What the Market Wants
(Current Issue)

Newsletter Archives

Sabrient Quantitative Investment Research
BEST FILTERS:  JUNE 2009

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


Click here for filter definitions.

LARGE-CAPS

Value:
Price Trend Filter
Primary Value Filter
Turnaround Filter

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

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

MID-CAPS

Value:
Price Trend Filter
Primary Value Filter
Financial Quality Filter

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

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

SMALL-CAPS

Value:
Price Trend Filter
Primary Value Filter
Turnaround Filter

Growth:
Composite Growth Filter
Analyst's Change Filter
Cash Flow vs. EPS Filter

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

MICRO-CAPS

Value:
Price Trend Filter
Primary Value Filter
Financial Quality Filter Growth:
Cash Flow vs. EPS Filter
Composite Growth Filter
Consistency Filter

Momentum:
Earnings Momentum Filter
Price Momentum Filter
Group Momentum Filter


Click here for filter definitions.