Intrinsic value stock screener

Stock screening results for the parameters you selected (or pre-selected parameters) are shown in the table below. Past performance of stocks that at the beginning of a past period had the same parameters are shown in the BACKTESTING section.

BACKTESTING

year stocks mean range standard deviation
2016
105
+54.2%
-92% to 400%
99.1%

Symbol

Compamy name
Val.-Pr.
diverg.
%
Share
price
US$
Intr.
value
US$
Up/dwn
potntl
%
ABM ABM Industries
+159
41.8 130 +211
ADI Analog Devices
+90
78.14 157 +101
ADTN Adtran
+2,106
20.05 118 +489
AEIS Advanced Energy Indu
+3,411
65.78 735 >900
AGX Argan
+2,144
61.5 2278 >900
ALDW Alon USA Partners
+805
10.57 180 >900
ALGT Allegiant Travel
+64
138.05 359 +160
ALJ Alon USA Energy
+5,000
13.18 653 >900
ALK Alaska Air Group
+88
88.92 234 +163
AMAG AMAG Pharmaceuticals
+213
18.15 363 >900
AMKR Amkor Technology
+5,000
10.13 320 >900
AMOV America Movil Cl A A
+3,897
15.71 1030 >900
AMX America Movil ADR
+3,895
15.97 1055 >900
ANIP ANI Pharmaceuticals
+1,104
47.14 1162 >900
AOSL Alpha&Omega Semicond
+5,000
16.84 161 +856
ASR Grupo Aeroportuario
+5,000
208.05 953 +358
ASTE Astec Industries
+2,254
54.24 171 +215
ASX Advanced Semiconduct
+858
6.16 150 >900
ASYS Amtech Systems
+5,000
8.09 115 >900
ATAI ATA ADR
+3,397
4.82 148 >900
ATEN A10 Networks
+4,851
8.4 18.02 +115
ATHM Autohome ADR
+1,036
45.15 4879 >900
ATSG Air Transport Servic
+3,951
21.81 62 +184
AUDC AudioCodes
+972
6.05 13.45 +122
AUO AU Optronics ADR
+4,886
4.81 64 >900
AVGO Broadcom
+1,698
235.33 2251 +857
AVX AVX
+310
16.16 46 +185
B Barnes Group
+194
57.8 129 +123
BABA Alibaba Group Holdin
+1,931
141.53 3748 >900
BBSI Barrett Business Ser
+396
56.02 890 >900
BCOR Blucora
+310
21.35 172 +706
BERY Berry Plastics Group
+2,561
57.64 186 +223
BIDU Baidu ADR
+559
175.6 5431 >900
BKH Black Hills
+2,930
69.47 1182 >900
BLL Ball
+829
42.09 373 +786
BR Broadridge Financial
+568
75.58 557 +637
BSQR BSQUARE
+2,553
5.55 32 +477
BT BT Group ADR
+894
18.77 155 +726
BZUN Baozun ADR
+5,000
22.18 86 +288
CACI CACI International C
+186
122.65 446 +264
CAFD 8Point3 Energy Partn
+5,000
14.86 70 +371
CAJ Canon ADR
+5,000
34.45 2393 >900
CARB Carbonite
+2,527
22.7 491 >900
CCIH ChinaCache Internati
+1,590
1.19 19.24 >900
CCM Concord Medical Serv
+756
3.58 13.91 +289
CDNA CareDx
+1,824
1.1 62 >900
CEA China Eastern Airlin
+1,601
29.89 87 +191
CEL Cellcom Israel
+133
9.19 26 +183
CEO CNOOC ADR
+303
108.8 507 +366
CEVA CEVA
+872
45.85 97 +112
CGA China Green Agricult
+113
1.28 7.73 +504
CHA China Telecom ADR
+447
48.35 230 +376
CHL China Mobile ADR
+751
53.26 388 +629
CHT Chunghwa Telecom ADR
+2,730
35.65 220 +517
CHU China Unicom (Hong K
+1,074
14.98 46 +207
CLCT Collectors Universe
+697
25.83 133 +415
CLF Cliffs Natural Resou
+1,337
6.67 32 +380
CLGX CoreLogic
+179
43.36 103 +138
CLS Celestica
+371
13.72 35 +155
CMP Compass Minerals Int
+185
65.85 277 +321
CMTL Comtech Telecommunic
+135
19.33 45 +133
CNC Centene
+704
81.01 1992 >900
CNXC CNX Coal Resources
+108
15.7 105 +569
CNXR Connecture
+111
0.68 1.40 +106
CO China Cord Blood
+296
9.5 58 +511
CRAY Cray
+5,000
18.1 155 +756
CRCM Care.com
+3,454
15.19 38 +150
CSLT Castlight Health Cl
+2,809
4.3 61 >900
CSPI CSP
+320
10.89 84 +671
CUTR Cutera
+867
25.55 88 +244
CVI CVR Energy
+1,465
21.48 1197 >900
CVO Cenveo
+61
6.16 15.59 +153
CVRR CVR Refining
+1,534
9.3 496 >900
CX Cemex ADR
+3,315
9.14 307 >900
DAL Delta Air Lines
+77
52.84 131 +148
DBD Diebold Nixdorf
+5,000
26.15 775 >900
DCM NTT DoCoMo ADR
+5,000
24.25 1392 >900
DL China Distance Educa
