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Stock Screens

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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 11/28/2014
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.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    50.3% 34.7% 28.2% 13.8% 14.2% 1.81 Growth & Value
    2.
    An interesting approach that combines both fundamental and technical factors to seek out companies with strong earnings and price momentum.
    46.4% 28.3% 9.7% 20.1% 25.3% 1.92 Growth With Price Momentum
    3.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    44.0% 29.8% 19.0% 10.2% 18.4% 1.86 Growth With Price Momentum
    4.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    34.0% 9.8% 11.5% 24.2% 21.9% 1.75 Value
    5.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    31.8% 19.2% 9.9% 7.7% 9.3% 1.48 Growth & Value With Price Momentum
    6.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    21.4% 33.0% 18.4% 10.2% 25.7% 1.93 Value With Price Momentum
    7.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    20.9% 22.3% 16.4% 8.9% 8.0% 1.26 Growth
    8.
    NASDAQ 100
    20.8% 23.6% 19.7% 10.7% 9.1% 1.81 Indexes
    9.
    S&P 500 Growth (TR)
    16.0% 21.0% 16.8% 8.9% 6.5% 1.10 Indexes
    10.
    Graham's approach leads to three separate that focus on the concept of intrinsic value, justified by a firm's financial strength.
    15.1% 8.8% 9.0% 7.2% 8.2% 0.94 Value
    11.
    S&P 500 Value (TR)
    11.9% 20.9% 15.2% 7.4% 6.1% 1.00 Indexes
    12.
    S&P 500
    11.9% 18.3% 13.5% 5.8% 4.6% 1.00 Indexes
    13.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    11.5% 31.3% 25.4% 17.7% 20.7% 1.78 Value
    14.
    S&P MidCap 400 Value (TR)
    10.5% 21.6% 18.0% 9.9% 8.9% 1.12 Indexes
    15.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    10.1% 17.1% 15.7% 3.5% 3.3% 1.22 Value
    16.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    10.0% 23.8% 21.3% 14.4% 19.8% 1.34 Growth & Value With Price Momentum
    17.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    9.8% 25.0% 19.7% 11.0% 11.1% 1.26 Growth & Value
    18.
    Utilizing contrarian stocks with upward earnings revisions.
    9.7% 20.6% 22.4% 15.4% 16.3% 1.36 Earnings Estimates
    19.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    9.2% 16.4% 16.2% 14.2% 14.4% 1.21 Value With Price Momentum
    20.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    8.5% 18.5% 14.0% 7.0% 11.0% 1.25 Growth & Value
    21.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    8.5% 18.0% 19.3% 12.5% 14.9% 1.12 Growth & Value
    22.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    8.0% 19.2% 35.1% 13.8% 20.5% 1.46 Growth & Value With Price Momentum
    23.
    Dow Jones 30
    7.6% 13.9% 11.5% 5.5% 4.9% 0.97 Indexes
    24.
    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.
    7.5% 69.9% 33.9% 27.0% 30.0% 2.07 Value
    25.
    S&P MidCap 400
    7.5% 17.7% 16.1% 8.5% 9.0% 1.20 Indexes
    26.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    7.4% 20.8% 18.1% 0.2% 2.6% 1.58 Value
    27.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    7.4% 15.3% 16.5% 10.1% 11.1% 1.22 Value
    28.
    S&P MidCap 400 Growth (TR)
    7.3% 19.6% 18.6% 10.7% 12.1% 1.31 Indexes
    29.
    A closely followed screen that looks back at the different relationships of the price-earnings ratio of a stock.
    6.6% 16.5% 16.6% 14.4% 16.5% 1.13 Earnings Estimates
    30.
    Introduction to the use of earnings estimates.
    6.5% 23.9% 24.0% 23.5% 25.5% 1.84 Earnings Estimates
    31.
    An approach that identifies technology stocks with high R&D spending, strong margins and Growth, but selling at attractive Values.
    6.2% 25.7% 16.5% 5.8% -1.4% 2.77 Growth & Value
    32.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    5.6% 11.8% -2.9% -0.1% 4.4% 2.20 Growth & Value
    33.
    All Exchange-Listed Stocks
    4.7% 18.1% 14.2% 7.3% 10.6% 1.38 Indexes
    34.
    S&P SmallCap 600 Value (TR)
    4.7% 19.5% 17.4% 8.2% 8.7% 1.23 Indexes
    35.
    Locating firms with a high proportion of cash to share price.
    4.6% 17.0% 5.0% 4.4% 10.8% 1.38 Value
    36.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    4.4% 4.5% 23.9% 9.3% 10.0% 1.67 Growth & Value
    37.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    4.1% 19.3% 17.6% 11.1% 11.1% 1.22 Growth & Value
    38.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    3.9% 16.2% 14.7% 11.0% 11.5% 1.29 Growth & Value
    39.
    Introduction to the use of earnings estimates.
    3.8% 20.7% 21.6% 23.3% 27.1% 1.76 Earnings Estimates
    40.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    3.4% 8.7% 8.8% 13.3% 8.1% 1.37 Growth & Value
    41.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    3.4% 16.7% 18.1% 10.1% 14.5% 1.06 Growth & Value With Price Momentum
    42.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    2.7% 14.4% 12.1% 8.0% 16.0% 1.40 Growth With Price Momentum
    43.
    An approach using a stringent contrarian viewpoint—finding underValued, out-of-favor stocks in the bargain basement that have an optimistic future.
    2.4% 18.2% 18.5% 10.1% 18.7% 1.64 Growth & Value
    44.
    Using the dividend-yield approach to invest during volatile markets.
    2.1% 17.1% 14.9% 6.4% 9.2% 0.97 Growth & Value
    45.
    S&P SmallCap 600
    1.7% 18.1% 17.2% 7.7% 8.1% 1.28 Indexes
    46.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    0.9% 21.7% 17.1% 9.6% 16.5% 1.52 Value With Price Momentum
    47.
    S&P SmallCap 600 Growth (TR)
    0.8% 18.4% 19.2% 9.6% 9.5% 1.32 Indexes
    48.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    0.6% 22.9% 16.3% 10.0% 9.7% 1.44 Growth & Value
    49.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    -1.9% 9.1% 11.0% 7.4% 11.0% 1.38 Value With Price Momentum
    50.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -1.9% -0.6% 2.2% 14.5% 15.5% 2.15 Growth With Price Momentum
    51.
    Value screen created by James O'Shaughnessy that lead to the best risk adjusted return among a wide range of Value approaches.
    -2.0% 14.8% 8.2% 2.2% 5.8% 1.34 Value
    52.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    -2.1% 13.5% -1.2% 5.5% 14.2% 2.14 Growth & Value
    53.
    An analysis that can provide advance notice a company may be facing financial trouble, though earnings and sales appear strong.
    -2.6% 14.2% 10.8% 6.7% 14.0% 1.54 Growth
    54.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.1% 23.3% 21.4% 13.6% 18.5% 1.53 Value With Price Momentum
    55.
    Classic momentum approach that seeks out stocks that are rapidly rising in price with the belief that the rising price will attract other investors.
    -3.3% 17.9% 20.0% 18.8% 13.1% 2.27 Growth With Price Momentum
    56.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    -3.7% 5.5% 4.4% 6.1% 11.7% 1.24 Growth & Value
    57.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -4.7% 20.7% 16.2% 6.7% 7.3% 1.23 Value With Price Momentum
    58.
    Research indicates that using price-to-sales ratios may lead to better investment results than price-to-book-Value ratios or price-earnings ratios.
    -5.2% 13.6% 14.6% 9.1% 15.0% 1.33 Growth & Value
    59.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    -6.1% 19.8% 21.7% 7.2% 13.4% 1.92 Growth & Value With Price Momentum
    60.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    -8.1% 10.4% 12.4% 8.7% 12.2% 1.29 Growth
    61.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    -8.6% 12.8% 16.5% 15.5% 16.5% 1.38 Value
    62.
    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.
    -9.4% 5.4% 0.1% 5.5% 13.1% 1.71 Value
    63.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -11.4% -1.8% -4.3% -6.8% 11.6% 2.71 Growth & Value With Price Momentum
    64.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    -11.7% -0.6% 6.6% 12.6% 15.8% 1.75 Value
    65.
    Joel Greenblatt's simple investing approach is based finding companies with high return on investment that are trading for less than they are worth.
    -12.1% 6.8% 3.1% 4.1% 9.8% 1.65 Value
    66.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    -13.7% 6.9% 3.9% 2.2% 17.5% 1.89 Growth & Value
    67.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -14.4% -19.5% -0.7% 13.1% 15.5% 2.99 Growth & Value With Price Momentum
    68.
    Introduction to the use of earnings estimates.
    -16.5% 5.2% 2.6% 0.0% 0.0% 1.96 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.
    -17.0% 1.5% -5.2% 7.8% 10.0% 2.22 Growth & Value
    70.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    -17.0% 4.9% -3.0% -6.0% -1.3% 1.87 Specialty
    71.
    This screen looks for stocks hitting new lows, trading at a price lower than book Value per share, with no debt and high levels of insider ownership.
    -17.4% 3.2% -3.8% 5.5% 9.7% 1.92 Value
    72.
    Introduction to the use of earnings estimates.
