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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  50.03  0.14 0.28 149,828
 ACN 
Information Technology Services
Technology
NYSE
Large
 120,895  207.45  -0.91 -0.44 2,431,040
 ADUS 
Medical Care Facilities
Healthcare
NASDAQ
Mid
 2,113.18  114.43  0.17 0.15 52,354
 AES 
Utilities - Diversified
Utilities
NYSE
Large
 10,652  14.92  -0.01 -0.07 4,117,155
 AGM 
Credit Services
Financial Services
NYSE
Mid
 2,321.72  205.25  -2.19 -1.06 79,620
 AMN 
Medical Care Facilities
Healthcare
NYSE
Small
 1,422.55  36.70  1.26 3.56 227,779
 AMPH 
Drug Manufacturers - Specialty & Generic
Healthcare
NASDAQ
Small
 1,102.16  26.68  0.87 3.37 144,354
 ANF 
Apparel Retail
Consumer Cyclical
NYSE
Mid
 5,999.8  142.26  0.85 0.6 658,517
 APA 
Oil & Gas E&P
Energy
NASDAQ
Large
 15,363  46.03  0.56 1.23 2,968,856
 APOG 
Building Products & Equipment
Industrials
NASDAQ
Small
 847.21  40.92  0.15 0.37 149,947
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