Factor Investing Screener
1. Configure Factor Criteria
Value Factors
Min:
Max:
Price-to-Earnings Ratio. Lower values typically indicate undervaluation.
Min:
Max:
Price-to-Book Ratio. Compares a company's stock price to its book value.
Min: %
Max: %
Annual dividends per share divided by share price. Higher values often sought by income investors.
Growth Factors
Min: %
Year-over-year Earnings Per Share growth. Higher values indicate stronger growth.
Min: %
Year-over-year Revenue growth. Indicates how fast a company is expanding its top-line sales.
Quality Factors
Min: %
Measures profitability in relation to shareholders' equity. Higher ROE indicates efficient use of equity.
Max:
Indicates the proportion of debt a company is using to finance its assets, relative to the value of shareholders' equity. Lower is generally better.
Min: %
The percentage of revenue left after deducting the cost of goods sold. Higher indicates more efficient production.
Momentum Factors
Min: %
Percentage gain over the last year. Higher indicates strong upward price momentum.
Min:
Max:
Relative Strength Index, an oscillator that measures the speed and change of price movements. Typically, 30 implies oversold, 70 implies overbought.
Size Factors
Min: $
Max: $
Total value of a company's outstanding shares. Often in millions or billions (e.g., 100M, 5B).
Low Volatility Factors
Max:
Measures a stock's volatility in relation to the overall market. Beta less than 1.0 indicates lower volatility than the market.
Max:
Measures the dispersion of a stock's returns around its average return. Lower values indicate lower volatility.
2. Enter Stock Data (Simulated)
**Data Format:** Each line represents one stock. Values should be comma-separated in the following order:
`Ticker, Company Name, P/E, P/B, Dividend Yield (%), EPS Growth (%), Revenue Growth (%), ROE (%), D/E Ratio, Gross Profit Margin (%), 1-Year Price Performance (%), RSI, Market Cap (USD), Beta, Standard Deviation`
Ensure numeric values are correct and percentages are as numbers (e.g., 10 for 10%).
Screening Results
| Ticker | Company Name | P/E | P/B | Div. Yield (%) | EPS Growth (%) | Revenue Growth (%) | ROE (%) | D/E Ratio | Gross Profit Margin (%) | 1-Yr Price Perf. (%) | RSI | Market Cap (USD) | Beta | Std Dev |
|---|