Cheapest in Sector Stock Screen. 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/strategies/sector-relative/
Factor approach · week ending 9 Aug 2026
Cheapest in Sector
Companies ranked on value against others in the same sector.
Qualifying companies 1007 Top 50 shown
Companies scored 5062 5062 in market
Average combined score 88.2/100 Qualifying list
Market US USD
Summary
Companies
Comparison
Historical record
How it works
Current qualifying list
Cheapest in Sector companies Ranks run from 0 to 100. A higher rank is stronger on value, financial strength or price performance.
#1 HMY Harmony Gold Mining Company Limited Basic Materials
Sector value rank 100.0/100
Combined score 98.0/100
Value rank 99.0/100
Strength rank 98.0/100
P/E ratio 0.5×
Return on equity 50.8%
Price rank 70.0/100
Volatility 68.7%
F-Score 8/9
#2 NOAH Noah Holdings Ltd Financial Services
Sector value rank 100.0/100
Combined score 90.0/100
Value rank 99.0/100
Strength rank 90.0/100
P/E ratio 1.1×
Return on equity 5.4%
Price rank 14.0/100
Volatility 26.9%
F-Score 8/9
#3 CHT Chunghwa Telecom Co Ltd Communication Services
Sector value rank 100.0/100
Combined score 91.0/100
Value rank 99.0/100
Strength rank 86.0/100
P/E ratio 0.8×
Return on equity 9.9%
Price rank 23.0/100
Volatility 10.8%
F-Score 8/9
#4 UMC United Microelectronics Technology
Sector value rank 100.0/100
Combined score 99.0/100
Value rank 99.0/100
Strength rank 82.0/100
P/E ratio 0.6×
Return on equity 18.8%
Price rank 97.0/100
Volatility 53.1%
F-Score 5/9
#5 SFB Stifel Financial Corporation 5.20% Senior Notes due 2047 Other
Sector value rank 100.0/100
Combined score 90.0/100
Value rank 98.0/100
Strength rank 81.0/100
P/E ratio 2.5×
Return on equity 14.7%
Price rank 25.0/100
Volatility 8.6%
F-Score 6/9
#6 TK Teekay Corporation Energy
Sector value rank 100.0/100
Combined score 98.0/100
Value rank 98.0/100
Strength rank 80.0/100
P/E ratio 2.9×
Return on equity 15.5%
Price rank 91.0/100
Volatility 35.0%
F-Score 5/9
#7 ENO Entergy New Orleans LLC Pref Utilities
Sector value rank 100.0/100
Combined score 90.0/100
Value rank 99.0/100
Strength rank 79.0/100
P/E ratio 0.1×
Return on equity 290.1%
Price rank 26.0/100
Volatility 7.8%
F-Score 5/9
#8 FLX BingEx Ltd Industrials
Sector value rank 100.0/100
Combined score 84.0/100
Value rank 99.0/100
Strength rank 72.0/100
P/E ratio 2.0×
Return on equity 9.8%
Price rank 5.0/100
Volatility 62.6%
F-Score 7/9
#9 CYD China Yuchai International Limited Consumer Cyclical
Sector value rank 100.0/100
Combined score 98.0/100
Value rank 99.0/100
Strength rank 69.0/100
P/E ratio 3.2×
Return on equity 5.9%
Price rank 91.0/100
Volatility 50.4%
F-Score 8/9
#10 AFGE American Financial Group, Inc. Financials
Sector value rank 100.0/100
Combined score 86.0/100
Value rank 96.0/100
Strength rank 68.0/100
P/E ratio 7.2×
Return on equity 18.8%
Price rank 27.0/100
Volatility 11.6%
F-Score 5/9
#11 CCAQ Committed Capital Acquisition Corp II Capital Markets
Sector value rank 100.0/100
Combined score 66.0/100
Value rank 58.0/100
Strength rank 55.0/100
P/E ratio 51.5×
Return on equity 2.9%
Price rank 57.0/100
Volatility 1.7%
F-Score 2/9
#12 RDY Dr. Reddy’s Laboratories Ltd ADR Healthcare