    -24.1% 2.1% 1.1% -2.1% -0.5% 2.34 Earnings Estimates
    73.
    The Motley Fool’s Foolish 8 method for investing in small caps looks for profitable and rapidly growing companies with strong price momentum.
    -31.6% -2.3% 5.0% 0.5% 9.3% 2.26 Growth With Price Momentum
    74.
    Muhlenkamp uses a bottom-up approach to selecting stocks, but adjusts his benchmarks based upon the broad economic environment…
    -49.1% -24.1% -24.0% -12.7% -0.4% 1.58 Growth & Value With Price Momentum

    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.
    7.5% 69.9% 33.9% 27.0% 30.0% 2.07 Value
    2.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    50.3% 34.7% 28.2% 13.8% 14.2% 1.81 Growth & Value
    3.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    21.4% 33.0% 18.4% 10.2% 25.7% 1.93 Value With Price Momentum
    4.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    11.5% 31.3% 25.4% 17.7% 20.7% 1.78 Value
    5.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    44.0% 29.8% 19.0% 10.2% 18.4% 1.86 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.
    46.4% 28.3% 9.7% 20.1% 25.3% 1.92 Growth With Price Momentum
    7.
    An approach that identifies technology stocks with high R&D spending, strong margins and Growth, but selling at attractive Values.
    6.2% 25.7% 16.5% 5.8% -1.4% 2.77 Growth & Value
    8.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    9.8% 25.0% 19.7% 11.0% 11.1% 1.26 Growth & Value
    9.
    Introduction to the use of earnings estimates.
    6.5% 23.9% 24.0% 23.5% 25.5% 1.84 Earnings Estimates
    10.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    10.0% 23.8% 21.3% 14.4% 19.8% 1.34 Growth & Value With Price Momentum
    11.
    NASDAQ 100
    20.8% 23.6% 19.7% 10.7% 9.1% 1.81 Indexes
    12.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.1% 23.3% 21.4% 13.6% 18.5% 1.53 Value With Price Momentum
    13.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    0.6% 22.9% 16.3% 10.0% 9.7% 1.44 Growth & Value
    14.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    20.9% 22.3% 16.4% 8.9% 8.0% 1.26 Growth
    15.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    0.9% 21.7% 17.1% 9.6% 16.5% 1.52 Value With Price Momentum
    16.
    S&P MidCap 400 Value (TR)
    10.5% 21.6% 18.0% 9.9% 8.9% 1.12 Indexes
    17.
    S&P 500 Growth (TR)
    16.0% 21.0% 16.8% 8.9% 6.5% 1.10 Indexes
    18.
    S&P 500 Value (TR)
    11.9% 20.9% 15.2% 7.4% 6.1% 1.00 Indexes
    19.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    7.4% 20.8% 18.1% 0.2% 2.6% 1.58 Value
    20.
    Introduction to the use of earnings estimates.
    3.8% 20.7% 21.6% 23.3% 27.1% 1.76 Earnings Estimates
    21.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -4.7% 20.7% 16.2% 6.7% 7.3% 1.23 Value With Price Momentum
    22.
    Utilizing contrarian stocks with upward earnings revisions.
    9.7% 20.6% 22.4% 15.4% 16.3% 1.36 Earnings Estimates
    23.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    -6.1% 19.8% 21.7% 7.2% 13.4% 1.92 Growth & Value With Price Momentum
    24.
    S&P MidCap 400 Growth (TR)
    7.3% 19.6% 18.6% 10.7% 12.1% 1.31 Indexes
    25.
    S&P SmallCap 600 Value (TR)
    4.7% 19.5% 17.4% 8.2% 8.7% 1.23 Indexes
    26.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    4.1% 19.3% 17.6% 11.1% 11.1% 1.22 Growth & Value
    27.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    31.8% 19.2% 9.9% 7.7% 9.3% 1.48 Growth & Value With Price Momentum
    28.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    8.0% 19.2% 35.1% 13.8% 20.5% 1.46 Growth & Value With Price Momentum
    29.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    8.5% 18.5% 14.0% 7.0% 11.0% 1.25 Growth & Value
    30.
    S&P SmallCap 600 Growth (TR)
    0.8% 18.4% 19.2% 9.6% 9.5% 1.32 Indexes
    31.
    S&P 500
    11.9% 18.3% 13.5% 5.8% 4.6% 1.00 Indexes
    32.
    An approach using a stringent contrarian viewpoint—finding underValued, out-of-favor stocks in the bargain basement that have an optimistic future.
    2.4% 18.2% 18.5% 10.1% 18.7% 1.64 Growth & Value
    33.
    S&P SmallCap 600
    1.7% 18.1% 17.2% 7.7% 8.1% 1.28 Indexes
    34.
    All Exchange-Listed Stocks
    4.7% 18.1% 14.2% 7.3% 10.6% 1.38 Indexes
    35.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    8.5% 18.0% 19.3% 12.5% 14.9% 1.12 Growth & Value
    36.
    Classic momentum approach that seeks out stocks that are rapidly rising in price with the belief that the rising price will attract other investors.
    -3.3% 17.9% 20.0% 18.8% 13.1% 2.27 Growth With Price Momentum
    37.
    S&P MidCap 400
    7.5% 17.7% 16.1% 8.5% 9.0% 1.20 Indexes
    38.
    Using the dividend-yield approach to invest during volatile markets.
    2.1% 17.1% 14.9% 6.4% 9.2% 0.97 Growth & Value
    39.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    10.1% 17.1% 15.7% 3.5% 3.3% 1.22 Value
    40.
    Locating firms with a high proportion of cash to share price.
    4.6% 17.0% 5.0% 4.4% 10.8% 1.38 Value
    41.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    3.4% 16.7% 18.1% 10.1% 14.5% 1.06 Growth & Value With Price Momentum
    42.
    A closely followed screen that looks back at the different relationships of the price-earnings ratio of a stock.
    6.6% 16.5% 16.6% 14.4% 16.5% 1.13 Earnings Estimates
    43.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    9.2% 16.4% 16.2% 14.2% 14.4% 1.21 Value With Price Momentum
    44.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    3.9% 16.2% 14.7% 11.0% 11.5% 1.29 Growth & Value
    45.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    7.4% 15.3% 16.5% 10.1% 11.1% 1.22 Value
    46.
    Value screen created by James O'Shaughnessy that lead to the best risk adjusted return among a wide range of Value approaches.
    -2.0% 14.8% 8.2% 2.2% 5.8% 1.34 Value
    47.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    2.7% 14.4% 12.1% 8.0% 16.0% 1.40 Growth With Price Momentum
    48.
    An analysis that can provide advance notice a company may be facing financial trouble, though earnings and sales appear strong.
    -2.6% 14.2% 10.8% 6.7% 14.0% 1.54 Growth
    49.
    Dow Jones 30
    7.6% 13.9% 11.5% 5.5% 4.9% 0.97 Indexes
    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.
    -5.2% 13.6% 14.6% 9.1% 15.0% 1.33 Growth & Value
    51.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    -2.1% 13.5% -1.2% 5.5% 14.2% 2.14 Growth & Value
    52.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    -8.6% 12.8% 16.5% 15.5% 16.5% 1.38 Value
    53.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    5.6% 11.8% -2.9% -0.1% 4.4% 2.20 Growth & Value
    54.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    -8.1% 10.4% 12.4% 8.7% 12.2% 1.29 Growth
    55.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    34.0% 9.8% 11.5% 24.2% 21.9% 1.75 Value
    56.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    -1.9% 9.1% 11.0% 7.4% 11.0% 1.38 Value With Price Momentum
    57.
    Graham's approach leads to three separate that focus on the concept of intrinsic value, justified by a firm's financial strength.
    15.1% 8.8% 9.0% 7.2% 8.2% 0.94 Value
    58.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    3.4% 8.7% 8.8% 13.3% 8.1% 1.37 Growth & Value
    59.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    -13.7% 6.9% 3.9% 2.2% 17.5% 1.89 Growth & 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.
    -12.1% 6.8% 3.1% 4.1% 9.8% 1.65 Value
    61.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    -3.7% 5.5% 4.4% 6.1% 11.7% 1.24 Growth & Value
    62.
    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.
    -9.4% 5.4% 0.1% 5.5% 13.1% 1.71 Value
    63.
    Introduction to the use of earnings estimates.
    -16.5% 5.2% 2.6% 0.0% 0.0% 1.96 Earnings Estimates
    64.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    -17.0% 4.9% -3.0% -6.0% -1.3% 1.87 Specialty
    65.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    4.4% 4.5% 23.9% 9.3% 10.0% 1.67 Growth & Value
    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.
    -17.4% 3.2% -3.8% 5.5% 9.7% 1.92 Value
    67.
    Introduction to the use of earnings estimates.
    -24.1% 2.1% 1.1% -2.1% -0.5% 2.34 Earnings Estimates
    68.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -17.0% 1.5% -5.2% 7.8% 10.0% 2.22 Growth & Value
    69.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    -11.7% -0.6% 6.6% 12.6% 15.8% 1.75 Value
    70.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -1.9% -0.6% 2.2% 14.5% 15.5% 2.15 Growth With Price Momentum
    71.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -11.4% -1.8% -4.3% -6.8% 11.6% 2.71 Growth & Value With Price Momentum
    72.
