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FatAlpha

Investing website that displays stock ideas, opinions and my strategies.

Stock Screens

Articles and posts are Stock Screens and outputs can be found here.  Feel free to use the output to find potential investment opportunities!

Benjamin Graham Screen Gives These 6 stocks

March 21, 2018 By Sophocles Sophocleous

In John Reese's book "The Guru Investor", he shows a stock screen based on Benjamin Graham's philosophies.  A backtest of the screen produced a 20% return versus 4% for the S&P 500 over the 2003-2008 period.  The screen rules are: All stocks except technology Sales > $340 million Current ration > 2 (less than 2 only if its a utility or telecom) Long-term … [Read more...]

This Magic Formula Stock is Up 15%+ Pre-Open!

March 8, 2018 By Sophocles Sophocleous

I'm a fan of using screens to scan the universe for opportunities.  One very popular screen is Joel Greenblatt's 'Magic Formula' which he talks about in his best selling book "The Little Book that Beats the Market".  Express Scripts (ESRX) is one of the stocks given by the screen and is up more than 15% before the market opens today.  This is because it was just announced that … [Read more...]

Buyer Beware: Your Screen Could Be Working Against You

May 15, 2015 By Sophocles Sophocleous

Summary Use of model/screens can be helpful but have both advantages and disadvantages. Some of the disadvantages are: incorrect data, value traps, falling knives, high concentrations, etc. An important but ignored problem is that of incorrect data. Even Bloomberg gets it wrong! Examples from author's personal experiences highlight the issues investors should keep … [Read more...]

O’Shaughnessy’s Value Composite Model

February 28, 2015 By Sophocles Sophocleous

Last month, I did a review of O'Shaughnessy investment classic "What Works on Wall Street".  It’s only fitting that this month I present one of O'Shaughnessy’s multi-factor models.  This can easy be used as a starting point to find a potential investment.   After running the model, an investor can do traditional bottoms-up analysis to pick the best opportunities.  Or even apply … [Read more...]

Use O’Shaughnessy’s Screen To Find Value

February 23, 2015 By Sophocles Sophocleous

Summary O'Shaughnessy's book "What Works on Wall Street" backtests single and multi-factor models. Rather than using a single factor (eg. P/E), you can improve performance by using O'Shaughnessy's composite model. This is an efficient way for an investor to generate investment ideas. An investor can overlay an additional model as a further filter such as Piotroski's … [Read more...]

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fatalpha.com is not operated by a broker, a dealer, a registered investment adviser, or a regulated entity. Under no circumstances does any information posted represent a recommendation to buy or sell a security. In no event shall fatalpha.com, Sophocles Sophocleous, FATALPHA LTD, or any affiliates or associates be liable to any member or guest for any damages of any kind arising out of the use of any content available on the website. Past performance is a poor indicator of future performance. All the information on this site and any related materials is not intended to be, nor does it constitute investment advice or recommendations. All materials and information you obtain here are exclusively for informational purposes and does not constitute an offer or solicitation to provide any investment services to investors based in the U.S. or elsewhere.

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Disclaimer

fatalpha.com is not operated by a broker, a dealer, a registered investment adviser, or a regulated entity. Under no circumstances does any information posted represent a recommendation to buy or sell a security. In no event shall fatalpha.com, Sophocles Sophocleous, FATALPHA LTD, or any affiliates or associates be liable to any member or guest for any damages of any kind arising out of the use of any content available on the website. Past performance is a poor indicator of future performance. All the information on this site and any related materials is not intended to be, nor does it constitute investment advice or recommendations. All materials and information you obtain here are exclusively for informational purposes and does not constitute an offer or solicitation to provide any investment services to investors based in the U.S. or elsewhere.

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Sophocles Sophocleous

A Fulbright scholar and Chartered Financial Analyst, has been active in the global financial markets since 1999. This website displays his personal thoughts and views. Read More…

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