sniffing for value with stock screens
Both screens are usuall updated near the first of each month BUT check the date at the top of the spreadsheet.
dredging the value portfolio with a financial health screen
This financial health screen was developed by Joe Piotroski, Assistant Professor at the University of Chicago and former University of Michigan PhD student. The screen starts with the top 20% book-to-market firms and sorts them by a financial health index.
the multifactor valuedog screen
This screen combines the five market anomalies described in the research papers on this site. These include earnings surprise, pro forma exclusions, accruals, residual income valuation and financial health. Each gets equal weight in the screen, with the exception that the financial health screen gets double weight when it applies because its documented returns are approximately twice those of the other variables (this screen only applies to the top 20% of book-to-market firms).