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Sabrient Quantitative Investment Research
BEST FILTERS: August 2007

These are the best performing Sabrient filters for the month of August (for the September newsletter), by style within each market cap.


Click here for filter definitions.

LARGE-CAPS

Value:
Cash Flow vs. Valuation Filter
GARP Filter
Price Trend Filter

Growth:
Cash Flow vs. EPS Filter
Composite Growth Filter
Earnings Strength Filter

Momentum:
Price Momentum Filter
Momentum Rank Change Filter
Group Momentum Filter

MID-CAPS

Value:
Cash Flow vs. Valuation Filter
GARP Filter
Financial Quality Filter

Growth:
Consistency Filter
Earnings Strength Filter
Cash Flow vs. EPS Filter

Momentum:
Group Momentum Filter
Price Momentum Filter
Triple Rank Filter

SMALL-CAPS

Value:
GARP Filter
Primary Value Filter
Financial Quality Filter

Growth:
Consistency Filter
Earnings Strength Filter
Analysts Change Filter

Momentum:
Triple Rank Filter
Momentum Rank Change Filter
Price Momentum Filter

MICRO-CAPS

Value:
Financial Quality Filter
Valuation Ratios Filter
Cash Flow vs. Valuation Filter

Growth:
Consistency Filter
Composite Growth Filter
Cash Flow vs. EPS Filter

Momentum:
Momentum Rank Change Filter
Price Momentum Filter
Earnings Momentum Filter

Click here for filter definitions.