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Sabrient Quantitative Investment Research
Best Performing Filters: November 2007

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


Click here for filter definitions.

LARGE-CAPS

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

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

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

MID-CAPS

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

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

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

SMALL-CAPS

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

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

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

MICRO-CAPS

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

Growth:
Consistency Filter
Cash Flow vs. EPS Filter
Earning Strength Filter

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

Click here for filter definitions.