Skip to main content
This Board Has Moved

This board has been migrated to our new platform! Check out the new home page at or click below to go directly to the new Board on the new site.

Go to the New Site
Message Font: Serif | Sans-Serif
No. of Recommendations: 13
This screen uses only 3 criteria:

1) Stocks must be in the S&P500

2) The price to sales ratio must be lower than
the industry P/S ratio.

3) Take the top 5 stocks that have the highest
annual sales growth rate divided by the price/sales ratio.

Using the Zack backtester,
5 stocks, 4 week hold this screen had the following results for 2006:

CAGR of 38%
Win ratio of 85%
Drawdown of -2.2%

This was about double the return of the S&P over the same period.

Some current values from Zacks:

Using the same screen in the MSN free screener gives

Print the post Back To Top
No. of Recommendations: 1
I still can't seem to reproduce this in the VL universe. If anyone has a suggestion on the Radiscript for the screen please let me know.

MSN seems to have an issue with its S&P 500 list. NAV was removed as stated here:

New York, NY, December 15, 2006 – Standard & Poor’s will make the following changes to the S&P 500 and S&P SmallCap 600 indices after the close of trading on Tuesday, December 19, 2006:

• Terex Corp. (NYSE:TEX) will replace Navistar International Corp. (NYSE:NAV) in the S&P 500. Navistar’s common stock is scheduled to be delisted by the New York Stock Exchange prior to the open of trading on Wednesday, December 20.
Print the post Back To Top