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Sabrient Quantitative Investment Research
Best Performing Filters: December 2008

These are the best performing Sabrient filters -- by style within each market cap -- for the month of December 2008 (for the January 2009 newsletter).


Click here for filter definitions.

LARGE-CAPS

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

Growth:
Analysts' Change Filter
Consistency Filter
Cash Flow vs. EPS Filter

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

MID-CAPS

Value:
Valuation Ratios Filter
Financial Quality Filter
Price Trend Filter

Growth:
Consistency Filter
Analylsts' Change Filter
Composite Growth Filter

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

SMALL-CAPS

Value:
Cash Flow vs. Valuation Filter
Primary Value Filter
Valuation Ratios Filters

Growth:
Consistency Filter
Analysts' Change Filter
Earnings Strength Filter

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

MICRO-CAPS

Value:
Cash Flow vs. Valuation Filter
GARP Filter
Valuation Ratios Filters

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

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


Click here for filter definitions.