Related Newsletter

Current Newsletter

Newsletter Archives

Sabrient Quantitative Investment Research
BEST FILTERS: June 2007

Based on extensive backtesting, these Sabrient filters substantially outperformed their index benchmarks during the past three months and indicate the kinds of qualities the market is rewarding, per style within each market cap, in June 2007. (Previously, we listed just the top 3 filters per market cap.)

Click here for filter definitions.

LARGE-CAPS

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

Growth:
Cash Flow vs. EPS Filter
Earnings Strength Filter
Analysts Change Filter

Momentum:
Earnings Momentum Filter
Price Momentum Filter
Triple Rank Filter

MID-CAPS

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

Growth:
Earnings Strength Filter
Analysts Change Filter
Cash Flow vs. EPS Filter

Momentum:
Earnings Momentum Filter
Triple Rank Filter
Momentum Rank Change Filter

SMALL-CAPS

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

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

Momentum:
Triple Rank Filter
Earnings Momentum Filter
Price Momentum Filter

MICRO-CAPS

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

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

Momentum:
Earnings Momentum Filter
Triple Rank Filter
Momentum Rank Change Filter

Click here for filter definitions.