Stock Screening

So far it doesn’t look like there have been any studies that divide factor research into bull/bear or trend periods. If there are any readers that use Factset (especially in SoCal)and would like to collaborate, let me know.


I posted back in November a simple stock screen and the top picks it returned. Since that time they have returned 8% vs. -2.5% for the S&P. I’m not really a “post stock picks” type of guy (this blog is more about process and theory), but thought it was an interesting follow up. The best performer was Frontline (FRO) up 60%+ and the worst was Holly Corp (HOC) down about -25%.

What is it spitting out now? A pretty diverse group of shipping, electronics, fertilizers, REIT, housewares, engineering equipment, and egg producers.

Annaly Capital Management (NLY)
National Presto Industries (NPK)
Transocean (RIG)
Ampco-Pittsburgh (AP)
Cal-Maine Foods(CALM)
CF Industries Holdings(CF)
Frontline (FRO)
Western Digital (WDC)
Koninklijke Philips Electronics (PGH)