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Sharemaestro Factor Approaches. 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/

Weekly company screens

Different questions, stated rules.

Choose what you want to compare: low valuation, financial strength, price performance, income, company size or lower volatility.

01

Combined measures

Screens that combine value, financial strength and price performance.

Combined measures

Combined Factor Score

A combined score: 50% value, 25% price performance and 25% financial strength.

Companies are ranked on value, price performance and financial strength, then combined using the stated weights. A high result requires support from more than one part of the record.

Weekly market screenOpen
Combined measures

Value With Price Strength

The lowest valuation group, ordered by six-month price performance.

The screen starts with the cheapest tenth of the market on the six-measure Value Composite 2 score, then orders that group by six-month price performance.

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Combined measures

Value and Financial Strength

A combined value and financial-strength score that penalises weakness in either measure.

The geometric mean falls when either value or financial strength is weak. A low valuation therefore does not compensate fully for weak company figures.

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02

Value

Companies with lower valuations on earnings, sales, cash flow, assets or enterprise value.

Value

Cornerstone Value

Large, liquid and profitable non-utilities ordered by dividend yield.

The screen starts with large, profitable and liquid non-utility companies, then orders the qualifying group by dividend yield.

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Value

Deep Value

Low earnings valuation with a Piotroski F-Score financial-strength test.

Companies must rank cheaply on earnings and also pass the stated Piotroski F-Score threshold. The financial test is shown separately on each company page.

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Value

Lowest Valuation Decile

The cheapest tenth of the market on six valuation measures.

Value Composite 2 compares P/E, P/S, P/B, P/CF, EBITDA/EV and shareholder yield. This page shows the cheapest decile before any price-performance test.

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Value

EBITDA/EV Value

Operating earnings before depreciation relative to enterprise value.

Enterprise value includes equity and net debt. Dividing EBITDA by enterprise value provides one earnings-based comparison across different capital structures.

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Value

Veiled Value

Higher price-to-book companies that rank cheaply on other valuation measures.

The screen finds companies that look expensive against book value but cheaper against earnings, sales and cash flow. It is useful where book assets explain little of the business.

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Value

Cheapest in Sector

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.

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03

Financial strength

Profitability, margins, balance sheets, cash conversion and earnings records.

Financial strength

Piotroski Bargains

Piotroski F-Score of at least 7 with an above-median value rank.

The nine-point Piotroski test covers profitability, leverage, liquidity and operating efficiency. This screen requires at least seven points and an above-median value rank.

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Financial strength

Quality Compounders

Return on equity above 15%, margins above 10%, debt to equity below 1 and growing revenue.

Companies must pass the stated profitability, margin, leverage and revenue-growth tests. Each underlying figure is available on the company page.

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Financial strength

Capital Allocators

Internally funded buybacks with supporting valuation and company figures.

The screen favours companies that fund buybacks internally rather than with additional debt, while also passing the stated valuation and financial-strength tests.

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Financial strength

Consistent Earners

At least five consecutive years of earnings growth with a value floor.

Companies must have increased earnings per share in each of at least five consecutive measured years and also pass the stated minimum value rank.

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04

Growth

Revenue and earnings growth with stated valuation or consistency tests.

Growth

Cornerstone Growth

Price to sales below 1.5, five-year earnings consistency, then ordered by price performance.

The screen starts with consistent earners, requires a price-to-sales ratio below 1.5, then orders the remaining companies by 12-to-1-month price performance.

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Growth

GARP

Revenue growth of at least 10% with P/E no higher than 25 and a financial-strength test.

Companies must meet the stated revenue-growth and P/E limits and pass the screen's financial-strength requirement.

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05

Price performance

Completed price performance, with volatility limits where stated.

Price performance

Price Strength Relative to Volatility

Twelve-to-one-month price performance divided by one-year volatility.

Dividing the completed price return by volatility reduces the rank of companies whose return came with larger price variation.

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Price performance

Price Leaders

Twelve-to-one-month price performance of at least 15% with volatility no higher than 50%.

Companies must pass the stated completed-return and one-year volatility limits, then are ordered by risk-adjusted price performance.

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06

Income

Dividends, free cash flow and shares bought back or issued.

Income

Shareholder Yield

Dividend yield plus the net effect of shares bought back or issued.

Shareholder yield adds dividend yield and net buyback yield. The list is ordered by that combined figure and does not add a separate financial-strength test.

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Income

High Yield

Dividend yield of at least 3% with free-cash-flow yield of at least 4%.

The screen applies the stated dividend and free-cash-flow yield thresholds. The company page shows the underlying cash and balance-sheet figures.

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07

Universe

Screens built for stated large-, small- or micro-company groups.

Universe

Market Leaders

Above-average market value, shares, cash flow per share and revenue; utilities excluded.

Companies must exceed the market averages for market value, shares outstanding, cash flow per share and revenue. Utilities are excluded.

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Universe

Tiny Titans

Companies valued at $25 million to $250 million, with low price to sales and positive price performance.

This screen applies the stated market-value, price-to-sales and price-performance rules. Micro-companies can have limited liquidity, sparse coverage and large price moves.

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Universe

Small Cap Value

Small and micro-companies with a high value rank and a Piotroski F-Score test.

The screen combines the stated company-size range with a high relative value rank and the required Piotroski F-Score. Liquidity and funding risk still need checking.

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08

Defensive

Companies with lower measured price variability and a positive price floor.

Defensive

Low Volatility

The lowest one-year volatility readings among companies with positive price performance.

The list starts with companies whose completed price performance is positive, then orders them from lower to higher one-year volatility.

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Evidence context