We recently added 6 new public screens which demonstrate some of the more advanced capabilities of the Screener and the Portfolio123 functions. Hopefully you will find them interesting and get some ideas you can use in your screens.
Estimate Revisions and Surprises
This screen is using factors related to increases in analyst Sales and EPS estimates as well as quarterly Sales and EPS 'surprises'. It demonstrates the power of using the SetVar() and Avg() functions to filter stocks based on the average from multiple FRank() rules rather than filtering on each individual rule.
Europe - Value Momentum
Typical value, momentum and growth rules but also includes some tips on working with semiannual data that is common in Europe.
Mohanram GScore
The G-Score, developed by academic researcher Partha S. Mohanram, evaluates highly valued stocks, also known as "low book to market" stocks, based on various growth criteria.
Small and Micro Cap Focus
Screen using the 'Small and Micro Cap Focus' ranking system which is used in the Portfolio123 live strategy called Small Cap Focus.
Tiny Titans
Improved version of the screen by James O’Shaughnessy.
Weighted Value
Find value stocks using the average FRank() from 3 valuation factors where the numerator in the valuation ratios contains formulas which calculate the weighted sum from the last 4 quarters with more weight given to the more recent quarters.