9.2% 13.2% 0.7% -3.0% 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.
    -5.7% -15.1% -2.4% 10.0% 14.6% 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…
    19.7% -20.7% -22.1% -11.3% 0.7% 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.
    0.4% 4.6% 2.1% 14.4% 15.1% 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.
    2.0% 19.5% 15.8% 19.9% 13.0% 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.
    43.0% 26.8% 13.5% 3.7% 12.3% 2.30 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.
    5.5% 28.3% 17.9% 17.7% 24.8% 1.92 Growth With Price Momentum
    40.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    7.8% 13.4% 14.6% 6.9% 16.0% 1.39 Growth With Price Momentum
    41.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    24.3% 35.9% 27.4% 12.3% 19.0% 1.87 Growth With Price Momentum
    42.
    S&P 500
    2.4% 17.1% 14.1% 5.9% 4.6% 1.00 Indexes
    43.
    S&P 500 Growth (TR)
    4.8% 19.9% 18.0% 9.1% 6.6% 1.10 Indexes
    44.
    S&P 500 Value (TR)
    1.5% 19.5% 15.1% 7.3% 6.1% 1.00 Indexes
    45.
    S&P MidCap 400
    5.0% 18.1% 14.9% 8.6% 9.1% 1.19 Indexes
    46.
    S&P MidCap 400 Growth (TR)
    7.5% 20.0% 16.5% 10.6% 12.2% 1.30 Indexes
    47.
    S&P MidCap 400 Value (TR)
    3.4% 21.2% 16.3% 9.9% 9.0% 1.12 Indexes
    48.
    S&P SmallCap 600
    2.6% 18.5% 15.1% 8.2% 8.2% 1.27 Indexes
    49.
    S&P SmallCap 600 Growth (TR)
    5.8% 19.9% 17.8% 10.3% 9.8% 1.32 Indexes
    50.
    S&P SmallCap 600 Value (TR)
    0.3% 18.8% 14.6% 8.6% 8.7% 1.23 Indexes
    51.
    Dow Jones 30
    1.1% 13.3% 12.2% 5.6% 4.8% 0.97 Indexes
    52.
    All Exchange-Listed Stocks
    4.8% 18.0% 12.4% 7.9% 10.6% 1.37 Indexes
    53.
    NASDAQ 100
    6.4% 21.3% 19.5% 11.3% 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.
    18.9% 7.0% -1.7% -2.3% 0.1% 1.87 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.
    14.0% 9.6% 1.3% 6.3% 13.4% 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.
    8.2% 14.2% 14.2% 16.2% 16.2% 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.
    -18.4% 1.5% 5.1% 4.4% 6.8% 0.96 Value
    58.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    28.5% 0.7% 7.4% 13.4% 16.3% 1.78 Value
    59.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    7.7% 18.4% 11.9% 23.5% 22.1% 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.
    3.3% 2.1% -0.7% 5.9% 9.4% 1.64 Value
    61.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    0.6% 13.5% 15.1% 3.2% 3.0% 1.22 Value
    62.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    7.5% 16.4% 19.0% 0.4% 2.7% 1.57 Value
    63.
    Locating firms with a high proportion of cash to share price.
    7.3% 17.4% 4.7% 5.3% 10.8% 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.
    -3.6% 0.6% 2.0% 4.9% 10.0% 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.
    -8.5% 39.7% 30.4% 23.7% 27.8% 2.07 Value
    66.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    3.5% 37.0% 20.3% 16.9% 20.3% 1.78 Value
    67.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    -1.5% 12.4% 15.7% 9.4% 10.5% 1.22 Value
    68.
    Value screen created by James O'Shaughnessy that lead to the best risk adjusted return among a wide range of Value approaches.
    0.1% 13.2% 9.6% 1.6% 5.4% 1.34 Value
    69.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    4.2% 10.3% 9.5% 7.3% 10.9% 1.39 Value With Price Momentum
    70.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    1.2% 20.7% 14.0% 9.7% 16.2% 1.51 Value With Price Momentum
    71.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.0% 20.8% 12.9% 5.5% 6.9% 1.23 Value With Price Momentum
    72.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.0% 21.8% 17.9% 12.8% 18.1% 1.53 Value With Price Momentum
    73.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -1.3% 30.4% 11.7% 10.4% 25.1% 1.92 Value With Price Momentum
    74.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    5.4% 18.8% 16.3% 14.7% 14.5% 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.
