Based on extensive backtesting, these are the best-performing Sabrient filters, by market cap, for the month of January 2007. These filters substantially outperformed their index benchmarks during the past three months and indicate the kinds of qualities the market is rewarding in February 2007.

LARGE-CAPS  

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.

Triple Rank 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.

Earnings Momentum Filter
The Earnings Momentum Filter scores stocks for rapid acceleration in earnings momentum over the past four quarters.

MID-CAPS  

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.

Analysts' Change Filter
The Analysts' Change Filter assesses recent revisions in the analysts’ earnings estimates.

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.

SMALL-CAPS  

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.

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.

Group Momentum Filter
The Group Momentum Filter measures industry group performance in multiple periods with an emphasis on the last three months. It serves as a proxy for broader market sentiment toward a group or niche.

MICRO-CAPS  

Primary Value Filter
The Primary Value Filter measures key growth and valuation ratios, both long-term and short-term.

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 during the most recent 90 days.

Analysts' Change Filter
The Analysts' Change Filter assesses recent revisions in the analysts’ earnings estimates.