    The Motley Fool’s Foolish 8 method for investing in small caps looks for profitable and rapidly growing companies with strong price momentum.
    -31.6% -2.3% 5.0% 0.5% 9.3% 2.26 Growth With Price Momentum
    73.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -14.4% -19.5% -0.7% 13.1% 15.5% 2.99 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…
    -49.1% -24.1% -24.0% -12.7% -0.4% 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.
    8.0% 19.2% 35.1% 13.8% 20.5% 1.46 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.
    7.5% 69.9% 33.9% 27.0% 30.0% 2.07 Value
    3.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    50.3% 34.7% 28.2% 13.8% 14.2% 1.81 Growth & Value
    4.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    11.5% 31.3% 25.4% 17.7% 20.7% 1.78 Value
    5.
    Introduction to the use of earnings estimates.
    6.5% 23.9% 24.0% 23.5% 25.5% 1.84 Earnings Estimates
    6.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    4.4% 4.5% 23.9% 9.3% 10.0% 1.67 Growth & Value
    7.
    Utilizing contrarian stocks with upward earnings revisions.
    9.7% 20.6% 22.4% 15.4% 16.3% 1.36 Earnings Estimates
    8.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    -6.1% 19.8% 21.7% 7.2% 13.4% 1.92 Growth & Value With Price Momentum
    9.
    Introduction to the use of earnings estimates.
    3.8% 20.7% 21.6% 23.3% 27.1% 1.76 Earnings Estimates
    10.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.1% 23.3% 21.4% 13.6% 18.5% 1.53 Value With Price Momentum
    11.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    10.0% 23.8% 21.3% 14.4% 19.8% 1.34 Growth & Value With Price Momentum
    12.
    Classic momentum approach that seeks out stocks that are rapidly rising in price with the belief that the rising price will attract other investors.
    -3.3% 17.9% 20.0% 18.8% 13.1% 2.27 Growth With Price Momentum
    13.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    9.8% 25.0% 19.7% 11.0% 11.1% 1.26 Growth & Value
    14.
    NASDAQ 100
    20.8% 23.6% 19.7% 10.7% 9.1% 1.81 Indexes
    15.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    8.5% 18.0% 19.3% 12.5% 14.9% 1.12 Growth & Value
    16.
    S&P SmallCap 600 Growth (TR)
    0.8% 18.4% 19.2% 9.6% 9.5% 1.32 Indexes
    17.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    44.0% 29.8% 19.0% 10.2% 18.4% 1.86 Growth With Price Momentum
    18.
    S&P MidCap 400 Growth (TR)
    7.3% 19.6% 18.6% 10.7% 12.1% 1.31 Indexes
    19.
    An approach using a stringent contrarian viewpoint—finding underValued, out-of-favor stocks in the bargain basement that have an optimistic future.
    2.4% 18.2% 18.5% 10.1% 18.7% 1.64 Growth & Value
    20.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    21.4% 33.0% 18.4% 10.2% 25.7% 1.93 Value With Price Momentum
    21.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    3.4% 16.7% 18.1% 10.1% 14.5% 1.06 Growth & Value With Price Momentum
    22.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    7.4% 20.8% 18.1% 0.2% 2.6% 1.58 Value
    23.
    S&P MidCap 400 Value (TR)
    10.5% 21.6% 18.0% 9.9% 8.9% 1.12 Indexes
    24.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    4.1% 19.3% 17.6% 11.1% 11.1% 1.22 Growth & Value
    25.
    S&P SmallCap 600 Value (TR)
    4.7% 19.5% 17.4% 8.2% 8.7% 1.23 Indexes
    26.
    S&P SmallCap 600
    1.7% 18.1% 17.2% 7.7% 8.1% 1.28 Indexes
    27.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    0.9% 21.7% 17.1% 9.6% 16.5% 1.52 Value With Price Momentum
    28.
    S&P 500 Growth (TR)
    16.0% 21.0% 16.8% 8.9% 6.5% 1.10 Indexes
    29.
    A closely followed screen that looks back at the different relationships of the price-earnings ratio of a stock.
    6.6% 16.5% 16.6% 14.4% 16.5% 1.13 Earnings Estimates
    30.
    An approach that identifies technology stocks with high R&D spending, strong margins and Growth, but selling at attractive Values.
    6.2% 25.7% 16.5% 5.8% -1.4% 2.77 Growth & Value
    31.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    -8.6% 12.8% 16.5% 15.5% 16.5% 1.38 Value
    32.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    7.4% 15.3% 16.5% 10.1% 11.1% 1.22 Value
    33.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    20.9% 22.3% 16.4% 8.9% 8.0% 1.26 Growth
    34.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    0.6% 22.9% 16.3% 10.0% 9.7% 1.44 Growth & Value
    35.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -4.7% 20.7% 16.2% 6.7% 7.3% 1.23 Value With Price Momentum
    36.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    9.2% 16.4% 16.2% 14.2% 14.4% 1.21 Value With Price Momentum
    37.
    S&P MidCap 400
    7.5% 17.7% 16.1% 8.5% 9.0% 1.20 Indexes
    38.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    10.1% 17.1% 15.7% 3.5% 3.3% 1.22 Value
    39.
    S&P 500 Value (TR)
    11.9% 20.9% 15.2% 7.4% 6.1% 1.00 Indexes
    40.
    Using the dividend-yield approach to invest during volatile markets.
    2.1% 17.1% 14.9% 6.4% 9.2% 0.97 Growth & Value
    41.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    3.9% 16.2% 14.7% 11.0% 11.5% 1.29 Growth & Value
    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.
    -5.2% 13.6% 14.6% 9.1% 15.0% 1.33 Growth & Value
    43.
    All Exchange-Listed Stocks
    4.7% 18.1% 14.2% 7.3% 10.6% 1.38 Indexes
    44.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    8.5% 18.5% 14.0% 7.0% 11.0% 1.25 Growth & Value
    45.
    S&P 500
    11.9% 18.3% 13.5% 5.8% 4.6% 1.00 Indexes
    46.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    -8.1% 10.4% 12.4% 8.7% 12.2% 1.29 Growth
    47.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    2.7% 14.4% 12.1% 8.0% 16.0% 1.40 Growth With Price Momentum
    48.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    34.0% 9.8% 11.5% 24.2% 21.9% 1.75 Value
    49.
    Dow Jones 30
    7.6% 13.9% 11.5% 5.5% 4.9% 0.97 Indexes
    50.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    -1.9% 9.1% 11.0% 7.4% 11.0% 1.38 Value With Price Momentum
    51.
    An analysis that can provide advance notice a company may be facing financial trouble, though earnings and sales appear strong.
    -2.6% 14.2% 10.8% 6.7% 14.0% 1.54 Growth
    52.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    31.8% 19.2% 9.9% 7.7% 9.3% 1.48 Growth & Value With Price Momentum
    53.
    An interesting approach that combines both fundamental and technical factors to seek out companies with strong earnings and price momentum.
    46.4% 28.3% 9.7% 20.1% 25.3% 1.92 Growth With Price Momentum
    54.
    Graham's approach leads to three separate that focus on the concept of intrinsic value, justified by a firm's financial strength.
    15.1% 8.8% 9.0% 7.2% 8.2% 0.94 Value
    55.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    3.4% 8.7% 8.8% 13.3% 8.1% 1.37 Growth & Value
    56.
    Value screen created by James O'Shaughnessy that lead to the best risk adjusted return among a wide range of Value approaches.
    -2.0% 14.8% 8.2% 2.2% 5.8% 1.34 Value
    57.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    -11.7% -0.6% 6.6% 12.6% 15.8% 1.75 Value
    58.
    The Motley Fool’s Foolish 8 method for investing in small caps looks for profitable and rapidly growing companies with strong price momentum.
    -31.6% -2.3% 5.0% 0.5% 9.3% 2.26 Growth With Price Momentum
    59.
    Locating firms with a high proportion of cash to share price.
    4.6% 17.0% 5.0% 4.4% 10.8% 1.38 Value
    60.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    -3.7% 5.5% 4.4% 6.1% 11.7% 1.24 Growth & Value
    61.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    -13.7% 6.9% 3.9% 2.2% 17.5% 1.89 Growth & Value
    62.
    Joel Greenblatt's simple investing approach is based finding companies with high return on investment that are trading for less than they are worth.
    -12.1% 6.8% 3.1% 4.1% 9.8% 1.65 Value
    63.
    Introduction to the use of earnings estimates.
    -16.5% 5.2% 2.6% 0.0% 0.0% 1.96 Earnings Estimates
    64.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -1.9% -0.6% 2.2% 14.5% 15.5% 2.15 Growth With Price Momentum
    65.
    Introduction to the use of earnings estimates.
    -24.1% 2.1% 1.1% -2.1% -0.5% 2.34 Earnings Estimates
    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.
    -9.4% 5.4% 0.1% 5.5% 13.1% 1.71 Value
    67.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -14.4% -19.5% -0.7% 13.1% 15.5% 2.99 Growth & Value With Price Momentum
    68.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    -2.1% 13.5% -1.2% 5.5% 14.2% 2.14 Growth & Value
    69.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    5.6% 11.8% -2.9% -0.1% 4.4% 2.20 Growth & Value
    70.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    -17.0% 4.9% -3.0% -6.0% -1.3% 1.87 Specialty
    71.
