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
%
ABT Abbott Laboratories
+67
48.74 424 +770
ADI Analog Devices
+90
77.74 157 +102
ADTN Adtran
+2,106
21.6 145 +571
AEIS Advanced Energy Indu
+3,411
71.08 408 +474
AGX Argan
+2,144
60.2 3433 >900
ALDW Alon USA Partners
+805
10.33 929 >900
ALGT Allegiant Travel
+64
118.8 333 +180
ALJ Alon USA Energy
+5,000
13.32 978 >900
ALK Alaska Air Group
+88
78.45 613 +681
AMAG AMAG Pharmaceuticals
+213
17.15 161 +839
AMOV America Movil Cl A A
+3,897
18.61 42 +126
AMX America Movil ADR
+3,895
18.8 43 +129
ANIP ANI Pharmaceuticals
+1,104
46.16 222 +381
AOS A.O. Smith
+128
53.93 114 +111
AOSL Alpha&Omega Semicond
+5,000
15.35 78 +408
ASML ASML Holding
+168
152.26 424 +178
ASYS Amtech Systems
+5,000
9.68 313 >900
ATAI ATA ADR
+3,397
4.68 17.25 +269
AUDC AudioCodes
+972
6.67 13.59 +104
AVGO Broadcom
+1,698
249.37 1865 +648
B Barnes Group
+194
59.97 203 +239
BABA Alibaba Group Holdin
+1,931
167.5 1178 +603
BBSI Barrett Business Ser
+396
50.12 170 +239
BKH Black Hills
+2,930
68.73 1093 >900
BLL Ball
+829
40.12 237 +491
BR Broadridge Financial
+568
76.3 827 >900
CAFD 8Point3 Energy Partn
+5,000
14.35 33 +130
CAJ Canon ADR
+5,000
35.01 129 +268
CGA China Green Agricult
+113
1.25 8.24 +559
CLF Cliffs Natural Resou
+1,337
7.4 24 +224
CLS Celestica
+371
11.41 41 +259
CNC Centene
+704
83.49 1096 >900
CNXC CNX Coal Resources
+108
15.3 285 >900
CRCM Care.com
+3,454
14.91 65 +336
CUTR Cutera
+867
33.75 124 +267
CVI CVR Energy
+1,465
17.89 5977 >900
CVRR CVR Refining
+1,534
7.4 2451 >900
CX Cemex ADR
+3,315
9.2 18.59 +102
DAL Delta Air Lines
+77
47.53 126 +165
DBD Diebold Nixdorf
+5,000
19.5 273 >900
DL China Distance Educa
+91
7.34 19.10 +160
DOW Dow Chemical
+136
63.4 209 +230
DTE DTE Energy
+279
110.63 626 +466
EDN Empresa Distribuidor
+5,000
34.3 3468 >900
EIGI Endurance Internatio
+392
7.5 29 +287
ENB Enbridge
+402
39.42 238 +504
ENTG Entegris
+245
23.8 55 +131
EVEP EV Energy Partners
+54
0.4 3.73 +833
EXC Exelon
+116
37.99 120 +216
FB Facebook Cl A
+340
167.41 636 +280
FDX FedEx
+866
206 1273 +518
FLR Fluor
+162
37.67 125 +232
FMS Fresenius Medical Ca
+57
46.38 113 +144
FN Fabrinet
+667
40.08 162 +304
FPRX Five Prime Therapeut
+439
28.06 127 +353
FTR Frontier Communicati
+1,068
13.56 101 +645
GHM Graham
+361
19.4 113 +482
GILT Gilat Satellite Netw
+3,185
5.4 43 +696
GSK GlaxoSmithKline ADR
+114
38.75 96 +148
GTN-A Gray Television Cl A
+85
11.75 29 +147
HA Hawaiian Holdings
+125
41.7 156 +274
HCKT Hackett Group
+435
13.52 49 +262
HRS Harris Corp.