+91
9.07 21 +132
DMLP Dorchester Minerals
+126
14.8 31 +109
DOW Dow Chemical
+136
63.09 136 +116
DUK Duke Energy
+509
85.7 178 +108
EC Ecopetrol ADR
+5,000
8.85 5240 >900
EDAP EDAP TMS ADR
+5,000
3.31 26 +685
EDN Empresa Distribuidor
+5,000
30.63 9856 >900
EHIC eHi Car Services ADR
+2,186
9.88 31 +214
EIGI Endurance Internatio
+392
8.2 147 >900
EIX Edison International
+306
79.06 320 +305
ELP Companhia Paranaense
+240
7.46 41 +450
ERIC Ericsson ADR
+795
7.18 56 +680
ERJ Embraer ADR
+414
18.02 191 >900
EVEP EV Energy Partners
+54
0.62 4.92 +694
EXC Exelon
+116
36.76 151 +311
FB Facebook Cl A
+340
150.58 660 +338
FBR Fibria Celulose ADR
+2,632
10.06 55 +447
FDX FedEx
+866
214.33 1431 +568
FLR Fluor
+162
44.99 171 +280
FN Fabrinet
+667
43.47 228 +424
FTR Frontier Communicati
+1,068
1.17 217 >900
GDDY GoDaddy Cl A
+237
41.51 91 +119
GHM Graham
+361
20.02 117 +484
GILT Gilat Satellite Netw
+3,185
4.45 35 +687
GLBL TerraForm Global Cl
+124
5 52 >900
GLF Gulfmark Offshore Cl
+62
1.05 6.00 +471
GPN Global Payments
+363
89.86 227 +153
GRAM Grana y Montero ADR
+113
3.24 25 +672
GSK GlaxoSmithKline ADR
+114
43.91 90 +105
GTN-A Gray Television Cl A
+85
11.7 37 +216
HA Hawaiian Holdings
+125
46.75 156 +234
HALO Halozyme Therapeutic
+567
13.99 106 +658
HCKT Hackett Group
+435
15.1 49 +225
HL Hecla Mining
+4,077
5.17 37 +616
HMY Harmony Gold Mining
+1,184
1.67 15.48 +827
HNP Huaneng Power Intern
+506
28.32 271 +857
HQCL Hanwha Q CELLS ADR
+5,000
7.4 440 >900
HRS Harris Corp.
+661
109.35 755 +590
HUBG Hub Group Cl A
+247
37.65 130 +245
IDCC InterDigital
+643
79.8 3373 >900
IDT IDT Cl B
+93
14.65 41 +180
IEP Icahn Enterprises
+2,313
50.4 3196 >900
IIJI Internet Initiative
+5,000
9 321 >900
IMMR Immersion
+322
8.99 78 +768
INFY Infosys ADR
+4,326
14.71 918 >900
INT World Fuel Services
+237
37.13 133 +258
IONS Ionis Pharmaceutical
+5,000
52.49 178 +239
IRWD Ironwood Pharmaceuti
+5,000
18.13 61 +236
JASO JA Solar Holdings AD
+84
6.41 265 >900
JD JD.com ADR
+5,000
40.69 83 +104
JKS JinkoSolar Holding A
+140
20.22 3634 >900
JMEI Jumei International
+512
2.32 1116 >900
JOBS 51job ADR
+469
45.4 303 +567
KBR KBR
+197
15.39 69 +348
KEP Korea Electric Power
+5,000
18.23 12985 >900
KFY Korn/Ferry Internati
+139
34.29 116 +238
KT KT ADR
+5,000
16.5 5965 >900
KYO Kyocera ADR
+5,000
59.27 2526 >900
LCI Lannett
+259
20.5 180 +778
LHCG LHC Group
+212
65.53 135 +106
LITE Lumentum Holdings
+5,000
59.35 141 +138
LLL L3 Technologies
+209
166.03 731 +340
LPG Dorian LPG
+319
8.26 16.69 +102
LPL LG Display ADR
+5,000
16.78 15945 >900
LPX Louisiana-Pacific
+1,259
23.93 190 +694
LRCX Lam Research
+277
144.62 1014 +601
MB Mindbody
+5,000
27.25 79 +190
MBLY Mobileye
+398
62.95 159 +153
MBT Mobile TeleSystems A
+4,433
8.25 902 >900
MCHP Microchip Technology
+1,372
78.71 618 +685
MDRX Allscripts Healthcar
+2,377
12.6 43 +241
MELI MercadoLibre
+522
255.93 719 +181
MEOH Methanex
+141
42.3 132 +212
MIXT MiX Telematics ADR
+919
7.84 117 >900
MKSI MKS Instruments
+828
69.75 961 >900
MNTA Momenta Pharmaceutic
+1,754
17.7 176 +894
MOMO Momo ADR
+1,977
37.06 89 +140
MPC Marathon Petroleum
+119
51.85 159 +207
MTZ MasTec
+1,187
44.65 475 >900
MU Micron Technology
+127
31.66 104 +228
NGL NGL Energy Partners
+85
12.75 27 +112
NI NiSource
+128
25.88 61 +136
NNBR NN
+128
27.7 76 +174
NOC Northrop Grumman
+84
255.33 580 +127
NOK Nokia ADR
+5,000
6.28 205 >900
NPTN NeoPhotonics
+5,000
8.17 120 >900
NSTG NanoString Technolog
+3,823
16.41 55 +235
NTES Netease ADR
+1,096
311.5 21386 >900
NTL Nortel Inversora ADR
+1,474
30.11 111535 >900
