Stock factor screener · AUD_AU
Find companies that match stated rules.
Start with a ready-made screen or set your own limits for value, financial strength, price performance, income and risk. Every result shows why it qualified.
Ready-made screens
Choose the question to answer
Each screen states its rules. Open a result to see the company figures behind the ranking.
01
Strong combined scoresThe highest scores across value, financial strength and price performance
02
Value with price strengthThe lowest valuation group, ordered by six-month price performance
03
Deep ValueP/E no higher than 15, EBIT relative to enterprise value of at least 5% and F-Score of at least 6
04
Lowest valuation groupThe cheapest tenth of the market across six valuation measures
05
Value with financial strengthLower valuations supported by stronger company figures
06
Cornerstone ValueLarge, liquid and profitable non-utilities ordered by dividend yield
07
Cornerstone GrowthAll Stocks universe, P/S < 1.5, 5yr earnings consistency, strongest momentum
08
GARPRevenue growth of at least 10%, P/E no higher than 25 and an above-median financial-strength rank
09
Shareholder YieldDividend yield plus the net effect of shares bought back or issued
10
EBITDA/EV ValueHighest positive operating earnings relative to enterprise value
11
Value with six-month strengthThe cheapest tenth of the market ordered by six-month price performance
12
Quality CompoundersReturn on equity above 15%, margin above 10%, debt to equity below 1 and positive revenue growth
13
Piotroski BargainsF-Score of at least 7 and an above-median value rank
14
Cash-supported valueLower valuations, positive shareholder yield and positive operating earnings relative to enterprise value
15
Veiled ValueHigher price-to-book companies that rank cheaply on other valuation measures
16
Consistent EarnersAt least five consecutive years of earnings-per-share growth with a value floor
17
Price leadersTwelve-to-one-month return of at least 15% and one-year volatility no higher than 50%
18
Price strength relative to volatilityHighest 12-1 momentum per unit of volatility
19
Market LeadersLarge, liquid and profitable companies ordered by the combined factor score
20
Market Leaders ValueLarge, liquid and profitable companies with positive shareholder yield
21
Small Cap ValueSmall and micro companies with a strong value rank and an F-Score test
22
Tiny TitansMicro companies with low price to sales and positive price performance
23
Low VolatilityOne-year volatility no higher than 25% and positive twelve-to-one-month price performance
24
Improving combined scoresLargest positive change in combined score since the prior snapshot
25
Cheapest in SectorCompanies with a high value rank, compared first within their sector where that measure is available
26
High YieldDividend yield of at least 3% and free-cash-flow yield of at least 4%
Custom screen
State the limits that matter
Add one or more numeric conditions, then narrow by company, sector, industry or size.
Measure guide
What the figures mean
Ranks compare companies within the selected market. Ratios and percentages use the company’s reported figures.
