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

LARGE-CAPS  

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.

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.

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

MID-CAPS  

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

Group Momentum
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.

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.

SMALL-CAPS  

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.

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.

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

MICRO-CAPS  

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

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.