    This screen looks for stocks hitting new lows, trading at a price lower than book Value per share, with no debt and high levels of insider ownership.
    -17.4% 3.2% -3.8% 5.5% 9.7% 1.92 Value
    72.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -11.4% -1.8% -4.3% -6.8% 11.6% 2.71 Growth & Value With Price Momentum
    73.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -17.0% 1.5% -5.2% 7.8% 10.0% 2.22 Growth & Value
    74.
    Muhlenkamp uses a bottom-up approach to selecting stocks, but adjusts his benchmarks based upon the broad economic environment…
    -49.1% -24.1% -24.0% -12.7% -0.4% 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.
    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.
    7.5% 69.9% 33.9% 27.0% 30.0% 2.07 Value
    2.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    34.0% 9.8% 11.5% 24.2% 21.9% 1.75 Value
    3.
    Introduction to the use of earnings estimates.
    6.5% 23.9% 24.0% 23.5% 25.5% 1.84 Earnings Estimates
    4.
    Introduction to the use of earnings estimates.
    3.8% 20.7% 21.6% 23.3% 27.1% 1.76 Earnings Estimates
    5.
    An interesting approach that combines both fundamental and technical factors to seek out companies with strong earnings and price momentum.
    46.4% 28.3% 9.7% 20.1% 25.3% 1.92 Growth With Price Momentum
    6.
    Classic momentum approach that seeks out stocks that are rapidly rising in price with the belief that the rising price will attract other investors.
    -3.3% 17.9% 20.0% 18.8% 13.1% 2.27 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.
    11.5% 31.3% 25.4% 17.7% 20.7% 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.
    -8.6% 12.8% 16.5% 15.5% 16.5% 1.38 Value
    9.
    Utilizing contrarian stocks with upward earnings revisions.
    9.7% 20.6% 22.4% 15.4% 16.3% 1.36 Earnings Estimates
    10.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -1.9% -0.6% 2.2% 14.5% 15.5% 2.15 Growth With Price Momentum
    11.
    A closely followed screen that looks back at the different relationships of the price-earnings ratio of a stock.
    6.6% 16.5% 16.6% 14.4% 16.5% 1.13 Earnings Estimates
    12.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    10.0% 23.8% 21.3% 14.4% 19.8% 1.34 Growth & Value With Price Momentum
    13.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    9.2% 16.4% 16.2% 14.2% 14.4% 1.21 Value With Price Momentum
    14.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    8.0% 19.2% 35.1% 13.8% 20.5% 1.46 Growth & Value With Price Momentum
    15.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    50.3% 34.7% 28.2% 13.8% 14.2% 1.81 Growth & Value
    16.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.1% 23.3% 21.4% 13.6% 18.5% 1.53 Value With Price Momentum
    17.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    3.4% 8.7% 8.8% 13.3% 8.1% 1.37 Growth & Value
    18.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -14.4% -19.5% -0.7% 13.1% 15.5% 2.99 Growth & Value With Price Momentum
    19.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    -11.7% -0.6% 6.6% 12.6% 15.8% 1.75 Value
    20.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    8.5% 18.0% 19.3% 12.5% 14.9% 1.12 Growth & Value
    21.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    4.1% 19.3% 17.6% 11.1% 11.1% 1.22 Growth & Value
    22.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    3.9% 16.2% 14.7% 11.0% 11.5% 1.29 Growth & Value
    23.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    9.8% 25.0% 19.7% 11.0% 11.1% 1.26 Growth & Value
    24.
    NASDAQ 100
    20.8% 23.6% 19.7% 10.7% 9.1% 1.81 Indexes
    25.
    S&P MidCap 400 Growth (TR)
    7.3% 19.6% 18.6% 10.7% 12.1% 1.31 Indexes
    26.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    21.4% 33.0% 18.4% 10.2% 25.7% 1.93 Value With Price Momentum
    27.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    44.0% 29.8% 19.0% 10.2% 18.4% 1.86 Growth With Price Momentum
    28.
    An approach using a stringent contrarian viewpoint—finding underValued, out-of-favor stocks in the bargain basement that have an optimistic future.
    2.4% 18.2% 18.5% 10.1% 18.7% 1.64 Growth & Value
    29.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    3.4% 16.7% 18.1% 10.1% 14.5% 1.06 Growth & Value With Price Momentum
    30.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    7.4% 15.3% 16.5% 10.1% 11.1% 1.22 Value
    31.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    0.6% 22.9% 16.3% 10.0% 9.7% 1.44 Growth & Value
    32.
    S&P MidCap 400 Value (TR)
    10.5% 21.6% 18.0% 9.9% 8.9% 1.12 Indexes
    33.
    S&P SmallCap 600 Growth (TR)
    0.8% 18.4% 19.2% 9.6% 9.5% 1.32 Indexes
    34.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    0.9% 21.7% 17.1% 9.6% 16.5% 1.52 Value With Price Momentum
    35.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    4.4% 4.5% 23.9% 9.3% 10.0% 1.67 Growth & 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.
    -5.2% 13.6% 14.6% 9.1% 15.0% 1.33 Growth & Value
    37.
    S&P 500 Growth (TR)
    16.0% 21.0% 16.8% 8.9% 6.5% 1.10 Indexes
    38.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    20.9% 22.3% 16.4% 8.9% 8.0% 1.26 Growth
    39.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    -8.1% 10.4% 12.4% 8.7% 12.2% 1.29 Growth
    40.
    S&P MidCap 400
    7.5% 17.7% 16.1% 8.5% 9.0% 1.20 Indexes
    41.
    S&P SmallCap 600 Value (TR)
    4.7% 19.5% 17.4% 8.2% 8.7% 1.23 Indexes
    42.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    2.7% 14.4% 12.1% 8.0% 16.0% 1.40 Growth With Price Momentum
    43.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -17.0% 1.5% -5.2% 7.8% 10.0% 2.22 Growth & Value
    44.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    31.8% 19.2% 9.9% 7.7% 9.3% 1.48 Growth & Value With Price Momentum
    45.
    S&P SmallCap 600
    1.7% 18.1% 17.2% 7.7% 8.1% 1.28 Indexes
    46.
    S&P 500 Value (TR)
    11.9% 20.9% 15.2% 7.4% 6.1% 1.00 Indexes
    47.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    -1.9% 9.1% 11.0% 7.4% 11.0% 1.38 Value With Price Momentum
    48.
    All Exchange-Listed Stocks
    4.7% 18.1% 14.2% 7.3% 10.6% 1.38 Indexes
    49.
    Graham's approach leads to three separate that focus on the concept of intrinsic value, justified by a firm's financial strength.
    15.1% 8.8% 9.0% 7.2% 8.2% 0.94 Value
    50.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    -6.1% 19.8% 21.7% 7.2% 13.4% 1.92 Growth & Value With Price Momentum
    51.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    8.5% 18.5% 14.0% 7.0% 11.0% 1.25 Growth & Value
    52.
    An analysis that can provide advance notice a company may be facing financial trouble, though earnings and sales appear strong.
    -2.6% 14.2% 10.8% 6.7% 14.0% 1.54 Growth
    53.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -4.7% 20.7% 16.2% 6.7% 7.3% 1.23 Value With Price Momentum
    54.
    Using the dividend-yield approach to invest during volatile markets.
    2.1% 17.1% 14.9% 6.4% 9.2% 0.97 Growth & Value
    55.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    -3.7% 5.5% 4.4% 6.1% 11.7% 1.24 Growth & Value
    56.
    An approach that identifies technology stocks with high R&D spending, strong margins and Growth, but selling at attractive Values.
    6.2% 25.7% 16.5% 5.8% -1.4% 2.77 Growth & Value
    57.
    S&P 500
    11.9% 18.3% 13.5% 5.8% 4.6% 1.00 Indexes
    58.
    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.
    -17.4% 3.2% -3.8% 5.5% 9.7% 1.92 Value
    59.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    -2.1% 13.5% -1.2% 5.5% 14.2% 2.14 Growth & Value
    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.
    -9.4% 5.4% 0.1% 5.5% 13.1% 1.71 Value
    61.
    Dow Jones 30
    7.6% 13.9% 11.5% 5.5% 4.9% 0.97 Indexes
    62.
    Locating firms with a high proportion of cash to share price.
    4.6% 17.0% 5.0% 4.4% 10.8% 1.38 Value
    63.
    Joel Greenblatt's simple investing approach is based finding companies with high return on investment that are trading for less than they are worth.
    -12.1% 6.8% 3.1% 4.1% 9.8% 1.65 Value
    64.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    10.1% 17.1% 15.7% 3.5% 3.3% 1.22 Value
    65.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    -13.7% 6.9% 3.9% 2.2% 17.5% 1.89 Growth & Value
    66.
    Value screen created by James O'Shaughnessy that lead to the best risk adjusted return among a wide range of Value approaches.
    -2.0% 14.8% 8.2% 2.2% 5.8% 1.34 Value
    67.
    The Motley Fool’s Foolish 8 method for investing in small caps looks for profitable and rapidly growing companies with strong price momentum.
    -31.6% -2.3% 5.0% 0.5% 9.3% 2.26 Growth With Price Momentum
    68.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    7.4% 20.8% 18.1% 0.2% 2.6% 1.58 Value
    69.