Sector value rank 100.0/100
Combined score 73.0/100
Value rank 99.0/100
Strength rank 24.0/100
P/E ratio 0.3×
Return on equity 8.7%
Price rank 22.0/100
Volatility 27.1%
F-Score 4/9
#13 IH Ihuman Inc Consumer Defensive
Sector value rank 100.0/100
Combined score 67.0/100
Value rank 99.0/100
Strength rank 23.0/100
P/E ratio 0.9×
Return on equity 7.7%
Price rank 9.0/100
Volatility 35.2%
F-Score 6/9
#14 BEKE Ke Holdings Inc Real Estate
Sector value rank 100.0/100
Combined score 67.0/100
Value rank 98.0/100
Strength rank 10.0/100
P/E ratio 5.5×
Return on equity 5.3%
Price rank 24.0/100
Volatility 38.7%
F-Score 4/9
#15 BSBR Banco Santander Brasil SA ADR Financial Services
Sector value rank 99.9/100
Combined score 88.0/100
Value rank 99.0/100
Strength rank 25.0/100
P/E ratio 0.7×
Return on equity 23.6%
Price rank 73.0/100
Volatility 33.7%
F-Score 4/9
#16 FBIOP Fortress Biotech Inc Pref Series A Healthcare
Sector value rank 99.9/100
Combined score 99.0/100
Value rank 98.0/100
Strength rank 84.0/100
P/E ratio 0.8×
Return on equity 78.8%
Price rank 96.0/100
Volatility 58.6%
F-Score 5/9
#17 ASX ASE Industrial Holding Co Ltd ADR Technology
Sector value rank 99.9/100
Combined score 99.0/100
Value rank 99.0/100
Strength rank 86.0/100
P/E ratio 1.3×
Return on equity 15.7%
Price rank 98.0/100
Volatility 50.5%
F-Score 6/9
#18 OMAB Grupo Aeroportuario del Centro Norte SAB de CV Industrials
Sector value rank 99.8/100
Combined score 92.0/100
Value rank 98.0/100
Strength rank 98.0/100
P/E ratio 1.0×
Return on equity 59.5%
Price rank 21.0/100
Volatility 33.4%
F-Score 6/9
#19 HDB HDFC Bank Limited ADR Financial Services
Sector value rank 99.8/100
Combined score 87.0/100
Value rank 99.0/100
Strength rank 79.0/100
P/E ratio 0.2×
Return on equity 13.1%
Price rank 12.0/100
Volatility 28.5%
F-Score 8/9
#20 VIPS Vipshop Holdings Limited Consumer Cyclical
Sector value rank 99.8/100
Combined score 88.0/100
Value rank 99.0/100
Strength rank 70.0/100
P/E ratio 1.0×
Return on equity 18.2%
Price rank 28.0/100
Volatility 32.0%
F-Score 6/9
#21 FBIO Fortress Biotech Inc Healthcare
Sector value rank 99.8/100
Combined score 98.0/100
Value rank 98.0/100
Strength rank 84.0/100
P/E ratio 0.7×
Return on equity 78.8%
Price rank 79.0/100
Volatility 74.9%
F-Score 5/9
#22 ERIC Telefonaktiebolaget LM Ericsson B ADR Technology
Sector value rank 99.7/100
Combined score 98.0/100
Value rank 99.0/100
Strength rank 92.0/100
P/E ratio 1.4×
Return on equity 23.6%
Price rank 74.0/100
Volatility 33.4%
F-Score 7/9
#23 JFIN Jiayin Group Inc Financial Services
Sector value rank 99.7/100
Combined score 87.0/100
Value rank 99.0/100
Strength rank 91.0/100
P/E ratio 0.1×
Return on equity 21.4%
Price rank 1.0/100
Volatility 58.4%
F-Score 5/9
#24 TAK Takeda Pharmaceutical Co Ltd ADR Healthcare
Sector value rank 99.7/100
Combined score 95.0/100
Value rank 97.0/100
Strength rank 67.0/100
P/E ratio 0.3×
Return on equity 2.4%
Price rank 73.0/100
Volatility 20.9%
F-Score 6/9
#25 ASR Grupo Aeroportuario del Sureste SAB de CV ADR Industrials
Sector value rank 99.7/100
Combined score 91.0/100
Value rank 98.0/100
Strength rank 86.0/100
P/E ratio 0.8×
Return on equity 24.1%
