Trend Value w/F-SCORE 2-7-19
More for personal consumption.
This List is more for my own personal consumption. I used to be a mechanical investor, dabbled in LTBH and now returning to my roots. Use this list at your own risk. I read an article on Seeking Alpha using a combination of using O'Shaughnessy's trending value with Piotroski's F-Score. https://seekingalpha.com/article/2941736-use-oshaughnessys-screen-to-find-value
I have a R-stat script that reads exported data from AAII. It creates the all stock list by removing inflation adjusted market cap of $150 million (1995 dollars). Current minimum is $246 million. Rest is calculating Trending value stocks, keep the top 10% in Value Composite 2 stocks. Sort by 26 week price change then remove all stocks that do not have an F-Score of 7, 8 or 9. I will put of the script later for review.
TICKER |
COMPANY |
SMG_DESC |
PRCHG_26W |
MKTCAP |
FSCORE_12M |
|---|---|---|---|---|---|
ELP |
Companhia Paranaense de Energi |
59 - Utilities |
61.08 |
2521.8 |
8 |
REGI |
Renewable Energy Group Inc |
50 - Energy |
57.54 |
1057.8 |
7 |
SBS |
Companhia de Saneamento Bsc DE |
59 - Utilities |
57.35 |
8020.7 |
7 |
SBH |
Sally Beauty Holdings, Inc. |
53 - Consumer Cyclicals |
26.79 |
2271.1 |
7 |
NRP |
Natural Resource Partners LP |
50 - Energy |
24.09 |
481.3 |
7 |
OFG |
OFG Bancorp |
55 - Financials |
21.9 |
1015.6 |
7 |
CHL |
China Mobile Ltd. (ADR) |
58 - Telecommunications Services |
19.58 |
217635.5 |
7 |
VIV |
Telefonica Brasil SA (ADR) |
58 - Telecommunications Services |
13.76 |
21686.1 |
7 |
XRX |
Xerox Corp |
57 - Technology |
12.76 |
6905.4 |
8 |
SCVL |
Shoe Carnival, Inc. |
53 - Consumer Cyclicals |
12.3 |
560.9 |
7 |
UAL |
United Continental Holdings In |
52 - Industrials |
9.68 |
24374.7 |
8 |
DKS |
Dicks Sporting Goods Inc |
53 - Consumer Cyclicals |
6.64 |
3623.4 |
8 |
OSK |
Oshkosh Corp |
52 - Industrials |
4.06 |
5310.9 |
8 |
CLF |
Cleveland-Cliffs Inc |
51 - Basic Materials |
2.69 |
3120.3 |
7 |
MTH |
Meritage Homes Corp |
53 - Consumer Cyclicals |
2.2 |
1807.3 |
7 |
CAH |
Cardinal Health Inc |
54 - Consumer Non-Cyclicals |
1.48 |
14956.7 |
8 |
ARW |
Arrow Electronics, Inc. |
57 - Technology |
1.15 |
6654.7 |
7 |
HPE |
Hewlett Packard Enterprise Co |
57 - Technology |
0.5 |
22225 |
7 |
TSU |
TIM Participacoes SA (ADR) |
58 - Telecommunications Services |
0.37 |
8299.9 |
7 |
IMKTA |
Ingles Markets, Incorporated |
54 - Consumer Non-Cyclicals |
0.04 |
593.6 |
7 |
MBT |
Mobil'nye Telesistemy PAO (ADR |
58 - Telecommunications Services |
-0.47 |
8073.4 |
7 |
ALLY |
Ally Financial Inc |
55 - Financials |
-0.86 |
11000.4 |
7 |
SKM |
SK Telecom Co Ltd (ADR) |
58 - Telecommunications Services |
-0.86 |
18814.9 |
7 |
KT |
KT Corp (ADR) |
58 - Telecommunications Services |
-1.52 |
6692.7 |
7 |
BP |
BP plc (ADR) |
50 - Energy |
-2.47 |
144464.7 |
7 |
TICKER |
COMPANY |
SMG_DESC |
PRCHG_26W |
MKTCAP |
FSCORE_12M |
ELP |
Companhia Paranaense de Energi |
59 - Utilities |
61.08 |
2521.8 |
8 |
REGI |
Renewable Energy Group Inc |
50 - Energy |
57.54 |
1057.8 |
7 |
SBS |
Companhia de Saneamento Bsc DE |
59 - Utilities |
57.35 |
8020.7 |
7 |
SBH |
Sally Beauty Holdings, Inc. |
53 - Consumer Cyclicals |
26.79 |
2271.1 |
7 |
NRP |
Natural Resource Partners LP |
50 - Energy |
24.09 |
481.3 |
7 |
OFG |
OFG Bancorp |
55 - Financials |
21.9 |
1015.6 |
7 |
CHL |
China Mobile Ltd. (ADR) |
58 - Telecommunications Services |
19.58 |
217635.5 |
7 |
VIV |
Telefonica Brasil SA (ADR) |
58 - Telecommunications Services |
13.76 |
21686.1 |
7 |
XRX |
Xerox Corp |
57 - Technology |
12.76 |
6905.4 |
8 |
SCVL |
Shoe Carnival, Inc. |
53 - Consumer Cyclicals |
12.3 |
560.9 |
7 |
UAL |
United Continental Holdings In |
52 - Industrials |
9.68 |
24374.7 |
8 |
DKS |
Dicks Sporting Goods Inc |
53 - Consumer Cyclicals |
6.64 |
3623.4 |
8 |
OSK |
Oshkosh Corp |
52 - Industrials |
4.06 |
5310.9 |
8 |
CLF |
Cleveland-Cliffs Inc |
51 - Basic Materials |
2.69 |
3120.3 |
7 |
MTH |
Meritage Homes Corp |
53 - Consumer Cyclicals |
2.2 |
1807.3 |
7 |
CAH |
Cardinal Health Inc |
54 - Consumer Non-Cyclicals |
1.48 |
14956.7 |
8 |
ARW |
Arrow Electronics, Inc. |
57 - Technology |
1.15 |
6654.7 |
7 |
HPE |
Hewlett Packard Enterprise Co |
57 - Technology |
0.5 |
22225 |
7 |
TSU |
TIM Participacoes SA (ADR) |
58 - Telecommunications Services |
0.37 |
8299.9 |
7 |
IMKTA |
Ingles Markets, Incorporated |
54 - Consumer Non-Cyclicals |
0.04 |
593.6 |
7 |
MBT |
Mobil'nye Telesistemy PAO (ADR |
58 - Telecommunications Services |
-0.47 |
8073.4 |
7 |
ALLY |
Ally Financial Inc |
55 - Financials |
-0.86 |
11000.4 |
7 |
SKM |
SK Telecom Co Ltd (ADR) |
58 - Telecommunications Services |
-0.86 |
18814.9 |
7 |
KT |
KT Corp (ADR) |
58 - Telecommunications Services |
-1.52 |
6692.7 |
7 |
BP |
BP plc (ADR) |
50 - Energy |
-2.47 |
144464.7 |
7 |
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