Based on extensive backtesting, these are the best-performing Sabrient filters, by market cap, for the month of June 2006. These filters substantially outperformed their index benchmarks during the past three months and indicate what the market is rewarding in July 2006.

LARGE-CAPS  

Composite Growth Filter
The Composite Growth Filter includes long-term and short-term factors related to earnings, cash flow and revenue growth.

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

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.

MID-CAPS  

Composite Growth Filter
The Composite Growth Filter includes long-term and short-term factors related to earnings, cash flow and revenue growth.

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.

Earnings Strength Filter
The Earnings Strength Filter seeks stocks with favorable earnings trends by measuring short-term and long-term earnings history, short and long-term earnings projections, as well as percentage change in both over the short term.

SMALL-CAPS  

Consistency Filter
The Consistency Filter measures various earnings trends, along with short-term revenue growth. High scores are given to stocks that exhhibit a smooth expansion in earnings and notable short-term revenue growth.

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.

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.

MICRO-CAPS  

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.

Earnings Strength Filter
The Earnings Strength Filter seeks stocks with favorable earnings trends by measuring short-term and long-term earnings history, short and long-term earnings projections, as well as percentage change in both over the short term.

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.