Price rank 25.0/100
Volatility 25.8%
F-Score 5/9
#26 LX Lexinfintech Holdings Ltd Financial Services
Sector value rank 99.6/100
Combined score 86.0/100
Value rank 99.0/100
Strength rank 88.0/100
P/E ratio 0.2×
Return on equity 12.0%
Price rank 0.0/100
Volatility 43.8%
F-Score 7/9
#27 SITC Site Centers Corp Real Estate
Sector value rank 99.6/100
Combined score 65.0/100
Value rank 96.0/100
Strength rank 22.0/100
P/E ratio 1.3×
Return on equity 45.3%
Price rank 12.0/100
Volatility 32.8%
F-Score 4/9
#28 MOMO Hello Group Inc Communication Services
Sector value rank 99.6/100
Combined score 85.0/100
Value rank 99.0/100
Strength rank 76.0/100
P/E ratio 1.2×
Return on equity 6.8%
Price rank 7.0/100
Volatility 25.5%
F-Score 7/9
#29 CHA Chagee Holdings Limited American Depositary Shares Consumer Cyclical
Sector value rank 99.6/100
Combined score 83.0/100
Value rank 99.0/100
Strength rank 72.0/100
P/E ratio 2.1×
Return on equity 12.0%
Price rank 2.0/100
Volatility 55.7%
F-Score 3/9
#30 NVO Novo Nordisk A/S Healthcare
Sector value rank 99.6/100
Combined score 92.0/100
Value rank 97.0/100
Strength rank 96.0/100
P/E ratio 1.8×
Return on equity 52.6%
Price rank 26.0/100
Volatility 48.1%
F-Score 5/9
#31 IMOS ChipMOS Technologies Inc Technology
Sector value rank 99.6/100
Combined score 93.0/100
Value rank 99.0/100
Strength rank 26.0/100
P/E ratio 2.2×
Return on equity 3.4%
Price rank 97.0/100
Volatility 95.1%
F-Score 6/9
#32 SSL Sasol Ltd Basic Materials
Sector value rank 99.5/100
Combined score 98.0/100
Value rank 99.0/100
Strength rank 66.0/100
P/E ratio 0.4×
Return on equity 10.6%
Price rank 96.0/100
Volatility 56.5%
F-Score 5/9
#33 IMPP Imperial Petroleum Inc Energy
Sector value rank 99.5/100
Combined score 97.0/100
Value rank 98.0/100
Strength rank 70.0/100
P/E ratio 3.1×
Return on equity 11.9%
Price rank 83.0/100
Volatility 55.8%
F-Score 4/9
#34 ABEV Ambev SA ADR Consumer Defensive
Sector value rank 99.5/100
Combined score 99.0/100
Value rank 98.0/100
Strength rank 98.0/100
P/E ratio 2.9×
Return on equity 18.4%
Price rank 86.0/100
Volatility 31.3%
F-Score 8/9
#35 SFWL Shengfeng Development Limited Class A Ordinary Shares Industrials
Sector value rank 99.5/100
Combined score 69.0/100
Value rank 98.0/100
Strength rank 32.0/100
P/E ratio 3.2×
Return on equity 17.3%
Price rank 7.0/100
Volatility 71.9%
F-Score 6/9
#36 IBN ICICI Bank Limited Financial Services
Sector value rank 99.5/100
Combined score 86.0/100
Value rank 99.0/100
Strength rank 66.0/100
P/E ratio 0.2×
Return on equity 14.8%
Price rank 22.0/100
Volatility 23.5%
F-Score 5/9
#37 AUNA Auna S.A. Healthcare
Sector value rank 99.5/100
Combined score 74.0/100
Value rank 97.0/100
Strength rank 32.0/100
P/E ratio 5.8×
Return on equity 3.9%
Price rank 19.0/100
Volatility 44.3%
F-Score 5/9
#38 YB Yuanbao Inc. American Depositary Shares Technology
Sector value rank 99.4/100
Combined score 89.0/100
Value rank 99.0/100
Strength rank 96.0/100
P/E ratio 0.5×
Return on equity 37.3%
Price rank 3.0/100
Volatility 47.0%
F-Score 6/9
#39 FINV FinVolution Group Financial Services
Sector value rank 99.4/100
Combined score 84.0/100
Value rank 99.0/100
Strength rank 68.0/100
P/E ratio 0.5×
