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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
Search markets
Search by ticker symbol or company name and select a result to open its chart.
Sharemaestro
Send a message
Ask a question, report a correction, or send a publisher/support note.
Cookie preferences
Essential cookies keep Sharemaestro secure and working. Choose whether we may use optional persistent analytics and advertising technologies. Limited cookieless server measurement continues for aggregate traffic and security.