+661
118.71 728 +513
HUBG Hub Group Cl A
+247
36.1 140 +288
ICUI ICU Medical
+170
169.3 1380 +715
IEP Icahn Enterprises
+2,313
50 136 +172
INCY Incyte
+5,000
121.19 294 +143
INT World Fuel Services
+237
32.91 978 >900
IONS Ionis Pharmaceutical
+5,000
46.98 496 >900
IPHI Inphi
+1,970
35.11 1046 >900
JASO JA Solar Holdings AD
+84
6.22 19.46 +213
JD JD.com ADR
+5,000
40.13 237 +491
JRJC China Finance Online
+325
2.31 10.54 +356
KBR KBR
+197
14.92 66 +342
LCI Lannett
+259
15.65 45 +188
LDL Lydall
+239
46.65 127 +172
LOGI Logitech Internation
+84
34.36 74 +115
LPX Louisiana-Pacific
+1,259
24.08 226 +839
LRCX Lam Research
+277
160.49 5057 >900
LXRX Lexicon Pharmaceutic
+1,428
14 33 +136
MB Mindbody
+5,000
23 48 +109
MCHP Microchip Technology
+1,372
81.58 583 +615
MDRX Allscripts Healthcar
+2,377
12.85 30 +133
MELI MercadoLibre
+522
236.14 2112 +794
MEOH Methanex
+141
43.9 1302 >900
MKSI MKS Instruments
+828
79.35 593 +647
MOMO Momo ADR
+1,977
43.82 285 +550
MPC Marathon Petroleum
+119
50.11 684 >900
MTZ MasTec
+1,187
39.65 214 +440
MU Micron Technology
+127
30.38 1319 >900
NTES Netease ADR
+1,096
270.34 4506 >900
NTL Nortel Inversora ADR
+1,474
34 7974 >900
NVDA NVIDIA
+3,789
161.5 627 +288
OCLR Oclaro
+5,000
8.32 34 +309
OEC Orion Engineered Car
+928
20.7 46 +122
OKE ONEOK
+1,810
50.93 886 >900
OMAB Grupo Aeroportuario
+5,000
48.37 345 +613
OSIS OSI Systems
+676
78.43 170 +117
OTEX Open Text
+202
31.95 207 +548
PACD Pacific Drilling
+55
0.71 33 >900
PAGP Plains GP Holdings
+128
19.77 484 >900
PAM Pampa Energia ADR
+5,000
59.9 1547 >900
PBF PBF Energy
+1,462
20.36 605 >900
PERI Perion Network
+1,085
1.22 4.63 +280
PHI PLDT ADR
+5,000
33.59 87 +159
PRMW Primo Water
+3,125
11.96 68 +469
PSX Phillips 66
+184
81.56 889 >900
PXLW Pixelworks
+5,000
4.37 79 >900
PZE Petrobras Argentina
+5,000
12.35 260 >900
Q Quintiles IMS Holdin
+5,000
91.55 477 +421
RMBS Rambus
+232
12.62 28 +122
ROG Rogers
+222
115.18 571 +396
SCMP Sucampo Pharmaceutic
+1,778
10.25 39 +280
SDRL SeaDrill
+69
0.28 5.59 >900
SGU Star Gas Partners
+227
10.8 34 +215
SHEN Shenandoah Telecommu
+5,000
35.2 164 +366
SJI South Jersey Industr
+106
34.8 93 +167
SLCA U.S. Silica Holdings
+735
26.1 930 >900
SMTC Semtech
+1,171
35.8 121 +238
SO Southern
+1,989
48.3 307 +536
SPKE Spark Energy
+2,730
17.1 3258 >900
STRL Sterling Constructio
+94
9.76 56 +474
SUN Sunoco
+92
30.44 526 >900
SUPN Supernus Pharmaceuti
+5,000
43.2 122 +182
TA TravelCenters of Ame
+193
3.55 234 >900
TEVA Teva Pharmaceutical
+550
17.3 71 +310
TGS Transportadora de Ga
+5,000
17.9 742 >900
TI Telecom Italia ADR
+101
9.87 22 +123
TIVO TiVo
+147
18.1 46 +154
TLLP Tesoro Logistics
+125
52.13 163 +213
TRUP Trupanion
+1,590
22.1 57 +158
TSE Trinseo
+109
59.7 208 +248
TSEM Tower Semiconductor
+2,749
25.02 128 +412
TSS Total System Service
+1,449
64.95 727 >900
TTEK Tetra Tech
+154
40.45 102 +152
UAL United Continental H
+353
64.75 214 +231
UCTT Ultra Clean Holdings
+5,000
23.25 502 >900
UTEK Ultratech
+3,948
29.23 90 +208
VLO Valero Energy
+361
64.75 2056 >900
VLRS Controladora Vuela C
+5,000
13.18 34 +158
VRTU Virtusa
+616
36.27 94 +159
WCG WellCare Health Plan
+131
173.56 1154 +565
WCN Waste Connections
+538
63.62 302 +375
WEB Web.com Group
+872
24 93 +288
WEX WEX
+499
102.88 527 +412
WLK Westlake Chemical
+552
70.28 428 +509
YY YY ADR
+400
73.69 352 +378
ZPIN Zhaopin ADR
+2,378
18.5 73 +295
Average:   179 249
Stock screening yielded 148 names:

ABT, ADI, ADTN, AEIS, AGX, ALDW, ALGT, ALJ, ALK, AMAG, AMOV, AMX, ANIP, AOS, AOSL, ASML, ASYS, ATAI, AUDC, AVGO, B, BABA, BBSI, BKH, BLL, BR, CAFD, CAJ, CGA, CLF, CLS, CNC, CNXC, CRCM, CUTR, CVI, CVRR, CX, DAL, DBD, DL, DOW, DTE, EDN, EIGI, ENB, ENTG, EVEP, EXC, FB, FDX, FLR, FMS, FN, FPRX, FTR, GHM, GILT, GSK, GTN-A, HA, HCKT, HRS, HUBG, ICUI, IEP, INCY, INT, IONS, IPHI, JASO, JD, JRJC, KBR, LCI, LDL, LOGI, LPX, LRCX, LXRX, MB, MCHP, MDRX, MELI, MEOH, MKSI, MOMO, MPC, MTZ, MU, NTES, NTL, NVDA, OCLR, OEC, OKE, OMAB, OSIS, OTEX, PACD, PAGP, PAM, PBF, PERI, PHI, PRMW, PSX, PXLW, PZE, Q, RMBS, ROG, SCMP, SDRL, SGU, SHEN, SJI, SLCA, SMTC, SO, SPKE, STRL, SUN, SUPN, TA, TEVA, TGS, TI, TIVO, TLLP, TRUP, TSE, TSEM, TSS, TTEK, UAL, UCTT, UTEK, VLO, VLRS, VRTU, WCG, WCN, WEB, WEX, WLK, 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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