Return on equity 13.6%
Price rank 9.0/100
Volatility 45.3%
F-Score 3/9
#40 BWMX Betterware de México, S.A.P.I. de C.V. Consumer Cyclical
Sector value rank 99.4/100
Combined score 99.0/100
Value rank 98.0/100
Strength rank 95.0/100
P/E ratio 0.5×
Return on equity 50.2%
Price rank 84.0/100
Volatility 34.1%
F-Score 7/9
#41 BIPH Safeplus International Holdings Limited Healthcare
Sector value rank 99.4/100
Combined score 86.0/100
Value rank 96.0/100
Strength rank 67.0/100
P/E ratio 7.4×
Return on equity 6.2%
Price rank 28.0/100
Volatility 10.8%
F-Score 6/9
#42 DAC Danaos Corporation Industrials
Sector value rank 99.4/100
Combined score 98.0/100
Value rank 97.0/100
Strength rank 82.0/100
P/E ratio 4.7×
Return on equity 13.3%
Price rank 88.0/100
Volatility 27.6%
F-Score 5/9
#43 IFS Intercorp Financial Services Inc Financial Services
Sector value rank 99.3/100
Combined score 99.0/100
Value rank 98.0/100
Strength rank 82.0/100
P/E ratio 3.2×
Return on equity 16.8%
Price rank 92.0/100
Volatility 32.8%
F-Score 9/9
#44 KARO Karooooo Ltd Technology
Sector value rank 99.3/100
Combined score 98.0/100
Value rank 98.0/100
Strength rank 97.0/100
P/E ratio 2.0×
Return on equity 28.6%
Price rank 68.0/100
Volatility 33.7%
F-Score 5/9
#45 SPRO Spero Therapeutics Inc Healthcare
Sector value rank 99.3/100
Combined score 68.0/100
Value rank 96.0/100
Strength rank 32.0/100
P/E ratio 4.8×
Return on equity 28.8%
Price rank 7.0/100
Volatility 58.7%
F-Score 6/9
#46 GSL Global Ship Lease Inc Industrials
Sector value rank 99.2/100
Combined score 98.0/100
Value rank 97.0/100
Strength rank 86.0/100
P/E ratio 4.0×
Return on equity 19.7%
Price rank 88.0/100
Volatility 30.2%
F-Score 5/9
#47 ITUB Itau Unibanco Banco Holding SA Financial Services
Sector value rank 99.2/100
Combined score 96.0/100
Value rank 98.0/100
Strength rank 69.0/100
P/E ratio 1.9×
Return on equity 21.5%
Price rank 82.0/100
Volatility 31.7%
F-Score 5/9
#48 AXR AMREP Corporation Real Estate
Sector value rank 99.2/100
Combined score 87.0/100
Value rank 95.0/100
Strength rank 70.0/100
P/E ratio 11.5×
Return on equity 7.3%
Price rank 31.0/100
Volatility 43.9%
F-Score 4/9
#49 TKC Turkcell Iletisim Hizmetleri AS Communication Services
Sector value rank 99.2/100
Combined score 75.0/100
Value rank 99.0/100
Strength rank 24.0/100
P/E ratio 0.3×
Return on equity 4.9%
Price rank 25.0/100
Volatility 29.2%
F-Score 0/9
#50 TCOM Trip.com Group Ltd ADR Consumer Cyclical
Sector value rank 99.2/100
Combined score 88.0/100
Value rank 98.0/100
Strength rank 90.0/100
P/E ratio 0.9×
Return on equity 19.1%
Price rank 7.0/100
Volatility 35.4%
F-Score 6/9
Full comparison table
Rank Company Sector Combined Value Financial strength Price performance P/E ROE Volatility
