This screener leverages the best investor ever’s focus on Return on Equity, Net Profit Margin, Gross Margin, Operating Margin, Earnings Yield, Current Ratio, Long Term Debt to Equity, and Positive Earnings Growth.
Joel Greenblatt’s Magic Formula
The Magic Formula, as made famous by The Little Book That Beats the Market, is one of the simplest and most powerful strategies. It leverages Returns on Invested Capital and Earnings Yield to find companies with the best per dollar invested performance.
Piotroski’s F-Score
This strategy, inspired by the investing great Joseph Piotroski, looks at profitability, Liquidity/Leverage, and Operating Efficiency to find the best companies.
Peter Lynch
With this strategy, we focus on finding companies with strong Earning Growth relative to competitors that have not yet been pounced on by Institutional Investors as Peter Lynch did with his famous Magellan Fund.
Tiny Titans
This strategy is for premium members only, and it fuses Momentum and Value Investing to produce some of the best returns in the industry. When back-tested, it showed a 27.6% annualized return from 2000 to 2021.
| Screener | Since 2000 (annualized) | Past 5 yr annualized | Past Yr | Sharpe Ratio | Beta | Max Drawdown |
|---|---|---|---|---|---|---|
| Marcsten Large Cap | 3,674% (15.6%) | 10% | 11% | 0.94 | 0.54 | -36% |
| Warren Buffett | 6,504% (18.2%) | 25% | 33% | 0.78 | 1.07 | -39% |
| Greenblatt Magic Formula+ | 9,951% (20.2%) | 16% | 20% | 1.04 | 0.81 | -45% |
| Piotroski F-score+ | 28,143% (25.3%) | 32% | 39% | 1.06 | 0.86 | -59% |
| Peter Lynch | 8,838% (19.6%) | 17% | 26% | 0.83 | 1.07 | -57% |
| O'Shaughnessy Tiny Titans+ | 87,056% (31.3%) | 20% | 9% | 0.92 | 1.10 | -58% |
| S&P 500 (overall market) | 545% (7.2%) | 14% | 25% | 0.45 | 1.00 | -55% |