    Introduction to the use of earnings estimates.
    -16.5% 5.2% 2.6% 0.0% 0.0% 1.96 Earnings Estimates
    70.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    5.6% 11.8% -2.9% -0.1% 4.4% 2.20 Growth & Value
    71.
    Introduction to the use of earnings estimates.
    -24.1% 2.1% 1.1% -2.1% -0.5% 2.34 Earnings Estimates
    72.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    -17.0% 4.9% -3.0% -6.0% -1.3% 1.87 Specialty
    73.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -11.4% -1.8% -4.3% -6.8% 11.6% 2.71 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…
    -49.1% -24.1% -24.0% -12.7% -0.4% 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.
    7.5% 69.9% 33.9% 27.0% 30.0% 2.07 Value
    2.
    Introduction to the use of earnings estimates.
    3.8% 20.7% 21.6% 23.3% 27.1% 1.76 Earnings Estimates
    3.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    21.4% 33.0% 18.4% 10.2% 25.7% 1.93 Value With Price Momentum
    4.
    Introduction to the use of earnings estimates.
    6.5% 23.9% 24.0% 23.5% 25.5% 1.84 Earnings Estimates
    5.
    An interesting approach that combines both fundamental and technical factors to seek out companies with strong earnings and price momentum.
    46.4% 28.3% 9.7% 20.1% 25.3% 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.
    34.0% 9.8% 11.5% 24.2% 21.9% 1.75 Value
    7.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    11.5% 31.3% 25.4% 17.7% 20.7% 1.78 Value
    8.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    8.0% 19.2% 35.1% 13.8% 20.5% 1.46 Growth & Value With Price Momentum
    9.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    10.0% 23.8% 21.3% 14.4% 19.8% 1.34 Growth & Value With Price Momentum
    10.
    An approach using a stringent contrarian viewpoint—finding underValued, out-of-favor stocks in the bargain basement that have an optimistic future.
    2.4% 18.2% 18.5% 10.1% 18.7% 1.64 Growth & Value
    11.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.1% 23.3% 21.4% 13.6% 18.5% 1.53 Value With Price Momentum
    12.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    44.0% 29.8% 19.0% 10.2% 18.4% 1.86 Growth With Price Momentum
    13.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    -13.7% 6.9% 3.9% 2.2% 17.5% 1.89 Growth & Value
    14.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    0.9% 21.7% 17.1% 9.6% 16.5% 1.52 Value With Price Momentum
    15.
    A closely followed screen that looks back at the different relationships of the price-earnings ratio of a stock.
    6.6% 16.5% 16.6% 14.4% 16.5% 1.13 Earnings Estimates
    16.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    -8.6% 12.8% 16.5% 15.5% 16.5% 1.38 Value
    17.
    Utilizing contrarian stocks with upward earnings revisions.
    9.7% 20.6% 22.4% 15.4% 16.3% 1.36 Earnings Estimates
    18.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    2.7% 14.4% 12.1% 8.0% 16.0% 1.40 Growth With Price Momentum
    19.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    -11.7% -0.6% 6.6% 12.6% 15.8% 1.75 Value
    20.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -1.9% -0.6% 2.2% 14.5% 15.5% 2.15 Growth With Price Momentum
    21.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -14.4% -19.5% -0.7% 13.1% 15.5% 2.99 Growth & Value 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.
    -5.2% 13.6% 14.6% 9.1% 15.0% 1.33 Growth & Value
    23.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    8.5% 18.0% 19.3% 12.5% 14.9% 1.12 Growth & Value
    24.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    3.4% 16.7% 18.1% 10.1% 14.5% 1.06 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.
    9.2% 16.4% 16.2% 14.2% 14.4% 1.21 Value With Price Momentum
    26.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    -2.1% 13.5% -1.2% 5.5% 14.2% 2.14 Growth & Value
    27.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    50.3% 34.7% 28.2% 13.8% 14.2% 1.81 Growth & Value
    28.
    An analysis that can provide advance notice a company may be facing financial trouble, though earnings and sales appear strong.
    -2.6% 14.2% 10.8% 6.7% 14.0% 1.54 Growth
    29.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    -6.1% 19.8% 21.7% 7.2% 13.4% 1.92 Growth & Value With Price Momentum
    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.
    -3.3% 17.9% 20.0% 18.8% 13.1% 2.27 Growth With Price Momentum
    31.
    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.
    -9.4% 5.4% 0.1% 5.5% 13.1% 1.71 Value
    32.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    -8.1% 10.4% 12.4% 8.7% 12.2% 1.29 Growth
    33.
    S&P MidCap 400 Growth (TR)
    7.3% 19.6% 18.6% 10.7% 12.1% 1.31 Indexes
    34.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    -3.7% 5.5% 4.4% 6.1% 11.7% 1.24 Growth & Value
    35.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -11.4% -1.8% -4.3% -6.8% 11.6% 2.71 Growth & Value With Price Momentum
    36.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    3.9% 16.2% 14.7% 11.0% 11.5% 1.29 Growth & Value
    37.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    4.1% 19.3% 17.6% 11.1% 11.1% 1.22 Growth & Value
    38.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    9.8% 25.0% 19.7% 11.0% 11.1% 1.26 Growth & Value
    39.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    7.4% 15.3% 16.5% 10.1% 11.1% 1.22 Value
    40.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    -1.9% 9.1% 11.0% 7.4% 11.0% 1.38 Value With Price Momentum
    41.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    8.5% 18.5% 14.0% 7.0% 11.0% 1.25 Growth & Value
    42.
    Locating firms with a high proportion of cash to share price.
    4.6% 17.0% 5.0% 4.4% 10.8% 1.38 Value
    43.
    All Exchange-Listed Stocks
    4.7% 18.1% 14.2% 7.3% 10.6% 1.38 Indexes
    44.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -17.0% 1.5% -5.2% 7.8% 10.0% 2.22 Growth & Value
    45.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    4.4% 4.5% 23.9% 9.3% 10.0% 1.67 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.
    -12.1% 6.8% 3.1% 4.1% 9.8% 1.65 Value
    47.
    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.
    -17.4% 3.2% -3.8% 5.5% 9.7% 1.92 Value
    48.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    0.6% 22.9% 16.3% 10.0% 9.7% 1.44 Growth & Value
    49.
    S&P SmallCap 600 Growth (TR)
    0.8% 18.4% 19.2% 9.6% 9.5% 1.32 Indexes
    50.
    The Motley Fool’s Foolish 8 method for investing in small caps looks for profitable and rapidly growing companies with strong price momentum.
    -31.6% -2.3% 5.0% 0.5% 9.3% 2.26 Growth With Price Momentum
    51.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    31.8% 19.2% 9.9% 7.7% 9.3% 1.48 Growth & Value With Price Momentum
    52.
    Using the dividend-yield approach to invest during volatile markets.
    2.1% 17.1% 14.9% 6.4% 9.2% 0.97 Growth & Value
    53.
    NASDAQ 100
    20.8% 23.6% 19.7% 10.7% 9.1% 1.81 Indexes
    54.
    S&P MidCap 400
    7.5% 17.7% 16.1% 8.5% 9.0% 1.20 Indexes
    55.
    S&P MidCap 400 Value (TR)
    10.5% 21.6% 18.0% 9.9% 8.9% 1.12 Indexes
    56.
    S&P SmallCap 600 Value (TR)
    4.7% 19.5% 17.4% 8.2% 8.7% 1.23 Indexes
    57.
    Graham's approach leads to three separate that focus on the concept of intrinsic value, justified by a firm's financial strength.
    15.1% 8.8% 9.0% 7.2% 8.2% 0.94 Value
    58.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    3.4% 8.7% 8.8% 13.3% 8.1% 1.37 Growth & Value
    59.
    S&P SmallCap 600
    1.7% 18.1% 17.2% 7.7% 8.1% 1.28 Indexes
    60.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    20.9% 22.3% 16.4% 8.9% 8.0% 1.26 Growth
    61.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -4.7% 20.7% 16.2% 6.7% 7.3% 1.23 Value With Price Momentum
    62.
    S&P 500 Growth (TR)
    16.0% 21.0% 16.8% 8.9% 6.5% 1.10 Indexes
    63.
    S&P 500 Value (TR)
    11.9% 20.9% 15.2% 7.4% 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.
    -2.0% 14.8% 8.2% 2.2% 5.8% 1.34 Value
    65.
    Dow Jones 30
    7.6% 13.9% 11.5% 5.5% 4.9% 0.97 Indexes
    66.
    S&P 500
    11.9% 18.3% 13.5% 5.8% 4.6% 1.00 Indexes
    67.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    5.6% 11.8% -2.9% -0.1% 4.4% 2.20 Growth & Value
    68.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    10.1% 17.1% 15.7% 3.5% 3.3% 1.22 Value
    69.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    7.4% 20.8% 18.1% 0.2% 2.6% 1.58 Value
    70.
    Introduction to the use of earnings estimates.
    -16.5% 5.2% 2.6% 0.0% 0.0% 1.96 Earnings Estimates
    71.
    Muhlenkamp uses a bottom-up approach to selecting stocks, but adjusts his benchmarks based upon the broad economic environment…
    -49.1% -24.1% -24.0% -12.7% -0.4% 1.58 Growth & Value With Price Momentum
    72.
