Seven rule-based screens — Graham, Magic Formula, and more — run nightly across nearly 5,000 stocks from SEC filings. No hype, no black box: every match comes with the arithmetic that got it there.
Price / MinValue (MRQ) of 0.71 sits at or below the cheapest quartile of the 4,977-ticker universe (threshold ≤ 0.84), and the company passes the Solvency check (Total Assets $8.4B > Total Liabilities $7.1B).
The whole thing is mechanical — same rules applied to every ticker, every night. Nothing here is a recommendation from a person.
Balance sheet, income statement, and cash flow figures for the S&P 500, Russell 2000, and the rest of NYSE and Nasdaq — straight from each company's own SEC filings.
Seven named strategies and an open-ended filter builder, all working off the same 133 columns of fundamentals, price history, and moving averages.
Every match explains itself in plain English — the exact ratio, the exact threshold, and the numbers behind both. Click through for the full quarterly grid.
Rooted in decades-old value-investing frameworks. A couple are approximated where this dataset doesn't carry every original input — each one says exactly where and why.
Graham's classic "cigar butt" screen: market cap trading below 67% of net current asset value (current assets minus total liabilities). If the company folded tomorrow, the leftovers alone would be worth more than the stock.
Our own headline metric — price against a conservative per-share value built from equity, cash flow, and dividends — restricted to the cheapest quartile of solvent companies.
Greenblatt's combined rank of earnings yield and return on equity. Substitutes net income/enterprise value and ROE for true EBIT/EV and ROIC, since fixed-asset detail isn't in this dataset.
Size, liquidity, earnings stability, valuation, and dividend checks in the spirit of Graham's defensive-investor screen. Checks one year of positive earnings rather than his original five-to-ten.
Yield of 2%+ , cash flow covering interest three times over, and genuinely positive free cash flow. Named "quality," not "growth" — no multi-year history here to prove a trend.
High return on equity paired with conservative leverage. Uses total liabilities over total assets as a stand-in for debt/equity, which isn't a column this dataset exposes directly.
A recent golden cross or breakout above the 50- or 200-day average, within 10% of the 52-week high. The one screen here that's about price action, not the balance sheet.
Every strategy runs for everyone. Upgrading is about seeing the whole list instead of the top of it.