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Sabrient Quantitative Investment Research
BEST FILTERS:  MAY 2009

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


Click here for filter definitions.

LARGE-CAPS

Value:
Price Trend Filter
Turnaround Filter
Primary Value 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
Turnaround 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:
Primary Value Filter
Price Trend Filter
Turnaround Filter

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

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

MICRO-CAPS

Value:
Price Trend Filter
Primary Value Filter
Financial Quality Filter

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

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


Click here for filter definitions.