Stock Screener

Strategies: 📈 Momentum Portfolio

⌕

Sector

Industry

Market Cap

Country

Dividend Yield

P/E TTM

Forward P/E

PEG

P/FCF

EV/EBITDA

P/S

FCF Yield

Net Debt/EBITDA

Gross Margin

Operating Margin

Net Margin

EBITDA Margin

ROIC

ROE

Income Quality

Revenue Growth YoY

EPS Growth YoY

Revenue CAGR 5Y

EPS CAGR 5Y

Altman Z-Score

Piotroski F-Score

Current Ratio

Debt/Equity

Interest Coverage

Payout Ratio

Value-Trap Flags

RPO / Revenue

R&D / Revenue

Lease Burden

Pension Status

52W Return

Beta max

Beta min

Days to Cover max

Days to Cover min

TCF Score

Business Quality

Valuation Score

Risk Score

Momentum Score

Academically proven factor combinations — learn more →

Momentum Alpha 12-1 Price + EPS Surprises + EPS Growth

Defensive Alpha Quality + Low Beta + Low Vol + Interest Cov

Value + Momentum Valuation Score + 12-1 Momentum + FCF Yield

Compounder FCF Yield + Earnings Quality + Rev CAGR 5Y

Loading screener data…

The TCF Score measures business health and reporting quality — not expected returns. We backtested our own score point-in-time since 2016: the top quintile did not beat the S&P 500. A high rank is a diagnosis, not a buy list. See the full backtest →