New Screeners and Watchlists

February 2, 2022 Printer Friendly Printer Friendly

Introduction

We created some new screeners and watchlists that we think will be of interest to the Stock Rover community.

Each screener, when run, will generate a list of tickers that corresponds to the screeners mission in life. For example, finding the top 25 stocks in the S&P 500 by dividend growth.

Each watchlist contains an interesting set of tickers along a specific theme. They form a good starting point from which promising investment candidates can be developed.

New Screeners

Any of the Screeners listed below can easily be imported into your Stock Rover account from the Stock Rover Investor’s Library as shown in the screenshot below.

Note: The screeners listed below require a Premium, or in some cases a Premium Plus Stock Rover account. The Plan column in the following screenshot shows the required plan.

Screener Import from the Library

Top 25 S&P 500 Dividend Growers

The 25 fastest dividend growers in the S&P 500, looking at a weighted average of the dividend growth rates for the 1 year period through the 10 year period, as well as expected future dividend growth rates. A minimum yield of 1.5% and a payout ratio of less than 75% is required to pass the screener.

Top 25 S&P 500 Revenue Growers

The 25 fastest revenue growers in the S&P 500, looking at a weighted average of the revenue growth rates for the 1 year period through the 10 year period. Also a minimum of 3% future expected revenue growth for the current year and the next is required to pass the screener.

Top 50 Dividend Growers

The 50 fastest dividend growers across all North American exchanges, looking at a weighted average of the dividend growth rates for the 1 year period through the 10 year period, as well as expected future dividend growth rates. A minimum yield of 1.5% and a payout ratio of less than 50% is required to pass the screener. Additionally the company must have a market cap of at least 5 billion dollars.

Top 50 Revenue Growers

The 50 fastest revenue growers across all North American exchanges, looking at a weighted average of the revenue growth rates for the 1 year period through the 10 year period. Also a minimum of 3% future expected revenue growth for the current year and the next is required to pass the screener. Finally all passing companies must have a market cap that exceeds 5 billion dollars.

ETF Top 25 by Size

Find the top 25 ETFs by largest market cap.

ETF Top 25 by Volume

Find the top 25 ETFs by largest trading volume.

The 15 Largest REITs by Market Cap

Select the 15 Largest REITs by Market Cap from the Real Estate Sector.

The 20 Largest MLPs by Market Cap

Select the 20 Largest MLPs by Market Cap from the Oil & Gas Midstream Industry of the Energy Sector.

New Watchlists

Similar to the Screeners, any of the new Watchlists listed below can easily be imported into your Stock Rover account from the Stock Rover Investor’s Library as shown in the screenshot below.

Watchlist Import from the Library

Best S&P 500 Performers Jul 2021 to Jan 2022

The best 25 S&P 500 Performers for the period July 1st 2021 to January 31st 2022.

Worst S&P 500 Performers Jul 2021 to Jan 2022

The worst 25 S&P 500 Performers for the period July 1st 2021 to January 31st 2022.

Novy-Marx Quality

These stocks were found with the Novy-Marx Quality screener, which looks for quality stocks as measured by gross profits over total assets, momentum as measured by 1 year price change and value as measured by low price to book ratios. This screener also filters out stocks with very low market caps and trading volumes. These were the top 50 stocks returned when run on January 29th, 2022

Dogs of the Dow

The 10 highest yielding dividend stocks in the Dow Jones 30, otherwise known as the Dogs of the Dow. As of January 29th, 2022.

Top 25 S&P 500 Dividend Growers

The 25 fastest dividend growers in the S&P 500, looking at a weighted average of the dividend growth rates for the 1 year period through the 10 year period, as well as expected future dividend growth rates. A minimum yield of 1.5% and a payout ratio of less than 75% is required to be included in the watchlist. As of January 29th, 2022.

Top 25 S&P 500 Revenue Growers

The 25 fastest growing S&P 500 companies by revenue growth, looking at a weighted average of the revenue growth rates for the 1 year period through the 10 year period. As of January 29th, 2022.

Top 50 Dividend Growers

The 50 fastest dividend growers across all North America exchanges, looking at a weighted average of the dividend growth rates for the 1 year period through the 10 year period, as well as expected future dividend growth rates. A minimum yield of 1.5% and a payout ratio of less than 50% is required to be included in the watchlist. Additionally the company must have a market cap of at least 5 billion dollars. As of January 29th, 2022.

Top 50 Revenue Growers

The 50 fastest revenue growers across all North American exchanges, looking at a weighted average of the revenue growth rates for the 1 year period through the 10 year period. Also a minimum of 3% future expected revenue growth for the current year and the next is required to be included in the watchlist. Finally all passing companies must have a market cap that exceeds 5 billion dollars. As of January 29th, 2022.

Fifteen Large REITS

Fifteen of the largest REITs by market cap as of January 29th, 2022.

The Big Twenty of MLPs

Twenty of the largest MLPs (Master Limited Partnerships) by market cap as of January 29th, 2022.

Top 25 ETFs by Market Cap

The Top 25 ETFs by Market Cap as of January 29th, 2022.

Top 25 ETFs by Volume

The Top 25 ETFs by trailing three month average daily shares traded as of January 29th, 2022.




Comments

Avrohm Faber says:

Thanks for all of these. It’s good to have a starting point, to take off from.
Avrohm Faber

Mel Turetzky says:

My feeling is that a screener should give us a lot more than the “top” of something. The top today is the bottom tomorrow. A screener should include a lookback and a look ahead period to compare its potential usefulness. For example:
For the period (say) 1/1/2019 -1/1/21 list the stocks with P/E 2-5% below the S&P 500
From that list derive those stocks that exceeded the returns of the S&P
Now examine these stocks in the period 1/1/21-1/1/22 and select that group that again exceeded the returns of the S&P..

That is my simple minded example and I hope it illustrates my point
Mel Turetzky

Dave says:

SR need to be able to back test there screens on a daily basis for at least 10 years. I can with my own system at home. Your site is slick and has a wealth of info, but I am not using a ‘method’ unless I can back test it!

Kos Mich says:

Totally agree!!!!

Erik Kristenson says:

I’d love to have a ‘time machine’ option to these screens. I want to enter a specific date in the past, and then run the screen. That would give me a much better feeling as to the usefulness of a given screen.

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