Combined scores
- Combined factor score50% value, 25% price performance and 25% financial strength
- Value rankValue rank within the selected market
- Financial strength rankFinancial strength rank within the selected market
- Price performance rankPrice performance rank within the selected market
- Value and strength scoreCombined value and financial-strength score
Value
- P/E RatioPrice / Earnings
- Operating earnings / EVEBIT relative to enterprise value
- P/S RatioPrice / Sales
- P/CF RatioPrice / Operating Cash Flow
- Sales YieldRevenue / Price
- FCF YieldFree Cash Flow / Price
- P/B RatioPrice / Book Value
- EBITDA / enterprise valueOperating earnings before depreciation relative to enterprise value
- Shareholder yieldDividend yield plus net buyback yield
- Buyback YieldNet share repurchase / mktcap
- Div YieldAnnual dividend / Price
Financial strength
- Return on equityProfit relative to shareholder equity
- Return on assetsProfit relative to total assets
- Net marginNet income relative to revenue
- Operating marginOperating income relative to revenue
- Gross profit / assetsGross profit relative to total assets
- Debt to equityTotal debt relative to shareholder equity
- Current ratioCurrent assets relative to current liabilities
- Accruals ratioLower values indicate that cash better supports reported earnings
- External financingNet capital raised relative to assets; lower is better
- Earnings stabilityVariation in quarterly net income; lower is more stable
- Piotroski F-ScoreNine profitability, funding and efficiency checks; 9 is highest
- Capital allocation scoreFunding and capital-use score from 0 to 1
- Adjusted financial strengthCombined financial-strength score adjusted for accruals
Business growth
- Revenue growthYear-on-year revenue change
- Earnings growthYear-on-year earnings change
Price performance
- Six-month returnCompleted six-month price return
- Twelve-month returnCompleted twelve-month price return
- Twelve-to-one-month returnTwelve-month return excluding the latest month
- Return relative to volatilityTwelve-to-one-month return divided by one-year volatility
- Value and price rankRank within the lowest-valuation group using six-month price performance
- Combined score changeHigher is an improvement since the prior snapshot; values run from -1 to 1
Risk
- Vol 252dAnnualised 252-day vol
- Vol 60dAnnualised 60-day vol
- Max DD 12MMax drawdown in 12 months
Value combinations
- Five-measure value rankRank across five valuation measures; 1 is cheapest
- Six-measure value rankFive-measure rank plus shareholder yield; 1 is cheapest
- Value and buyback rankFive-measure rank plus buyback yield; 1 is cheapest
Growth
- EPS StreakYears of consecutive EPS growth
Sector
- Sector P/E ZP/E z-score within sector (neg=cheap)
- Sector P/B ZP/B z-score within sector
- Sector Val%Value percentile within sector
- Sector Qual%Quality percentile within sector
Company size
- Market valueMarket capitalisation in local currency
- Share priceShare price in local currency
- Enterprise valueEquity value plus net debt in local currency
Data
- Data confidenceReliability of the available company inputs from 0 to 1
- Data coverageShare of required inputs available from 0 to 1
Screen results
1649 companies found
Page 2 of 69. Ranks are relative to the selected market and completed week.
ASX · Industrials
Integrated Freight & Logistics
Value rank0.960
Strength rank0.840
Price rank0.960
- P/EPrice divided by earnings9.5×
- F-ScoreNine financial checks4/9
- VolatilityAnnualised daily variability0.7834
ASX · Financial Services
Asset Management
Value rank0.920
Strength rank0.880
Price rank0.880
- P/EPrice divided by earnings8.2×
- F-ScoreNine financial checks3/9
- VolatilityAnnualised daily variability0.2007
ASX · Basic Materials
Other Precious Metals & Mining
Value rank0.880
Strength rank0.900
Price rank0.980
- P/EPrice divided by earnings5.4×
- F-ScoreNine financial checks6/9
- VolatilityAnnualised daily variability1.6560
ASX · Basic Materials
Steel
Value rank0.900
Strength rank0.910
Price rank0.920
- P/EPrice divided by earnings13.0×
- F-ScoreNine financial checks3/9
