The selection of equities, listed on NYSE and NASDAQ, is updated dynamically by machine learning at market closure every night
Long-term and total debt filters characterize prudent management
- Financial Leverage, which measures each firm's ability to meet its long-term debt obligations relative to shareholder equity, targets firms lower - or at most equal to a broad sample of 1200 US listed companies
- Companies are also singled-out for their ability to pay down total debt, in terms of generated income (EBIDA)
Performance - cumulatively from the past week, the past month and for every quarter to the full year - is screened for above average trends
Risk exposure might be above average, but companies ranking highest in volatility are not considered
The Analytics tab provides insights on the valuation gap between peers
Rank the selection by sector and enter valuation ratios such as P/E, P/B, P/CF, ROE, ROIC, Net Margin... to highlight differences
iShares Edge MSCI USA Quality Factor ETF