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Sharemaestro Stock Factor Screener. This page compares published weekly company figures for valuation, financial strength, price performance, income and risk, with links to the supporting company records and data.

Structured data for this page is available at https://sharemaestro.com/factors/api/screener/

Stock factor screener

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%

Screen results

0 companies found

Page 1 of 1. Ranks are relative to the selected market and completed week.

No companies match these rules

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Evidence context