2020 Another Great Year for the Liberated Stock Trader Beat the Market Screener
Investing with GARP – Growth at a Reasonable Price
The Liberated Stock Trader Beat the Market Screener
Value Investing with Stock Rover
A Tour of Stock Rover’s Screeners
The CAN SLIM Investment System
Rover Screener Improvements
Finding Your Perfect ETFs In Stock Rover
Quality at a Reasonable Price
The Magic of the Magic Formula
In an equation screener, what’s the difference between TTM and 1 Calendar Year Ago?
Can I screen the current table if my screener has custom equations?
How come my stock doesn’t pass the screener when it seems to meet the criteria?
Is it possible to perform a ranked screen using a custom metric?
How do I enable or disable tooltips for screeners?
What videos and webinars are useful for learning how to find and research stocks?
Are the screeners from Stock Rover screening webinars available?
Is there a community to share screeners?
Can you run a screen that compares metrics? (e.g. ROA > ROIC)
Will custom metrics work in a screener?
Find promising picks in the haystack with our highly flexible stock and ETF screeners. Our screeners run in an instant, and since Stock Rover screens thousands of stocks on up-to-the-minute data, you always get the most relevant results.
Stock Rover screeners are not limited to popular metrics such as P/E or EPS Growth. Instead you can screen using the investment strategies you prefer. You can decide if Growth, Value or Growth at a Reasonable Price (GARP) stocks are best. You can screen for Quality, Momentum, Dividend Growth or a myriad of other factors since the Stock Rover screener can screen on any combination of over 500 price, operational, financial, efficiency and ratings metrics. You can use current and/or historical values in your screeners.
Check out our blog post to see how to construct a screener. Or go to our library where we have over 130 pre-built screeners covering a wide range of investment strategies ready to go.
Select Screener criteria from over 500 financial metrics
If you haven’t sunk your teeth into ETFs before, they can be a great low-cost way to diversify your portfolio. Just as with stocks and mutual funds, there are a wide variety of choices. Our screener can help you wade through thousands of ETFs to find the handful that are suitable for your investing needs and style. Read more about finding ETFs by Morningstar rating, expense ratio, technical indicators here. Creating an ETF screener takes only a couple minutes but we also provide 16 out of the box screeners for criteria such as emerging markets or low expenses.
ETF Screeners can filter across almost 200 different metrics
Famous investors like Benjamin Graham, Peter Lynch and Joel Greenblatt have done the hard part devising investment strategies. Leverage their work with some of these screenable guru metrics.
Listing the S&P 500 stocks by Piotroski F-Score
The Piotroski score determines the financial strength of a company based on 9 criteria. Companies with a score of 8 or 9 are considered strong and a score between 0 and 2 indicates a weak company. The performance of F-Score screeners (and any others) can be compared in the table or charted over a custom time period:
Stocks with high F-Scores in 2018 outperformed the S&P 500 that year
The price to Graham Number ratio is a conservative valuation measure based on Benjamin Graham’s classic formula. The Graham Number is one of his tests for whether a company is undervalued and is computed as the square root of 22.5 times the tangible book value per share times the diluted continuing earnings per share. Any stock with a value less than 1.0 is considered undervalued.
The price to Peter Lynch Fair Value ratio is based on the famed investor’s valuation formula. It divides the price by the PEG rate times the 5-year EBITDA growth rate times continuing earnings per share. A stock with a value below 1.0 is considered undervalued.
This variation of Return on Capital takes Operating Income (a.k.a. EBIT) as a percent of Net Property Plant and Equipment plus Current Assets. It is used by Joel Greenblatt in his bestselling book The Little Book That Beats the Market.
This variation of earnings yield compares Operating Income (a.k.a. EBIT) to Enterprise Value. It is used by Joel Greenblatt in his bestselling book The Little Book That Beats the Market.
The Shiller P/E ratio or Cyclically Adjusted PE Ratio (CAPE Ratio) uses the 10-year inflation adjusted average earnings to compute a P/E ratio that spans the typical business cycle. Stock Rover will only compute this value if at least 7 years of historical data are available.
A statistical model for determining if the company’s earnings have a high probability of accounting manipulation. An M-Score rating over -1.78 suggests possible earnings manipulation. Professor Beneish found that investing in low M-Score stocks and shorting high M-Score stocks would have outperformed the market by about 15% over the 7-year period he studied.
This popular credit-strength measure aims to show how likely a company is to go bankrupt. Risky companies have a score below 1.8 and solid companies have a score of 3.0 or high. Financial institutions like banks are not scored.
The Yacktman Forward Rate of Return can be thought of as the return that investors buying the stock today can expect from it in the future. It is similar to earnings yield but uses the normalized free cash flow of the past seven years and adds in the 5 year growth rate.
The Sloan Ratio identifies companies with high accrual ratios, or high non-cash income or expenses. Sloan found that over a 40 year period buying low accrual companies and shorting high accrual one generated a return of more than twice the S&P 500. The ratio is computed by subtracting operating and investment cash flow from net income and dividing by total assets. If the result is between -10% and 10% the company is in the safe zone but if the result is greater than 25% or less than -25% earnings are likely to be made up of accruals. Accruals that continue across several quarters are a signal for doctored earnings.
Our Premium screener lets you add weight to criteria in order to generate a ranking of stocks, so you start searching at the top. You can also apply your weights to watchlists or screeners to see how the stocks in those populations stack up. Ranking is simple to set up and the results are powerful.
Ranking combines values into a composite score
Our Premium Plus screener allows you to write advanced custom equations and filter on historical data. For example, with freeform equations you can write a filter for stocks that have improved return on invested capital year over year. That’s just one example, but the possibilities are endless—this feature allows you to get highly specific and targeted.
Equation formula comparing historical values
Stock Rover provides a range of screening options to accommodate investors of all levels. Below are just a few examples, sign up for a free account to try them all.
This screen selects the 25 cheapest mid cap and large cap companies vs. their 5 year average considering the following metrics Price/Book, Price/Tangible Book, Price/Sales and Price/Earnings, each equally weighted.
Find companies that are inexpensive as valued by Free Cash Flow that are also consistently growing sales, operating income and earnings over a 5 year period.
Magic formula investing is a term referring to an investment technique outlined by Joel Greenblatt that uses the principles of value investing. This screen is similar to, but not exactly the same as Grenblatt’s sceen. Return on Invested Capital is used rather than Return on Capital. Also PE / Price is used rather than EBIT / EV for Earnings Yield.
This screener creates the relatively simple but powerful Novy-Marx Quality screener. It looks for quality 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.
A screener composed of Stock Rover price momentum metrics.
Large cap companies scoring an 8 or a 9 on Piotroski’s F score, a financial health metric. See our blog for details about this metric.
Screens for baseline quantitative criteria in the CAN SLIM strategy.
With over 130 screeners in the Stock Rover library, it is a snap to browse for a wide variety of exciting investment ideas.