1 HMY Harmony Gold Mining Company Limited Basic Materials 98.0/100 99.0/100 98.0/100 70.0/100 0.5× 50.8% 68.7% 2 NOAH Noah Holdings Ltd Financial Services 90.0/100 99.0/100 90.0/100 14.0/100 1.1× 5.4% 26.9% 3 CHT Chunghwa Telecom Co Ltd Communication Services 91.0/100 99.0/100 86.0/100 23.0/100 0.8× 9.9% 10.8% 4 UMC United Microelectronics Technology 99.0/100 99.0/100 82.0/100 97.0/100 0.6× 18.8% 53.1% 5 SFB Stifel Financial Corporation 5.20% Senior Notes due 2047 Other 90.0/100 98.0/100 81.0/100 25.0/100 2.5× 14.7% 8.6% 6 TK Teekay Corporation Energy 98.0/100 98.0/100 80.0/100 91.0/100 2.9× 15.5% 35.0% 7 ENO Entergy New Orleans LLC Pref Utilities 90.0/100 99.0/100 79.0/100 26.0/100 0.1× 290.1% 7.8% 8 FLX BingEx Ltd Industrials 84.0/100 99.0/100 72.0/100 5.0/100 2.0× 9.8% 62.6% 9 CYD China Yuchai International Limited Consumer Cyclical 98.0/100 99.0/100 69.0/100 91.0/100 3.2× 5.9% 50.4% 10 AFGE American Financial Group, Inc. Financials 86.0/100 96.0/100 68.0/100 27.0/100 7.2× 18.8% 11.6% 11 CCAQ Committed Capital Acquisition Corp II Capital Markets 66.0/100 58.0/100 55.0/100 57.0/100 51.5× 2.9% 1.7% 12 RDY Dr. Reddy’s Laboratories Ltd ADR Healthcare 73.0/100 99.0/100 24.0/100 22.0/100 0.3× 8.7% 27.1% 13 IH Ihuman Inc Consumer Defensive 67.0/100 99.0/100 23.0/100 9.0/100 0.9× 7.7% 35.2% 14 BEKE Ke Holdings Inc Real Estate 67.0/100 98.0/100 10.0/100 24.0/100 5.5× 5.3% 38.7% 15 BSBR Banco Santander Brasil SA ADR Financial Services 88.0/100 99.0/100 25.0/100 73.0/100 0.7× 23.6% 33.7% 16 FBIOP Fortress Biotech Inc Pref Series A Healthcare 99.0/100 98.0/100 84.0/100 96.0/100 0.8× 78.8% 58.6% 17 ASX ASE Industrial Holding Co Ltd ADR Technology 99.0/100 99.0/100 86.0/100 98.0/100 1.3× 15.7% 50.5% 18 OMAB Grupo Aeroportuario del Centro Norte SAB de CV Industrials 92.0/100 98.0/100 98.0/100 21.0/100 1.0× 59.5% 33.4% 19 HDB HDFC Bank Limited ADR Financial Services 87.0/100 99.0/100 79.0/100 12.0/100 0.2× 13.1% 28.5% 20 VIPS Vipshop Holdings Limited Consumer Cyclical 88.0/100 99.0/100 70.0/100 28.0/100 1.0× 18.2% 32.0% 21 FBIO Fortress Biotech Inc Healthcare 98.0/100 98.0/100 84.0/100 79.0/100 0.7× 78.8% 74.9% 22 ERIC Telefonaktiebolaget LM Ericsson B ADR Technology 98.0/100 99.0/100 92.0/100 74.0/100 1.4× 23.6% 33.4% 23 JFIN Jiayin Group Inc Financial Services 87.0/100 99.0/100 91.0/100 1.0/100 0.1× 21.4% 58.4% 24 TAK Takeda Pharmaceutical Co Ltd ADR Healthcare 95.0/100 97.0/100 67.0/100 73.0/100 0.3× 2.4% 20.9% 25 ASR Grupo Aeroportuario del Sureste SAB de CV ADR Industrials 91.0/100 98.0/100 86.0/100 25.0/100 0.8× 24.1% 25.8% 26 LX Lexinfintech Holdings Ltd Financial Services 86.0/100 99.0/100 88.0/100 0.0/100 0.2× 12.0% 43.8% 27 SITC Site Centers Corp Real Estate 65.0/100 96.0/100 22.0/100 12.0/100 1.3× 45.3% 32.8% 28 MOMO Hello Group Inc Communication Services 85.0/100 99.0/100 76.0/100 7.0/100 1.2× 6.8% 25.5% 29 CHA Chagee Holdings Limited American Depositary Shares Consumer Cyclical 83.0/100 99.0/100 72.0/100 2.0/100 2.1× 12.0% 55.7% 30 NVO Novo Nordisk A/S Healthcare 92.0/100 97.0/100 96.0/100 26.0/100 1.8× 52.6% 48.1% 31 IMOS ChipMOS Technologies Inc Technology 93.0/100 99.0/100 26.0/100 97.0/100 2.2× 3.4% 95.1% 32 SSL Sasol Ltd Basic Materials 98.0/100 99.0/100 66.0/100 96.0/100 0.4× 10.6% 56.5% 33 IMPP Imperial Petroleum Inc Energy 97.0/100 98.0/100 70.0/100 83.0/100 3.1× 11.9% 55.8% 34 ABEV Ambev SA ADR Consumer Defensive 99.0/100 98.0/100 98.0/100 86.0/100 2.9× 18.4% 31.3% 35 SFWL Shengfeng Development Limited Class A Ordinary Shares Industrials 69.0/100 98.0/100 32.0/100 7.0/100 3.2× 17.3% 71.9% 36 IBN ICICI Bank Limited Financial Services 86.0/100 99.0/100 66.0/100 