    Introduction to the use of earnings estimates.
    -24.1% 2.1% 1.1% -2.1% -0.5% 2.34 Earnings Estimates
    73.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    -17.0% 4.9% -3.0% -6.0% -1.3% 1.87 Specialty
    74.
    An approach that identifies technology stocks with high R&D spending, strong margins and Growth, but selling at attractive Values.
    6.2% 25.7% 16.5% 5.8% -1.4% 2.77 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.
    15.1% 8.8% 9.0% 7.2% 8.2% 0.94 Value
    2.
    Using the dividend-yield approach to invest during volatile markets.
    2.1% 17.1% 14.9% 6.4% 9.2% 0.97 Growth & Value
    3.
    Dow Jones 30
    7.6% 13.9% 11.5% 5.5% 4.9% 0.97 Indexes
    4.
    S&P 500
    11.9% 18.3% 13.5% 5.8% 4.6% 1.00 Indexes
    5.
    S&P 500 Value (TR)
    11.9% 20.9% 15.2% 7.4% 6.1% 1.00 Indexes
    6.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    3.4% 16.7% 18.1% 10.1% 14.5% 1.06 Growth & Value With Price Momentum
    7.
    S&P 500 Growth (TR)
    16.0% 21.0% 16.8% 8.9% 6.5% 1.10 Indexes
    8.
    S&P MidCap 400 Value (TR)
    10.5% 21.6% 18.0% 9.9% 8.9% 1.12 Indexes
    9.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    8.5% 18.0% 19.3% 12.5% 14.9% 1.12 Growth & Value
    10.
    A closely followed screen that looks back at the different relationships of the price-earnings ratio of a stock.
    6.6% 16.5% 16.6% 14.4% 16.5% 1.13 Earnings Estimates
    11.
    S&P MidCap 400
    7.5% 17.7% 16.1% 8.5% 9.0% 1.20 Indexes
    12.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    9.2% 16.4% 16.2% 14.2% 14.4% 1.21 Value With Price Momentum
    13.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    4.1% 19.3% 17.6% 11.1% 11.1% 1.22 Growth & Value
    14.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    10.1% 17.1% 15.7% 3.5% 3.3% 1.22 Value
    15.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    7.4% 15.3% 16.5% 10.1% 11.1% 1.22 Value
    16.
    S&P SmallCap 600 Value (TR)
    4.7% 19.5% 17.4% 8.2% 8.7% 1.23 Indexes
    17.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -4.7% 20.7% 16.2% 6.7% 7.3% 1.23 Value With Price Momentum
    18.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    -3.7% 5.5% 4.4% 6.1% 11.7% 1.24 Growth & Value
    19.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    8.5% 18.5% 14.0% 7.0% 11.0% 1.25 Growth & Value
    20.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    20.9% 22.3% 16.4% 8.9% 8.0% 1.26 Growth
    21.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    9.8% 25.0% 19.7% 11.0% 11.1% 1.26 Growth & Value
    22.
    S&P SmallCap 600
    1.7% 18.1% 17.2% 7.7% 8.1% 1.28 Indexes
    23.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    -8.1% 10.4% 12.4% 8.7% 12.2% 1.29 Growth
    24.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    3.9% 16.2% 14.7% 11.0% 11.5% 1.29 Growth & Value
    25.
    S&P MidCap 400 Growth (TR)
    7.3% 19.6% 18.6% 10.7% 12.1% 1.31 Indexes
    26.
    S&P SmallCap 600 Growth (TR)
    0.8% 18.4% 19.2% 9.6% 9.5% 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.
    -5.2% 13.6% 14.6% 9.1% 15.0% 1.33 Growth & Value
    28.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    10.0% 23.8% 21.3% 14.4% 19.8% 1.34 Growth & Value With Price Momentum
    29.
    Value screen created by James O'Shaughnessy that lead to the best risk adjusted return among a wide range of Value approaches.
    -2.0% 14.8% 8.2% 2.2% 5.8% 1.34 Value
    30.
    Utilizing contrarian stocks with upward earnings revisions.
    9.7% 20.6% 22.4% 15.4% 16.3% 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.
    3.4% 8.7% 8.8% 13.3% 8.1% 1.37 Growth & Value
    32.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    -8.6% 12.8% 16.5% 15.5% 16.5% 1.38 Value
    33.
    Locating firms with a high proportion of cash to share price.
    4.6% 17.0% 5.0% 4.4% 10.8% 1.38 Value
    34.
    All Exchange-Listed Stocks
    4.7% 18.1% 14.2% 7.3% 10.6% 1.38 Indexes
    35.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    -1.9% 9.1% 11.0% 7.4% 11.0% 1.38 Value With Price Momentum
    36.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    2.7% 14.4% 12.1% 8.0% 16.0% 1.40 Growth With Price Momentum
    37.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    0.6% 22.9% 16.3% 10.0% 9.7% 1.44 Growth & Value
    38.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    8.0% 19.2% 35.1% 13.8% 20.5% 1.46 Growth & Value With Price Momentum
    39.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    31.8% 19.2% 9.9% 7.7% 9.3% 1.48 Growth & Value With Price Momentum
    40.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    0.9% 21.7% 17.1% 9.6% 16.5% 1.52 Value With Price Momentum
    41.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.1% 23.3% 21.4% 13.6% 18.5% 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.
    -2.6% 14.2% 10.8% 6.7% 14.0% 1.54 Growth
    43.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    7.4% 20.8% 18.1% 0.2% 2.6% 1.58 Value
    44.
    Muhlenkamp uses a bottom-up approach to selecting stocks, but adjusts his benchmarks based upon the broad economic environment…
    -49.1% -24.1% -24.0% -12.7% -0.4% 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.
    2.4% 18.2% 18.5% 10.1% 18.7% 1.64 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.
    -12.1% 6.8% 3.1% 4.1% 9.8% 1.65 Value
    47.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    4.4% 4.5% 23.9% 9.3% 10.0% 1.67 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.
    -9.4% 5.4% 0.1% 5.5% 13.1% 1.71 Value
    49.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    -11.7% -0.6% 6.6% 12.6% 15.8% 1.75 Value
    50.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    34.0% 9.8% 11.5% 24.2% 21.9% 1.75 Value
    51.
    Introduction to the use of earnings estimates.
    3.8% 20.7% 21.6% 23.3% 27.1% 1.76 Earnings Estimates
    52.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    11.5% 31.3% 25.4% 17.7% 20.7% 1.78 Value
    53.
    NASDAQ 100
    20.8% 23.6% 19.7% 10.7% 9.1% 1.81 Indexes
    54.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    50.3% 34.7% 28.2% 13.8% 14.2% 1.81 Growth & Value
    55.
    Introduction to the use of earnings estimates.
    6.5% 23.9% 24.0% 23.5% 25.5% 1.84 Earnings Estimates
    56.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    44.0% 29.8% 19.0% 10.2% 18.4% 1.86 Growth With Price Momentum
    57.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    -17.0% 4.9% -3.0% -6.0% -1.3% 1.87 Specialty
    58.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    -13.7% 6.9% 3.9% 2.2% 17.5% 1.89 Growth & Value
    59.
    An interesting approach that combines both fundamental and technical factors to seek out companies with strong earnings and price momentum.
    46.4% 28.3% 9.7% 20.1% 25.3% 1.92 Growth With Price Momentum
    60.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    -6.1% 19.8% 21.7% 7.2% 13.4% 1.92 Growth & Value With Price Momentum
    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.
    -17.4% 3.2% -3.8% 5.5% 9.7% 1.92 Value
    62.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    21.4% 33.0% 18.4% 10.2% 25.7% 1.93 Value With Price Momentum
    63.
    Introduction to the use of earnings estimates.
    -16.5% 5.2% 2.6% 0.0% 0.0% 1.96 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.
    7.5% 69.9% 33.9% 27.0% 30.0% 2.07 Value
    65.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    -2.1% 13.5% -1.2% 5.5% 14.2% 2.14 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.
    -1.9% -0.6% 2.2% 14.5% 15.5% 2.15 Growth With Price Momentum
    67.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    5.6% 11.8% -2.9% -0.1% 4.4% 2.20 Growth & Value
    68.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -17.0% 1.5% -5.2% 7.8% 10.0% 2.22 Growth & Value
    69.
    The Motley Fool’s Foolish 8 method for investing in small caps looks for profitable and rapidly growing companies with strong price momentum.
    -31.6% -2.3% 5.0% 0.5% 9.3% 2.26 Growth With Price Momentum
    70.
    Classic momentum approach that seeks out stocks that are rapidly rising in price with the belief that the rising price will attract other investors.
    -3.3% 17.9% 20.0% 18.8% 13.1% 2.27 Growth With Price Momentum
    71.
    Introduction to the use of earnings estimates.
    -24.1% 2.1% 1.1% -2.1% -0.5% 2.34 Earnings Estimates
    72.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -11.4% -1.8% -4.3% -6.8% 11.6% 2.71 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.
    6.2% 25.7% 16.5% 5.8% -1.4% 2.77 Growth & Value
    74.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -14.4% -19.5% -0.7% 13.1% 15.5% 2.99 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.
    9.7% 20.6% 22.4% 15.4% 16.3% 1.36 Earnings Estimates
    2.
