Value Stock Screen Q1 2011 Performance

Predefined Value Stock Screen Performances

I created these predefined value stock screens in order to keep a constant flow of ideas coming in and to somewhat automate my investment process. The best way to find truly original and off the wall ideas would be to go through every company starting from the A’s in the SEC database, but for  most people, this is unrealistic.

Through these screens, based off my own research and study, I hope to produce ideas that are not producible with just a free standard screener.

The screens are essentially the same as last year, except some parameters have been tweaked and adjusted to account for more realistic trading. A lot of the OTC stocks have been filtered out and I would like to do the same with the Chinese stocks , but that is a hard ask at the moment.

The most obvious point jumping out at me is the negative results of the insider buys and share buyback screen. Something I’ll have to look at and see why.

On the other hand, the CROIC and NNWC increasing stock screener is continuing last year’s outstanding performance where CROIC returned 44.9% and NNWC increasing returned 43.8%.

You can read more about the details of each screen from last year’s performance discussion.

User Interface Changes to Screeners

In case you have not checked out the new site design, the screener section has some changes.

The screens are now being displayed as an embedded spreadsheet so that you can easily copy and paste into your own spreadsheet.

  • Rayane

    Thank you for the post and thank you for this amazing site. What stock screener software do you use to derive those lists ?
    Thank you.

  • Hi Rayane,

    In order to keep the screens and the backend proprietary, I do not disclose how my screens work, but you can try to create your own screens through sites such as

  • mpstawa

    What’s the approach to calculating returns for the Screeners when comparing to the S&P index if the stocks in the screen continuously get changed?


  • The screener uses companies that pass the screen at the beginning of the date then calculates those returns. The screen then rebalances with new stocks and calculates the returns again. Done the same way as you would calculate your own portfolio when turning over stocks.

  • fanfan

    Hello Jae
    What is your opinion about chinese companies ? there are a lot of them passing value investing filters

  • You are better off eliminating them.
    The chinese stocks that do make the list are reverse mergers making them hard to filter out as they appear to be USA stocks according to the screens.

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