    0.2% 19.9% 10.1% 7.9% 8.8% 1.48 Growth & Value With Price Momentum
    2.
    All Exchange-Listed Stocks
    4.8% 18.0% 12.4% 7.9% 10.6% 1.37 Indexes
    3.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    2.0% 15.0% 18.1% 11.8% 14.7% 1.12 Growth & Value
    4.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    0.6% 17.6% 15.1% 10.8% 10.8% 1.22 Growth & Value
    5.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    -3.6% 14.2% 10.6% 10.0% 10.9% 1.28 Growth & Value
    6.
    Locating firms with a high proportion of cash to share price.
    7.3% 17.4% 4.7% 5.3% 10.8% 1.38 Value
    7.
    Using the dividend-yield approach to invest during volatile markets.
    0.3% 15.6% 14.0% 6.8% 8.9% 0.97 Growth & Value
    8.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    0.6% 13.5% 15.1% 3.2% 3.0% 1.22 Value
    9.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    7.5% 16.4% 19.0% 0.4% 2.7% 1.57 Value
    10.
    Dow Jones 30
    1.1% 13.3% 12.2% 5.6% 4.8% 0.97 Indexes
    11.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    6.0% 19.0% 12.5% 7.2% 11.0% 1.25 Growth & Value
    12.
    Utilizing contrarian stocks with upward earnings revisions.
    0.5% 21.1% 21.7% 15.7% 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.
    2.0% 19.5% 15.8% 19.9% 13.0% 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.
    3.0% 14.7% 6.9% 6.7% 13.8% 1.53 Growth
    15.
    Introduction to the use of earnings estimates.
    8.0% 6.8% 2.5% 1.4% 0.7% 1.95 Earnings Estimates
    16.
    Introduction to the use of earnings estimates.
    8.6% 6.1% 0.7% 0.1% 0.2% 2.33 Earnings Estimates
    17.
    Introduction to the use of earnings estimates.
    13.7% 25.1% 22.9% 24.0% 25.7% 1.83 Earnings Estimates
    18.
    Introduction to the use of earnings estimates.
    15.7% 21.3% 21.3% 24.6% 27.1% 1.76 Earnings Estimates
    19.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    26.4% 19.9% -3.7% 0.4% 5.2% 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.
    43.0% 26.8% 13.5% 3.7% 12.3% 2.30 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.
    34.9% 18.3% 2.4% 7.8% 15.7% 2.22 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.
    14.0% 9.6% 1.3% 6.3% 13.4% 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.
    8.2% 14.2% 14.2% 16.2% 16.2% 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.
    -18.4% 1.5% 5.1% 4.4% 6.8% 0.96 Value
    25.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    28.5% 0.7% 7.4% 13.4% 16.3% 1.78 Value
    26.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    7.7% 18.4% 11.9% 23.5% 22.1% 1.75 Value
    27.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    18.9% 7.0% -1.7% -2.3% 0.1% 1.87 Specialty
    28.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    7.5% 21.0% 16.9% 8.8% 8.3% 1.26 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.
    -7.7% 4.9% 8.4% 10.6% 7.5% 1.36 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.
    0.4% 4.6% 2.1% 14.4% 15.1% 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.
    2.8% 4.7% -0.5% 11.1% 10.0% 2.20 Growth & Value
    32.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    5.4% 18.8% 16.3% 14.7% 14.5% 1.20 Value With Price Momentum
    33.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    11.9% 9.1% 1.7% 6.2% 11.8% 1.25 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.
    3.3% 2.1% -0.7% 5.9% 9.4% 1.64 Value
    35.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -9.2% 13.2% 0.7% -3.0% 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.
    -5.7% -15.1% -2.4% 10.0% 14.6% 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…
    19.7% -20.7% -22.1% -11.3% 0.7% 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.