    Introduction to the use of earnings estimates.
    -16.5% 5.2% 2.6% 0.0% 0.0% 1.96 Earnings Estimates
    3.
    Introduction to the use of earnings estimates.
    -24.1% 2.1% 1.1% -2.1% -0.5% 2.34 Earnings Estimates
    4.
    Introduction to the use of earnings estimates.
    6.5% 23.9% 24.0% 23.5% 25.5% 1.84 Earnings Estimates
    5.
    Introduction to the use of earnings estimates.
    3.8% 20.7% 21.6% 23.3% 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.
    6.6% 16.5% 16.6% 14.4% 16.5% 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.
    -8.1% 10.4% 12.4% 8.7% 12.2% 1.29 Growth
    8.
    An analysis that can provide advance notice a company may be facing financial trouble, though earnings and sales appear strong.
    -2.6% 14.2% 10.8% 6.7% 14.0% 1.54 Growth
    9.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    20.9% 22.3% 16.4% 8.9% 8.0% 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.
    3.4% 8.7% 8.8% 13.3% 8.1% 1.37 Growth & Value
    11.
    An inside look at the Motley Fool's small-cap screen and the recent revisions they've made to update the screen.
    -2.1% 13.5% -1.2% 5.5% 14.2% 2.14 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.
    -17.0% 1.5% -5.2% 7.8% 10.0% 2.22 Growth & Value
    13.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    -3.7% 5.5% 4.4% 6.1% 11.7% 1.24 Growth & Value
    14.
    An approach that identifies technology stocks with high R&D spending, strong margins and Growth, but selling at attractive Values.
    6.2% 25.7% 16.5% 5.8% -1.4% 2.77 Growth & Value
    15.
    A perspective on the evolution of the investment philosophy of a successful money manager who learned from his mistakes.
    5.6% 11.8% -2.9% -0.1% 4.4% 2.20 Growth & Value
    16.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    8.5% 18.5% 14.0% 7.0% 11.0% 1.25 Growth & Value
    17.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    8.5% 18.0% 19.3% 12.5% 14.9% 1.12 Growth & Value
    18.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    4.1% 19.3% 17.6% 11.1% 11.1% 1.22 Growth & Value
    19.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    3.9% 16.2% 14.7% 11.0% 11.5% 1.29 Growth & Value
    20.
    Using the dividend-yield approach to invest during volatile markets.
    2.1% 17.1% 14.9% 6.4% 9.2% 0.97 Growth & Value
    21.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    50.3% 34.7% 28.2% 13.8% 14.2% 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.
    2.4% 18.2% 18.5% 10.1% 18.7% 1.64 Growth & Value
    23.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    -13.7% 6.9% 3.9% 2.2% 17.5% 1.89 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.
    -5.2% 13.6% 14.6% 9.1% 15.0% 1.33 Growth & Value
    25.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    4.4% 4.5% 23.9% 9.3% 10.0% 1.67 Growth & Value
    26.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    9.8% 25.0% 19.7% 11.0% 11.1% 1.26 Growth & Value
    27.
    First introduced in May 1997, this approach focuses on limiting the risks of investing in small-cap stocks.
    0.6% 22.9% 16.3% 10.0% 9.7% 1.44 Growth & Value
    28.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    8.0% 19.2% 35.1% 13.8% 20.5% 1.46 Growth & Value With Price Momentum
    29.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    10.0% 23.8% 21.3% 14.4% 19.8% 1.34 Growth & Value With Price Momentum
    30.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    3.4% 16.7% 18.1% 10.1% 14.5% 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.
    -6.1% 19.8% 21.7% 7.2% 13.4% 1.92 Growth & Value With Price Momentum
    32.
    An ADR stock screen seeks out foreign companies with attractive PEG ratios and increasing price strength.
    31.8% 19.2% 9.9% 7.7% 9.3% 1.48 Growth & Value With Price Momentum
    33.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -11.4% -1.8% -4.3% -6.8% 11.6% 2.71 Growth & Value With Price Momentum
    34.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -14.4% -19.5% -0.7% 13.1% 15.5% 2.99 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…
    -49.1% -24.1% -24.0% -12.7% -0.4% 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.
    -1.9% -0.6% 2.2% 14.5% 15.5% 2.15 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.
    -3.3% 17.9% 20.0% 18.8% 13.1% 2.27 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.
    -31.6% -2.3% 5.0% 0.5% 9.3% 2.26 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.
    46.4% 28.3% 9.7% 20.1% 25.3% 1.92 Growth With Price Momentum
    40.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    2.7% 14.4% 12.1% 8.0% 16.0% 1.40 Growth With Price Momentum
    41.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    44.0% 29.8% 19.0% 10.2% 18.4% 1.86 Growth With Price Momentum
    42.
    S&P 500
    11.9% 18.3% 13.5% 5.8% 4.6% 1.00 Indexes
    43.
    S&P 500 Growth (TR)
    16.0% 21.0% 16.8% 8.9% 6.5% 1.10 Indexes
    44.
    S&P 500 Value (TR)
    11.9% 20.9% 15.2% 7.4% 6.1% 1.00 Indexes
    45.
    S&P MidCap 400
    7.5% 17.7% 16.1% 8.5% 9.0% 1.20 Indexes
    46.
    S&P MidCap 400 Growth (TR)
    7.3% 19.6% 18.6% 10.7% 12.1% 1.31 Indexes
    47.
    S&P MidCap 400 Value (TR)
    10.5% 21.6% 18.0% 9.9% 8.9% 1.12 Indexes
    48.
    S&P SmallCap 600
    1.7% 18.1% 17.2% 7.7% 8.1% 1.28 Indexes
    49.
    S&P SmallCap 600 Growth (TR)
    0.8% 18.4% 19.2% 9.6% 9.5% 1.32 Indexes
    50.
    S&P SmallCap 600 Value (TR)
    4.7% 19.5% 17.4% 8.2% 8.7% 1.23 Indexes
    51.
    Dow Jones 30
    7.6% 13.9% 11.5% 5.5% 4.9% 0.97 Indexes
    52.
    All Exchange-Listed Stocks
    4.7% 18.1% 14.2% 7.3% 10.6% 1.38 Indexes
    53.
    NASDAQ 100
    20.8% 23.6% 19.7% 10.7% 9.1% 1.81 Indexes
    54.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    -17.0% 4.9% -3.0% -6.0% -1.3% 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.
    -9.4% 5.4% 0.1% 5.5% 13.1% 1.71 Value
    56.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    -8.6% 12.8% 16.5% 15.5% 16.5% 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.
    15.1% 8.8% 9.0% 7.2% 8.2% 0.94 Value
    58.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    -11.7% -0.6% 6.6% 12.6% 15.8% 1.75 Value
    59.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    34.0% 9.8% 11.5% 24.2% 21.9% 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.
    -12.1% 6.8% 3.1% 4.1% 9.8% 1.65 Value
    61.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    10.1% 17.1% 15.7% 3.5% 3.3% 1.22 Value
    62.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    7.4% 20.8% 18.1% 0.2% 2.6% 1.58 Value
    63.
    Locating firms with a high proportion of cash to share price.
    4.6% 17.0% 5.0% 4.4% 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.
    -17.4% 3.2% -3.8% 5.5% 9.7% 1.92 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.
    7.5% 69.9% 33.9% 27.0% 30.0% 2.07 Value
    66.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    11.5% 31.3% 25.4% 17.7% 20.7% 1.78 Value
    67.
    A conservative, blue-chip investment style with Value approach with an emphasis on selecting stocks with favorable dividend yields.
    7.4% 15.3% 16.5% 10.1% 11.1% 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.
    -2.0% 14.8% 8.2% 2.2% 5.8% 1.34 Value
    69.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    -1.9% 9.1% 11.0% 7.4% 11.0% 1.38 Value With Price Momentum
    70.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    0.9% 21.7% 17.1% 9.6% 16.5% 1.52 Value With Price Momentum
    71.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -4.7% 20.7% 16.2% 6.7% 7.3% 1.23 Value With Price Momentum
    72.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.1% 23.3% 21.4% 13.6% 18.5% 1.53 Value With Price Momentum
    73.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    21.4% 33.0% 18.4% 10.2% 25.7% 1.93 Value With Price Momentum
    74.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    9.2% 16.4% 16.2% 14.2% 14.4% 1.21 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.
    31.8% 19.2% 9.9% 7.7% 9.3% 1.48 Growth & Value With Price Momentum
    2.
    All Exchange-Listed Stocks
    4.7% 18.1% 14.2% 7.3% 10.6% 1.38 Indexes
    3.
    Hagstrom identifies 12 basic principles that a company should possess to be considered for purchase.
    8.5% 18.0% 19.3% 12.5% 14.9% 1.12 Growth & Value
    4.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    4.1% 19.3% 17.6% 11.1% 11.1% 1.22 Growth & Value
    5.
    Buffett approach seeking consumer monopolies selling at a reasonable price.
    3.9% 16.2% 14.7% 11.0% 11.5% 1.29 Growth & Value
    6.
    Locating firms with a high proportion of cash to share price.
    4.6% 17.0% 5.0% 4.4% 10.8% 1.38 Value
    7.
    Using the dividend-yield approach to invest during volatile markets.
