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Sabrient Quantitative Investment Research
Best Performing Filters: June 2008

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


Click here for filter definitions.

LARGE-CAPS

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

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

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

MID-CAPS

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

Growth:
Analysts' Change Filter
Composite Growth Filter
Earnings Strength Filter

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

SMALL-CAPS

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

Growth:
Composite Growth Filter
Analysts' Change Filter
Earnings Strength Filter

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

MICRO-CAPS

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

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

Momentum:
Group Momentum Filter
Momentum Rank Change Filter
Earnings Momentum Filter

Click here for filter definitions.