NTT Nippon Telegraph&Tel
+5,000
42.43 6116 >900
NVDA NVIDIA
+3,789
146.58 1821 >900
NVO Novo Nordisk ADR
+287
43.5 280 +544
NXPI NXP Semiconductors
+402
109.52 647 +491
OCLR Oclaro
+5,000
9.55 504 >900
OKE ONEOK
+1,810
50.68 431 +750
OMAB Grupo Aeroportuario
+5,000
46.72 3016 >900
ON ON Semiconductor
+2,682
14.37 147 >900
ORBK Orbotech
+427
32.85 80 +144
OSIS OSI Systems
+676
74 301 +307
OSTK Overstock.com
+116
16.1 53 +229
OTEX Open Text
+202
31.32 72 +130
PAC Grupo Aeroportuario
+5,000
110.29 8080 >900
PACD Pacific Drilling
+55
1.69 33 >900
PAGP Plains GP Holdings
+128
24.82 65 +162
PAM Pampa Energia ADR
+5,000
58.53 2226 >900
PBF PBF Energy
+1,462
22.77 454 >900
PCG PG&E
+356
67.04 226 +237
PERI Perion Network
+1,085
1.92 169 >900
PHI PLDT ADR
+5,000
36.44 6632 >900
PHII PHI
+94
9.69 45 +364
PHIIK PHI Non-Voting
+94
9.65 45 +366
PKX POSCO ADR
+5,000
60.29 28177 >900
PSDV pSivida
+2,229
1.77 17.04 +863
PTNR Partner Communicatio
+234
5.16 12.63 +145
PTSI P.A.M. Transportatio
+503
19.19 46 +140
PZE Petrobras Argentina
+5,000
11.99 4152 >900
Q Quintiles IMS Holdin
+5,000
89.47 700 +682
QIWI QIWI ADR
+1,508
24.16 1383 >900
RATE Bankrate
+946
12.15 95 +682
RDY Dr. Reddy's Labo
+5,000
41.31 1639 >900
RMBS Rambus
+232
11.62 25 +115
ROG Rogers
+222
105.65 213 +102
RP RealPage
+1,418
36.85 81 +120
SCMP Sucampo Pharmaceutic
+1,778
10.4 275 >900
SDRL SeaDrill
+69
0.37 14.63 >900
SGU Star Gas Partners
+227
10.58 45 +325
SHEN Shenandoah Telecommu
+5,000
29.8 1094 >900
SID Companhia Siderurgic
+632
2.03 13.96 +588
SIFY Sify Technologies AD
+1,782
0.72 10.14 >900
SIMO Silicon Motion Techn
+456
49.79 476 +856
SJI South Jersey Industr
+106
34.54 104 +201
SKM SK Telecom ADR
+5,000
25.62 13911 >900
SLCA U.S. Silica Holdings
+735
34.3 231 +573
SMI Semiconductor Manufa
+200
5.29 15.29 +189
SNE Sony ADR
+5,000
38.57 5491 >900
SO Southern
+1,989
49.4 542 >900
SPIL Siliconware Precisio
+2,758
7.97 183 >900
SPKE Spark Energy
+2,730
21.8 4801 >900
STRL Sterling Constructio
+94
11.69 33 +182
SUPN Supernus Pharmaceuti
+5,000
41.85 178 +325
SYNC Synacor
+5,000
3.45 70 >900
TA TravelCenters of Ame
+193
3.9 9.56 +145
TASR TASER International
+642
22.53 83 +268
TDW Tidewater
+76
0.76 12.31 >900
TEO Telecom Argentina AD
+1,171
24.17 1267 >900
TESS Tessco Technologies
+89
14.3 48 +236
TEVA Teva Pharmaceutical
+550
32.16 179 +457
TGS Transportadora de Ga
+5,000
16.32 1020 >900
TIVO TiVo
+147
18.5 79 +327
TOO Teekay Offshore Part
+785
2.56 10.88 +325
TRNS Transcat
+2,004
11.95 233 >900
TRUP Trupanion
+1,590
22.63 58 +156
TSEM Tower Semiconductor
+2,749
24.21 407 >900
TSM Taiwan Semiconductor
+5,000
35.09 2937 >900
TSS Total System Service
+1,449
58.43 659 >900
TSU TIM Participacoes AD
+385
14.45 60 +315
TTEK Tetra Tech
+154
45.75 102 +123
UAL United Continental H
+353
76 194 +155
UBNT Ubiquiti Networks
+243
51.79 120 +132
UCTT Ultra Clean Holdings
+5,000
19.07 548 >900
UGP Ultrapar Participaco
+314
23.1 49 +112
UMC United Microelectron
+3,119
2.11 22 >900
UTEK Ultratech
+3,948
29.23 643 >900
VEDL Vedanta ADR
+323
14.59 136 +832
VLO Valero Energy
+361
66.81 243 +264
VLRS Controladora Vuela C
+5,000
14.29 1972 >900
VNDA Vanda Pharmaceutical
+696
15.75 32 +103
VRTU Virtusa
+616
29.71 206 +593
WEB Web.com Group
+872
22.65 158 +598
WEX WEX
+499
102.07 598 +486
WIT Wipro ADR
+5,000
5.1 790 >900
WLK Westlake Chemical
+552
63.16 547 +766
YNDX Yandex
+5,000
26.88 1722 >900
YPF YPF ADR
+104
21.91 90 +311
YY YY ADR
+400
56.74 3960 >900
ZPIN Zhaopin ADR
+2,378
18.64 350 >900
Average:   190 221
Stock screening yielded 253 names:

