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Screener Strategies

Risk

Lowest risk exposure Above average net CFO / total Assets Reduced financial leverage

Quality

High Pietrovski-F score Above average 5 years ROIC Above average 6 months performance

Value

Below average price-to- book ratio Above average earnings yield Above average 6 months performance

Conservative

Below average risk exposure Above average 6 months performance

Growth

Strong 12 months capital expenditure Continuous sales growth(5years) Above average 12 months performance

Momentum

Low Max Drawdown Low volatility on semi-year With average or better performance over year

Results

Invest Selection Exclude non-Liquid Exclude Finance
Name Ticker Exchange Sector Industry Currency Cur.Price Mkt.Cap Perf. Vol. MDD
 
Blackstone Mortgage Trust BXMT NYSE Real Estate REITs Mortgage Loans USD 37.72 5.1 B 20.0% 10% -5%
Starwood Property Trust STWD NYSE Real Estate REITs & Diversified Real Estate USD 25.52 7.2 B 28.7% 11% -4%
Chimera Investment Corp. CIM NYSE Real Estate REITs & Diversified Real Estate USD 21.11 4.0 B 22.2% 12% -6%
MFA Financial MFA NYSE Real Estate REITs Mortgage Loans USD 7.88 3.6 B 19.2% 12% -8%
Duke Energy DUK NYSE Utilities Diversified Power Utilities USD 96.28 70 B 16.5% 12% -11%
Invesco Mortgage Capital IVR NYSE Real Estate REITs Mortgage Loans USD 17.36 2.5 B 19.7% 13% -10%
Eversource Energy ES NYSE Utilities Integrated Energy & Water Utilities USD 91.81 30 B 39.6% 13% -8%
AGNC Investment AGNC NASDAQ Real Estate REITs Mortgage Loans USD 18.35 10 B 12.3% 13% -19%
New York Mortgage Trust NYMT NASDAQ Real Estate REITs & Diversified Real Estate USD 6.32 1.7 B 14.8% 13% -8%
Atmos Energy Corp. ATO NYSE Utilities Natural Gas Distribution USD 117.38 14 B 26.0% 13% -8%
Pepsi Cola PEP NASDAQ Consumer Non-Durables Beverages - Coffee, Tea & Soft Drinks USD 142.92 199 B 34.2% 13% -7%
CMS Energy CMS NYSE Utilities Electricity & Gas Distribution USD 67.49 19 B 35.8% 14% -8%
Entergy Corp. ETR NYSE Utilities Electric Utilities & Grid USD 130.73 26 B 54.3% 14% -6%
Southern Company SO NYSE Utilities Electricity & Gas Distribution USD 69.44 73 B 51.4% 14% -4%
Wisconsin Energy Corp. WEC NYSE Utilities Electricity & Gas Distribution USD 98.96 31 B 42.6% 14% -11%
GlaxoSmithKline GSK NYSE Health Care Drug Manufacturers - Diversified USD 47.23 127 B 28.2% 14% -8%
Brookfield Asset Management Inc BAM NYSE Finance Asset Management USD 62.37 60 B 49.9% 14% -6%
Two Harbors Investments Corp TWO NYSE Real Estate REITs & Diversified Real Estate USD 15.19 4.1 B 16.4% 14% -17%
FirstEnergy FE NYSE Utilities Electric Utilities & Grid USD 50.47 27 B 34.0% 14% -6%
Gaming and Leisure Properties GLPI NASDAQ Real Estate REITs Hospitality & Entertainment USD 46.19 10 B 34.2% 14% -9%
Eastgroup Properties EGP NYSE Real Estate REITs & Industrial / Office Real Estate USD 137.17 5.3 B 40.6% 14% -5%
Medtronic MDT NYSE Health Care Specialized Medical Devices USD 119.26 160 B 39.5% 15% -10%
First Industrial Realty Trust FR NYSE Real Estate REITs & Industrial / Office Real Estate USD 43.36 5.5 B 39.1% 15% -6%
VICI Properties VICI NYSE Real Estate REITs Hospitality & Entertainment USD 26.65 12 B 29.7% 15% -11%
American Water Works AWK NYSE Utilities Water Supply USD 135.78 25 B 47.7% 15% -11%