Sabrient Filter Definition
Here are some of our most popular SmartFilters:
Analysts' Change Filter
The Analysts' Change Filter assesses recent revisions in the analysts’ earnings estimates.
Cash Flow vs. EPS Filter
The Cash Flow vs. EPS Filter measures long-term cash flow and free cash flow growth against long-term revenue growth and earnings consistency.
Cash Flow vs. Valuation Filter
The Cash Flow vs. Valuation Filter considers the absolute change of earnings growth, its price-to-earnings valuation, and strength of free cash flow.
Composite Growth Filter
The Composite Growth Filter includes long-term and short-term factors related to earnings, cash flow and revenue growth.
Composite Value Filter
The Composite Value Filter uses the core components of value investing, including fundamental ratios, historical earnings, consensus estimates, and long-term trend metrics.
Consistency Filter
The Consistency Filter measures various earnings trends, along with short-term revenue growth. High scores are given to stocks that exhibit a smooth expansion in earnings and notable short-term revenue growth.
Earnings Momentum Filter
The Earnings Momentum Filter scores stocks for rapid acceleration in earnings momentum over the past four quarters.
Earnings Strength Filter
The Earnings Strength Filter seeks stocks with favorable earnings trends by measuring short-term and long-term earnings momentum, as well as price and group momentum.
Financial Quality Filter
The Financial Quality Filter assesses a company's financial health, emphasizing cash flow, along with projections for bottom-line and recent top-line growth.
GARP Filter
The GARP Filter is a proxy for growth at a reasonable price. A high score indicates a reasonable price for the growth potential; a low score suggests the growth potential may be overpriced.
Group Momentum Filter
The Group Momentum Filter measures industry group performance in multiple periods with an emphasis on the last three months and serves as a proxy for broader market sentiment toward a group or niche.
Momentum Dynamics Filter
The Momentum Dynamics Filter measures EPS, price and group momentum over multiple time periods. In addition, this key momentum filter measures the flow of money into a stock and the change in that flow in the most recent 90 days.
Momentum Rank Change Filter
The Momentum Rank Change Filter measures short-term changes among key momentum measures, including earnings, price and group momentum.
Price Momentum Filter
The Price Momentum Filter is a short-term, performance-based filter that measures quarterly share price performance to highlight stocks with recent sharp price gains relative to other stocks.
Price Trend Filter
The Price Trend Filter uses a sophisticated statistical analysis to evaluate a stock's current price with respect to its long-term trend and to compare the result to the stock's core growth characteristics. A high score means the stock is below its long-term trend, especially in light of its earnings performance. A low score means the stock is above its long-term trend and may likely fall back to or below the mean.
Consistency Filter
The Primary Value Filter measures key growth and valuation ratios, both long-term and short-term.
Primary Value Filter
The Triple Rank Filter considers earnings momentum, price momentum and group momentum, along with a factor that measures the flow of money into a stock.
Turnaround Filter
The Turnaround Filter gives high scores to stocks that exhibit low relative valuations and relatively stagnant EPS growth over the last three years, but have favorable EPS projections that have not yet been rewarded by the market.
Valuation Ratios Filter
The Valuation Ratios Filter is a proxy for fundamental valuation, bestowing high Sabrient scores on stocks with low, and therefore favorable, valuation ratios such as price-to-earnings and price-to-sales.
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