Intrinsic value stock screener

CriteriaMinMax
Upside/downside potential, %  
Market cap, US$ mln
Revenue, US$ mln
Revenue growth rate, %
Price-to-earnings (P/E) ratio
Dividend yield, %
Price to book
Price to sales
Sales to assets
Debt-to-equity ratio
Return on assets (ROA), %      
Return on equity (ROE), %
Net profit margin, %
Number of stocks
in the output
0

Backtesting

Here we show actual average one-year performance of stocks that would have been selected according to your screener input parameters at the start of the previous fiscal year for each stock. It is compared to the price change of the S&P500 index, which is calculated as the average of its performance over individual fiscal-year periods of each stock.

We use both early and quarterly financial statements in estimating intrinsic value of stocks. However, there is a problem with using historical quarterly financial statements: they are not backward-adjusted for acquisitions and disposals. Therefore, over-reliance on quarterly financial statements could lead to serious mistakes in intrinsic value calculations. Our own extensive backtesting of stock valuation results lead us to a conclusion that the primary use of yearly financial statements in stock valuation is much more accurate in predicting future stock price performance, even though the intrinsic value is estimated basically just once a year and does not change till the next publication of yearly financial statements.