ABM, ADI, ADTN, AEIS, AGX, ALDW, ALGT, ALJ, ALK, AMAG, AMKR, AMOV, AMX, ANIP, AOSL, ASR, ASTE, ASX, ASYS, ATAI, ATEN, ATHM, ATSG, AUDC, AUO, AVGO, AVX, B, BABA, BBSI, BCOR, BERY, BIDU, BKH, BLL, BR, BSQR, BT, BZUN, CACI, CAFD, CAJ, CARB, CCIH, CCM, CDNA, CEA, CEL, CEO, CEVA, CGA, CHA, CHL, CHT, CHU, CLCT, CLF, CLGX, CLS, CMP, CMTL, CNC, CNXC, CNXR, CO, CRAY, CRCM, CSLT, CSPI, CUTR, CVI, CVO, CVRR, CX, DAL, DBD, DCM, DL, DMLP, DOW, DUK, EC, EDAP, EDN, EHIC, EIGI, EIX, ELP, ERIC, ERJ, EVEP, EXC, FB, FBR, FDX, FLR, FN, FTR, GDDY, GHM, GILT, GLBL, GLF, GPN, GRAM, GSK, GTN-A, HA, HALO, HCKT, HL, HMY, HNP, HQCL, HRS, HUBG, IDCC, IDT, IEP, IIJI, IMMR, INFY, INT, IONS, IRWD, JASO, JD, JKS, JMEI, JOBS, KBR, KEP, KFY, KT, KYO, LCI, LHCG, LITE, LLL, LPG, LPL, LPX, LRCX, MB, MBLY, MBT, MCHP, MDRX, MELI, MEOH, MIXT, MKSI, MNTA, MOMO, MPC, MTZ, MU, NGL, NI, NNBR, NOC, NOK, NPTN, NSTG, NTES, NTL, NTT, NVDA, NVO, NXPI, OCLR, OKE, OMAB, ON, ORBK, OSIS, OSTK, OTEX, PAC, PACD, PAGP, PAM, PBF, PCG, PERI, PHI, PHII, PHIIK, PKX, PSDV, PTNR, PTSI, PZE, Q, QIWI, RATE, RDY, RMBS, ROG, RP, SCMP, SDRL, SGU, SHEN, SID, SIFY, SIMO, SJI, SKM, SLCA, SMI, SNE, SO, SPIL, SPKE, STRL, SUPN, SYNC, TA, TASR, TDW, TEO, TESS, TEVA, TGS, TIVO, TOO, TRNS, TRUP, TSEM, TSM, TSS, TSU, TTEK, UAL, UBNT, UCTT, UGP, UMC, UTEK, VEDL, VLO, VLRS, VNDA, VRTU, WEB, WEX, WIT, WLK, YNDX, YPF, YY, ZPIN

