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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
 2,819.36  48.97  0.51 1.05 370,082
 ADUS 
Medical Care Facilities
Healthcare
NASDAQ
Mid
 2,076.83  111.27  -0.43 -0.38 207,436
 AES 
Utilities - Diversified
Utilities
NYSE
Large
 10,633  14.91  -0.01 -0.07 7,249,557
 AGM 
Credit Services
Financial Services
NYSE
Mid
 2,331.16  214.79  5.6 2.68 115,800
 AMN 
Medical Care Facilities
Healthcare
NYSE
Small
 1,418.68  36.63  0.77 2.15 887,173
 AMPH 
Drug Manufacturers - Specialty & Generic
Healthcare
NASDAQ
Small
 1,081.74  25.43  0.08 0.32 372,329
 ANF 
Apparel Retail
Consumer Cyclical
NYSE
Mid
 5,767.26  135.91  -0.45 -0.33 1,057,119
 APA 
Oil & Gas E&P
Energy
NASDAQ
Large
 15,184  43.68  0.34 0.78 3,965,016
 ARHS 
Specialty Retail
Consumer Cyclical
NASDAQ
Small
 1,451.54  10.24  0.37 3.75 2,786,642
 ARMK 
Specialty Business Services
Industrials
NYSE
Large
 14,651  55.55  0.96 1.76 1,887,576
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