- VolatilityAnnualised daily variability0.4807
ASX · Industrials
Integrated Freight & Logistics
Value rank0.920
Strength rank0.850
Price rank0.940
- P/EPrice divided by earnings14.7×
- F-ScoreNine financial checks3/9
- VolatilityAnnualised daily variability0.3779
ASX · Real Estate
Real Estate - Development
Value rank0.940
Strength rank0.910
Price rank0.820
- P/EPrice divided by earnings12.7×
- F-ScoreNine financial checks5/9
- VolatilityAnnualised daily variability0.3398
ASX · Real Estate
Real Estate - Development
Value rank0.960
Strength rank0.860
Price rank0.860
- P/EPrice divided by earnings13.4×
- F-ScoreNine financial checks6/9
- VolatilityAnnualised daily variability0.2829
ASX · Financial Services
Credit Services
Value rank0.860
Strength rank0.960
Price rank0.930
- P/EPrice divided by earnings14.9×
- F-ScoreNine financial checks3/9
- VolatilityAnnualised daily variability0.2972
ASX · Industrials
Specialty Industrial Machinery
Value rank0.880
Strength rank0.930
Price rank0.930
- P/EPrice divided by earnings19.3×
- F-ScoreNine financial checks4/9
- VolatilityAnnualised daily variability0.5100
ASX · Industrials
Engineering & Construction
Value rank0.840
Strength rank0.980
Price rank0.950
- P/EPrice divided by earnings17.8×
- F-ScoreNine financial checks4/9
- VolatilityAnnualised daily variability0.3360
ASX · Basic Materials
Other Industrial Metals & Mining
Value rank0.950
Strength rank0.920
Price rank0.860
- P/EPrice divided by earnings3.4×
- F-ScoreNine financial checks3/9
- VolatilityAnnualised daily variability0.4899
ASX · Financial Services
Asset Management
Value rank0.930
Strength rank0.910
Price rank0.860
- P/EPrice divided by earnings3.7×
- F-ScoreNine financial checks4/9
- VolatilityAnnualised daily variability0.2279
ASX · Energy
Thermal Coal
Value rank0.930
Strength rank0.920
Price rank0.900
- P/EPrice divided by earnings10.0×
- F-ScoreNine financial checks4/9
- VolatilityAnnualised daily variability0.3223
ASX · Basic Materials
Gold
Value rank0.910
Strength rank0.880
Price rank0.910
- P/EPrice divided by earnings18.6×
- F-ScoreNine financial checks3/9
- VolatilityAnnualised daily variability0.4080
ASX · Basic Materials
Gold
Value rank0.860
Strength rank0.960
Price rank0.950
- P/EPrice divided by earnings21.7×
- F-ScoreNine financial checks5/9
- VolatilityAnnualised daily variability0.5811
ASX · Basic Materials
Gold
Value rank0.890
Strength rank0.950
Price rank0.940
- P/EPrice divided by earnings17.6×
- F-ScoreNine financial checks4/9
- VolatilityAnnualised daily variability0.6422
ASX · Consumer Defensive
Farm Products
Value rank0.950
Strength rank0.870
Price rank0.850
- P/EPrice divided by earnings13.7×
- F-ScoreNine financial checks5/9
- VolatilityAnnualised daily variability0.4239
ASX · Real Estate
Real Estate - Development
Value rank0.970
Strength rank0.870
Price rank0.870
- P/EPrice divided by earnings8.3×
- F-ScoreNine financial checks4/9
- VolatilityAnnualised daily variability0.2938
ASX · Financial Services
Banks - Diversified
Value rank0.900
Strength rank0.870
Price rank0.910
- P/EPrice divided by earnings19.3×
- F-ScoreNine financial checks4/9
- VolatilityAnnualised daily variability0.1996
ASX · Basic Materials
Gold
Value rank0.910
Strength rank0.850
Price rank0.920
- P/EPrice divided by earnings8.1×
- F-ScoreNine financial checks2/9
- VolatilityAnnualised daily variability0.6150
ASX · Industrials
Railroads
Value rank0.880
Strength rank0.890
Price rank0.930
- P/EPrice divided by earnings23.3×
- F-ScoreNine financial checks4/9
- VolatilityAnnualised daily variability0.1891
ASX · Financial Services
Capital Markets
Value rank0.870
Strength rank0.910
Price rank0.920
- P/EPrice divided by earnings13.6×
- F-ScoreNine financial checks4/9
- VolatilityAnnualised daily variability0.2393
ASX · Real Estate
Reit - Retail
Value rank0.900
Strength rank0.900
Price rank0.860
- P/EPrice divided by earnings11.4×
- F-ScoreNine financial checks5/9
- VolatilityAnnualised daily variability0.1533
ASX · Financial Services
Asset Management
Value rank0.910
Strength rank0.870
Price rank0.870
- P/EPrice divided by earnings10.6×
- F-ScoreNine financial checks3/9
- VolatilityAnnualised daily variability0.1175