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James O'Shaughnessy Screen

 

The James O'Shaughnessy screen is inspired by the Cornerstone Growth strategy from What Works on Wall Street: a low price-to-sales ratio combined with positive earnings growth and strong relative strength. Cheap stocks can stay cheap for years, so requiring above-average price momentum over both three and six months favors undervalued companies the market has started to rediscover.

Criteria:
1.Exchange: NYSE, NASDAQ
2.Cap, mln Is Greater Than 250
3.EPS, 5-Year Growth, % Is Greater Than 0
4.Price / Sales Is Less Than 2
5.6-Month Relative Strength Is Above 50
6.3-Month Relative Strength Is Above 50
 
 
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   Symbol   Name   Industry   Sector   Exchange   Cap  Cap, mln  Last  Change  Change, %  Volume
 ABM 
Specialty Business Services
Industrials
NYSE
Mid
 2,924.28  49.63  -0.26 -0.52 277,873
 ACN 
Information Technology Services
Technology
NYSE
Large
 120,895  209.06  0.7 0.34 4,874,335
 ADUS 
Medical Care Facilities
Healthcare
NASDAQ
Mid
 2,113.18  114.33  0.07 0.06 101,602
 AES 
Utilities - Diversified
Utilities
NYSE
Large
 10,652  14.94  0.009999 0.07 5,586,048
 AGM 
Credit Services
Financial Services
NYSE
Mid
 2,321.72  203.90  -3.54 -1.71 109,302
 AMN 
Medical Care Facilities
Healthcare
NYSE
Small
 1,422.55  36.52  1.08 3.05 428,634
 AMPH 
Drug Manufacturers - Specialty & Generic
Healthcare
NASDAQ
Small
 1,102.16  26.62  0.81 3.14 269,255
 ANF 
Apparel Retail
Consumer Cyclical
NYSE
Mid
 5,999.8  142.58  1.17 0.83 1,002,015
 APA 
Oil & Gas E&P
Energy
NASDAQ
Large
 16,074  45.88  0.41 0.9 4,563,494
 APOG 
Building Products & Equipment
Industrials
NASDAQ
Small
 847.21  40.59  -0.18 -0.44 280,469
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