You may copy and paste this list into YOUR PORTFOLIO.

Registered users can save their stock screener input parameters for later use.

Stock screener input parameters

Country / sector / index:

EXCLUDED SECTORS (marked ✔):
(for U.S. stocks only)
  Energy
  Basic Materials
  Industrials
  Cyclical Cons. Goods
  Non-Cyclical Cons. Goods
  Financials
  Healthcare
  Technology
  Telecommunications
  Utilities
  stocks listed on NYSE
  stocks listed on NYSE MKT
  stocks listed on Nasdaq
  stocks listed on Nasdaq Capit. Mkt
DISPLAY:
  Symbol
  Compamy name
  Share price
  Intrinsic value
  Fiscal year end
      Criteria min max
Value-price divergence*  
Up/down potential, %  
Share price, US$
Market cap, US$ mln
Revenue, US$ mln
Revenue growth rate, %
Price-to-earnings (P/E)
Dividend yield, %
Price to book
Price to sales
Sales to assets
Debt-to-equity ratio
Return on assets (ROA), % 
Return on equity (ROE), % 
Net profit margin, %
 
*Intrinsic value change (in %) minus stock price change (in %) in the past 12 months.

What we have here is a unique stock screening tool. Its main distinguishing feature is the use of stock's intrinsic value for stock screening. This stock screener is most appropriate for long-term value investors. There is no guarantee, of course, that a stock will ever reach its intrinsic value, but there is a strong market evidence showing that stocks undervalued or overvalued on the fundamental basis tend to, respectively, outperform or underperform the market as a whole.

Please select stock screening parameters by stating the range (minimum and maximum values) for the criteria listed below. If no value is stated, that means that there is no limitation on that particular parameter.

Upside/downside potential for a stock is determined by comparing the stock's current market price with its intrinsic value.

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