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Sabrient Quantitative Investment Research
Best Performing Filters: September 2007

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

Click here for filter definitions.

LARGE-CAPS

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

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

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

MID-CAPS

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

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

Momentum:
Group Momentum Filter
Price Momentum Filter
Triple Rank Filter

SMALL-CAPS

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

Growth:
Consistency Filter
Earnings Strength Filter
Composite Growth Filter

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

MICRO-CAPS

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

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

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

Click here for filter definitions.