    -1.5% 18.5% 12.1% 2.7% -1.9% 2.76 Growth & Value
    39.
    NASDAQ 100
    6.4% 21.3% 19.5% 11.3% 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.
    5.0% 18.5% 14.4% 11.7% 18.7% 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.
    5.5% 28.3% 17.9% 17.7% 24.8% 1.92 Growth With Price Momentum
    42.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    7.8% 13.4% 14.6% 6.9% 16.0% 1.39 Growth With Price Momentum
    43.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    24.3% 35.9% 27.4% 12.3% 19.0% 1.87 Growth With Price Momentum
    44.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    4.2% 10.3% 9.5% 7.3% 10.9% 1.39 Value With Price Momentum
    45.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    1.2% 20.7% 14.0% 9.7% 16.2% 1.51 Value With Price Momentum
    46.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.0% 20.8% 12.9% 5.5% 6.9% 1.23 Value With Price Momentum
    47.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.0% 21.8% 17.9% 12.8% 18.1% 1.53 Value With Price Momentum
    48.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -1.3% 30.4% 11.7% 10.4% 25.1% 1.92 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.
    0.1% 13.2% 9.6% 1.6% 5.4% 1.34 Value
    50.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    -4.0% 14.0% 9.9% 7.8% 12.7% 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.
    4.5% 16.7% 14.5% 14.4% 16.2% 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.
    -8.5% 39.7% 30.4% 23.7% 27.8% 2.07 Value
    53.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    3.5% 37.0% 20.3% 16.9% 20.3% 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.
    5.1% 13.9% 12.9% 9.3% 14.8% 1.32 Growth & Value
    55.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    6.5% 11.8% 11.8% 8.7% 12.2% 1.28 Growth
    56.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    10.8% 37.4% 26.6% 14.5% 14.4% 1.81 Growth & Value
    57.
    S&P 500
    2.4% 17.1% 14.1% 5.9% 4.6% 1.00 Indexes
    58.
    S&P 500 Growth (TR)
    4.8% 19.9% 18.0% 9.1% 6.6% 1.10 Indexes
    59.
    S&P 500 Value (TR)
    1.5% 19.5% 15.1% 7.3% 6.1% 1.00 Indexes
    60.
    S&P MidCap 400
    5.0% 18.1% 14.9% 8.6% 9.1% 1.19 Indexes
    61.
    S&P MidCap 400 Growth (TR)
    7.5% 20.0% 16.5% 10.6% 12.2% 1.30 Indexes
    62.
    S&P MidCap 400 Value (TR)
    3.4% 21.2% 16.3% 9.9% 9.0% 1.12 Indexes
    63.
    S&P SmallCap 600
    2.6% 18.5% 15.1% 8.2% 8.2% 1.27 Indexes
    64.
    S&P SmallCap 600 Growth (TR)
    5.8% 19.9% 17.8% 10.3% 9.8% 1.32 Indexes
    65.
    S&P SmallCap 600 Value (TR)
    0.3% 18.8% 14.6% 8.6% 8.7% 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.
    -3.6% 0.6% 2.0% 4.9% 10.0% 1.94 Value
    67.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    11.6% 18.3% 31.2% 13.6% 20.7% 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% 4.5% 20.7% 8.4% 9.7% 1.66 Growth & Value
    69.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    -1.1% 21.9% 17.8% 10.5% 10.9% 1.26 Growth & Value
    70.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    19.5% 28.3% 21.6% 15.4% 20.3% 1.34 Growth & Value With Price Momentum
    71.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    5.8% 17.9% 15.4% 10.1% 14.4% 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.
    5.6% 23.3% 16.4% 10.7% 9.7% 1.44 Growth & Value
    73.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    -1.5% 12.4% 15.7% 9.4% 10.5% 1.22 Value
    74.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    16.6% 11.3% 4.6% 1.7% 18.0% 1.91 Growth & Value
  • Benchmark: S&P 500 2.4% 17.1% 14.1% 5.9% 4.6% 1.00
  • NOTE: The next update, with 6/30/15 data, will take place on 7/15/15.