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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
 
Philip Morris International PM NYSE Consumer Non-Durables Tobacco Products USD 98.16 153 B 46.1 % 23 % -13 %
Owens Corning Inc OC NYSE Industrial Goods Construction Materials, Products & Services USD 105.16 11 B 119.2 % 36 % -14 %
Mattel Inc. MAT NASDAQ Consumer Non-Durables Recreational Goods / Pet Foods / Toys USD 20.03 7.0 B 136.2 % 36 % -11 %
Fortinet FTNT NASDAQ Technology Security Platforms & Software USD 213.07 35 B 49.4 % 38 % -26 %
Vale (ADR) VALE NYSE Basic Materials Global Mining USD 20.61 106 B 143.2 % 39 % -14 %
Nielsen Holdings N.V. NLSN NYSE Services Advertising & B-to-B Media USD 27.42 10 B 103.5 % 40 % -22 %
Atlas Air Worldwide Holdings AAWW NASDAQ Transportation Air Cargo Freight/Delivery Services USD 74.07 2.1 B 88.6 % 40 % -26 %
KLA-Tencor KLAC NASDAQ Technology Semiconductors – Metrology & TestEquipt USD 317.55 49 B 85.1 % 43 % -19 %
MKS Instruments MKSI NASDAQ Industrial Goods Precision, Measurement & Processing USD 186.58 10 B 88.0 % 44 % -21 %
Generac Holdings GNRC NYSE Industrial Goods Electrical Power Systems & Automation USD 310.64 20 B 171.5 % 46 % -20 %
Williams-Sonoma WSM NYSE Services Home Improvement Stores USD 164.94 13 B 150.4 % 47 % -13 %
Luminex Corp LMNX NASDAQ Health Care Diagnostics USD 36.70 1.7 B 17.4 % 49 % -48 %
Freeport-McMoRan FCX NYSE Basic Materials Precious Metals Mining USD 41.57 61 B 375.6 % 53 % -18 %
Antero Midstream Partners LP AM NYSE Energy Infrastructure, Transportation & Storage USD 9.76 4.7 B 148.4 % 54 % -29 %
L Brands LB NYSE Services Other Specialty Retail Stores USD 66.21 18 B 339.1 % 60 % -21 %
1-800-Flowers.com FLWS NASDAQ Services Other Specialty Retail Stores USD 32.03 2.1 B 29.9 % 65 % -35 %
Resideo Technologies REZI NYSE Services Security & Protection Services USD 29.23 4.2 B 396.3 % 73 % -17 %
Camping World Holdings CWH NYSE Consumer Durables Boats Cycles & Recreation Vehicles USD 39.80 3.5 B 106.9 % 77 % -42 %
Qurate Retail QRTEA NASDAQ Services On-line Content Services USD 13.62 5.6 B 113.4 % 79 % -34 %
Coeur Mining, Inc. CDE NYSE Basic Materials Precious Metals Mining USD 10.25 2.5 B 86.0 % 80 % -30 %
Himax Technologies HIMX NASDAQ Technology Imaging Systems USD 11.49 2.0 B 276.7 % 81 % -35 %