Based on extensive backtesting, these Sabrient filters substantially outperformed their index benchmarks during the past three months and indicate the kinds of qualities the market is rewarding, per style within each market cap, in June 2007. (Previously, we listed just the top 3 filters per market cap.)
Click here for filter definitions.
LARGE-CAPS
Value:
GARP Filter
Cash Flow vs. Valuation Filter
Valuation Ratios Filter
Growth:
Cash Flow vs. EPS Filter
Earnings Strength Filter
Analysts Change Filter
Momentum:
Earnings Momentum Filter
Price Momentum Filter
Triple Rank Filter
MID-CAPS
Value:
GARP Filter
Cash Flow vs. Valuation Filter
Financial Quality Filter
Growth:
Earnings Strength Filter
Analysts Change Filter
Cash Flow vs. EPS Filter
Momentum:
Earnings Momentum Filter
Triple Rank Filter
Momentum Rank Change Filter
SMALL-CAPS
Value:
Valuation Ratios Filter
Cash Flow vs. Valuation Filter
GARP Filter
Growth:
Composite Growth Filter
Earnings Strength Filter
Cash Flow vs. EPS Filter
Momentum:
Triple Rank Filter
Earnings Momentum Filter
Price Momentum Filter
MICRO-CAPS
Value:
Valuation Ratios Filter
GARP Filter
Cash Flow vs. Valuation Filter
Growth:
Composite Growth Filter
Cash Flow vs. EPS Filter
Earnings Strength Filter
Momentum:
Earnings Momentum Filter
Triple Rank Filter
Momentum Rank Change Filter
Click here for filter definitions.