22.0/100 0.2× 14.8% 23.5% 37 AUNA Auna S.A. Healthcare 74.0/100 97.0/100 32.0/100 19.0/100 5.8× 3.9% 44.3% 38 YB Yuanbao Inc. American Depositary Shares Technology 89.0/100 99.0/100 96.0/100 3.0/100 0.5× 37.3% 47.0% 39 FINV FinVolution Group Financial Services 84.0/100 99.0/100 68.0/100 9.0/100 0.5× 13.6% 45.3% 40 BWMX Betterware de México, S.A.P.I. de C.V. Consumer Cyclical 99.0/100 98.0/100 95.0/100 84.0/100 0.5× 50.2% 34.1% 41 BIPH Safeplus International Holdings Limited Healthcare 86.0/100 96.0/100 67.0/100 28.0/100 7.4× 6.2% 10.8% 42 DAC Danaos Corporation Industrials 98.0/100 97.0/100 82.0/100 88.0/100 4.7× 13.3% 27.6% 43 IFS Intercorp Financial Services Inc Financial Services 99.0/100 98.0/100 82.0/100 92.0/100 3.2× 16.8% 32.8% 44 KARO Karooooo Ltd Technology 98.0/100 98.0/100 97.0/100 68.0/100 2.0× 28.6% 33.7% 45 SPRO Spero Therapeutics Inc Healthcare 68.0/100 96.0/100 32.0/100 7.0/100 4.8× 28.8% 58.7% 46 GSL Global Ship Lease Inc Industrials 98.0/100 97.0/100 86.0/100 88.0/100 4.0× 19.7% 30.2% 47 ITUB Itau Unibanco Banco Holding SA Financial Services 96.0/100 98.0/100 69.0/100 82.0/100 1.9× 21.5% 31.7% 48 AXR AMREP Corporation Real Estate 87.0/100 95.0/100 70.0/100 31.0/100 11.5× 7.3% 43.9% 49 TKC Turkcell Iletisim Hizmetleri AS Communication Services 75.0/100 99.0/100 24.0/100 25.0/100 0.3× 4.9% 29.2% 50 TCOM Trip.com Group Ltd ADR Consumer Cyclical 88.0/100 98.0/100 90.0/100 7.0/100 0.9× 19.1% 35.4%
List against market
How the qualifiers differ The comparison uses the same completed week and selected market. It shows the result of the screen rather than a claim about future returns.
Median relative ranks
Qualifying list and full market
Stored weekly prices
Historical record Past results are hypothetical, before trading costs and based on the stated weekly selection rules. They do not show what an investor would necessarily have received.
Historical record is being prepared The current company list is available now. This section will appear after the stored weekly record has been calculated.
Selection rules
What the screen does Open a company page to see its exact inputs and every other approach it currently passes.
Companies ranked on value against others in the same sector. Valuation levels differ by industry. This screen compares each company with its own sector so a sector-wide valuation difference does not dominate the result.
1 · Market
Start with the selected market The screen uses published weekly company records from the market shown at the top of the page.
2 · Rules
Apply the same tests to every company The named measures, thresholds and sorting order are fixed for the screen.
3 · Check
Open the supporting figures A passing result still needs company, sector, liquidity, accounting and risk research.
Limits of the comparison Scores are relative to the selected market and can change when the market or its data changes. Accounting dates differ. Historical figures may be revised. A screen can remain out of favour for long periods.
Historical results exclude spreads, commissions, market impact, taxes and capacity limits. They are research evidence, not a forecast, recommendation or personal portfolio.