This strategy identifies undervalued companies trading below intrinsic value with strong fundamentals. The algorithm combines value investing principles with quality filters and early momentum signals to find attractive long-term opportunities.

Filter Requirements (All Must Pass):

Valuation: P/E ratio > 0 (positive earnings), P/B ratio < 2.0 (undervalued on assets), Dividend yield ≥ 2.5%
Profitability: ROE > 10% (strong shareholder returns)
Financial Health: Debt-to-equity < 2.0 (moderate leverage), Current ratio ≥ 1.0 (adequate liquidity)
Liquidity: Stock must be in top 50% by liquidity percentile

Composite Scoring (Weighted Factors):

Value Metrics (40%): P/E ratio (20%, lower better), P/B ratio (15%, lower better), Dividend yield (5%, higher better)
Quality Metrics (30%): ROE (20%, higher better), Debt-to-equity (10%, lower better)
Momentum Signals (25%): 20-day return (15%, higher better), 60-day return (10%, higher better)
Liquidity Safety (5%): Current ratio (5%, higher better)

Ranking:

Stocks ranked by composite score (descending) - higher scores indicate better combination of value, quality, and momentum. Results sorted by dividend yield (descending), then P/E ratio (ascending), limited to top 10.

Command Palette

Value Stocks

Calculate Your Returns