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

LARGE-CAPS  

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

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.

GARP Filter
The GARP filter is a proxy for "growth at a reasonable price." A high score indicates a reasonable price for the growth potential; a low score suggests the growth potential may be overpriced.

MID-CAPS  

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.

GARP Filter
The GARP filter is a proxy for "growth at a reasonable price." A high score indicates a reasonable price for the growth potential; a low score suggests the growth potential may be overpriced.

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

SMALL-CAPS  

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.

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.

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.

MICRO-CAPS  

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

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.