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Sabrient Quantitative Investment Research
Best Performing Filters: May 2008

These are the best performing Sabrient filters -- by style within each market cap -- for the month of May 2008 (for the June newsletter).


Click here for filter definitions.

LARGE-CAPS

Value:
Cash Flow vs. Valuation Filter
GARP Filter
Financial Quality Filter

Growth:
Earnings Strength Filter
Composite Growth Filter
Cash Flow vs. EPS Filter

Momentum:
Group Momentum Filter
Triple Rank Filter
Momentum Rank Change Filter

MID-CAPS

Value:
GARP Filter
Cash Flow vs. Valuation Filter
Financial Quality Filter

Growth:
Consistency Filter
Earnings Strength Filter
Analysts' Change Filter

Momentum:
Group Momentum Filter
Momentum Rank Change Filter
Price Momentum Filter

SMALL-CAPS

Value:
Turnaround Filter
GARP Filter
Cash Flow vs. Valuation Filter

Growth:
Earnings Strength Filter
Consistency Filter
Analysts' Change Filter

Momentum:
Group Momentum Filter
Triple Rank Filter
Momentum Rank Change Filter

MICRO-CAPS

Value:
Cash Flow vs. Valuation Filter
GARP Filter
Financial Quality Filter

Growth:
Cash Flow vs. EPS Filter
Earnings Strength Filter
Composite Growth Filter

Momentum:
Group Momentum Filter
Earnings Momentum Filter
Momentum Rank Change Filter

Click here for filter definitions.