    2.1% 17.1% 14.9% 6.4% 9.2% 0.97 Growth & Value
    8.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    10.1% 17.1% 15.7% 3.5% 3.3% 1.22 Value
    9.
    Identifying contrarian plays among the Dow Jones Industrial stocks.
    7.4% 20.8% 18.1% 0.2% 2.6% 1.58 Value
    10.
    Dow Jones 30
    7.6% 13.9% 11.5% 5.5% 4.9% 0.97 Indexes
    11.
    Avoiding the psychological traps of the market by following the principles of contrarian investing.
    8.5% 18.5% 14.0% 7.0% 11.0% 1.25 Growth & Value
    12.
    Utilizing contrarian stocks with upward earnings revisions.
    9.7% 20.6% 22.4% 15.4% 16.3% 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.
    -3.3% 17.9% 20.0% 18.8% 13.1% 2.27 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.
    -2.6% 14.2% 10.8% 6.7% 14.0% 1.54 Growth
    15.
    Introduction to the use of earnings estimates.
    -16.5% 5.2% 2.6% 0.0% 0.0% 1.96 Earnings Estimates
    16.
    Introduction to the use of earnings estimates.
    -24.1% 2.1% 1.1% -2.1% -0.5% 2.34 Earnings Estimates
    17.
    Introduction to the use of earnings estimates.
    6.5% 23.9% 24.0% 23.5% 25.5% 1.84 Earnings Estimates
    18.
    Introduction to the use of earnings estimates.
    3.8% 20.7% 21.6% 23.3% 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.
    5.6% 11.8% -2.9% -0.1% 4.4% 2.20 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.
    -31.6% -2.3% 5.0% 0.5% 9.3% 2.26 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.
    -2.1% 13.5% -1.2% 5.5% 14.2% 2.14 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.
    -9.4% 5.4% 0.1% 5.5% 13.1% 1.71 Value
    23.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    -8.6% 12.8% 16.5% 15.5% 16.5% 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.
    15.1% 8.8% 9.0% 7.2% 8.2% 0.94 Value
    25.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    -11.7% -0.6% 6.6% 12.6% 15.8% 1.75 Value
    26.
    Credited as one of the fathers of in-depth security analysis, Graham's approach focuses on the concept of intrinsic Value.
    34.0% 9.8% 11.5% 24.2% 21.9% 1.75 Value
    27.
    A stock screen designed to find small cap companies that have more stock purchased by insiders as opposed to sold.
    -17.0% 4.9% -3.0% -6.0% -1.3% 1.87 Specialty
    28.
    The NAIC adopts a simple buy-and-hold, fundamental approach to Growth investing.
    20.9% 22.3% 16.4% 8.9% 8.0% 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.
    3.4% 8.7% 8.8% 13.3% 8.1% 1.37 Growth & Value
    30.
    Investing model outlined in Charles Kirkpatrick's book Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell.
    -1.9% -0.6% 2.2% 14.5% 15.5% 2.15 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.
    -17.0% 1.5% -5.2% 7.8% 10.0% 2.22 Growth & Value
    32.
    Identifying stocks trading at a discount to their industry norms but showing recent price strength and upward earnings revisions.
    9.2% 16.4% 16.2% 14.2% 14.4% 1.21 Value With Price Momentum
    33.
    A strictly bottom-up approach, focusing on companies familiar to the investor…
    -3.7% 5.5% 4.4% 6.1% 11.7% 1.24 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.
    -12.1% 6.8% 3.1% 4.1% 9.8% 1.65 Value
    35.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -11.4% -1.8% -4.3% -6.8% 11.6% 2.71 Growth & Value With Price Momentum
    36.
    These two blend Value, Growth and momentum investing styles into a single stock selection model.
    -14.4% -19.5% -0.7% 13.1% 15.5% 2.99 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…
    -49.1% -24.1% -24.0% -12.7% -0.4% 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.
    6.2% 25.7% 16.5% 5.8% -1.4% 2.77 Growth & Value
    39.
    NASDAQ 100
    20.8% 23.6% 19.7% 10.7% 9.1% 1.81 Indexes
    40.
    An approach using a stringent contrarian viewpoint—finding underValued, out-of-favor stocks in the bargain basement that have an optimistic future.
    2.4% 18.2% 18.5% 10.1% 18.7% 1.64 Growth & Value
    41.
    An interesting approach that combines both fundamental and technical factors to seek out companies with strong earnings and price momentum.
    46.4% 28.3% 9.7% 20.1% 25.3% 1.92 Growth With Price Momentum
    42.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    2.7% 14.4% 12.1% 8.0% 16.0% 1.40 Growth With Price Momentum
    43.
    How to implement William O’Neil’s revised CAN SLIM approach to screen for fast-growing stocks.
    44.0% 29.8% 19.0% 10.2% 18.4% 1.86 Growth With Price Momentum
    44.
    Growth at a reasonable price screen created by James O'Shaughnessy.
    -1.9% 9.1% 11.0% 7.4% 11.0% 1.38 Value With Price Momentum
    45.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    0.9% 21.7% 17.1% 9.6% 16.5% 1.52 Value With Price Momentum
    46.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -4.7% 20.7% 16.2% 6.7% 7.3% 1.23 Value With Price Momentum
    47.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    -3.1% 23.3% 21.4% 13.6% 18.5% 1.53 Value With Price Momentum
    48.
    O'Shaughnessy tries to predict the future using historical long-term trends.
    21.4% 33.0% 18.4% 10.2% 25.7% 1.93 Value With Price Momentum
    49.
    Value screen created by James O'Shaughnessy that lead to the best risk adjusted return among a wide range of Value approaches.
    -2.0% 14.8% 8.2% 2.2% 5.8% 1.34 Value
    50.
    Oberweis Asset Management seeks out rapidly growing companies and invests in those they feel are attractively priced.
    -6.1% 19.8% 21.7% 7.2% 13.4% 1.92 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.
    6.6% 16.5% 16.6% 14.4% 16.5% 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.
    7.5% 69.9% 33.9% 27.0% 30.0% 2.07 Value
    53.
    An exploration of the basics of cash flow analysis and the implementation of a price to free cash flow screen.
    11.5% 31.3% 25.4% 17.7% 20.7% 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.
    -5.2% 13.6% 14.6% 9.1% 15.0% 1.33 Growth & Value
    55.
    A screen that identifies stocks with above earnings and sales growth that have consistently outperformed their peers measured by ROE.
    -8.1% 10.4% 12.4% 8.7% 12.2% 1.29 Growth
    56.
    Adapted from Phil Town's book Rule #1, this screen attempts to identify wonderful companies with attractive prices.
    50.3% 34.7% 28.2% 13.8% 14.2% 1.81 Growth & Value
    57.
    S&P 500
    11.9% 18.3% 13.5% 5.8% 4.6% 1.00 Indexes
    58.
    S&P 500 Growth (TR)
    16.0% 21.0% 16.8% 8.9% 6.5% 1.10 Indexes
    59.
    S&P 500 Value (TR)
    11.9% 20.9% 15.2% 7.4% 6.1% 1.00 Indexes
    60.
    S&P MidCap 400
    7.5% 17.7% 16.1% 8.5% 9.0% 1.20 Indexes
    61.
    S&P MidCap 400 Growth (TR)
    7.3% 19.6% 18.6% 10.7% 12.1% 1.31 Indexes
    62.
    S&P MidCap 400 Value (TR)
    10.5% 21.6% 18.0% 9.9% 8.9% 1.12 Indexes
    63.
    S&P SmallCap 600
    1.7% 18.1% 17.2% 7.7% 8.1% 1.28 Indexes
    64.
    S&P SmallCap 600 Growth (TR)
    0.8% 18.4% 19.2% 9.6% 9.5% 1.32 Indexes
    65.
    S&P SmallCap 600 Value (TR)
    4.7% 19.5% 17.4% 8.2% 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.
    -17.4% 3.2% -3.8% 5.5% 9.7% 1.92 Value
    67.
    A screen that tries to interpret and apply successful trading rules in the real market environment.
    8.0% 19.2% 35.1% 13.8% 20.5% 1.46 Growth & Value With Price Momentum
    68.
    Price's long-standing approach focus's on Growth stocks but avoids over glamorized stocks.
    4.4% 4.5% 23.9% 9.3% 10.0% 1.67 Growth & Value
    69.
    Favorable margins, consistent earnings Growth and price-earnings ratios below historic norms.
    9.8% 25.0% 19.7% 11.0% 11.1% 1.26 Growth & Value
    70.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    10.0% 23.8% 21.3% 14.4% 19.8% 1.34 Growth & Value With Price Momentum
    71.
    Using PEG ratios and price strength to find Growth stocks trading a reasonable price.
    3.4% 16.7% 18.1% 10.1% 14.5% 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.
    0.6% 22.9% 16.3% 10.0% 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.
    7.4% 15.3% 16.5% 10.1% 11.1% 1.22 Value
    74.
    A strategy that identifies companies with strong Growth, a reasonable price-earnings ratio given the company's Growth rate…
    -13.7% 6.9% 3.9% 2.2% 17.5% 1.89 Growth & Value
  • Benchmark: S&P 500 11.9% 18.3% 13.5% 5.8% 4.6% 1.00
  •               

                NOTE: The next update, with 12/31/14 data, will take place on 1/15/15.