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
%
AGX Argan
+7,546
61.1 2212 >900
ALDW Alon USA Partners
+825
11 110 +900
ALJ Alon USA Energy
+5,448
12.7 676 >900
ALK Alaska Air Group
+144
86.58 237 +174
AMKR Amkor Technology
+5,440
11.43 310 >900
AMOV America Movil Cl A A
+327
15.93 53 +233
AMX America Movil ADR
+328
16.09 53 +229
ANET Arista Networks
+158
148.06 308 +108
ANIP ANI Pharmaceuticals
+2,959
47.4 264 +457
AOSL Alpha&Omega Semicond
+1,738
18.63 148 +694
ASYS Amtech Systems
+1,951
8.33 115 >900
ATEN A10 Networks
+254
8.17 17.38 +113
ATHM Autohome ADR
+1,315
42.55 879 >900
AVGO Broadcom
+2,403
240.86 2236 +828
AVX AVX
+270
16.34 45 +175
B Barnes Group
+229
56.23 126 +124
BABA Alibaba Group Holdin
+545
123.63 547 +342
BBSI Barrett Business Ser
+1,832
57.01 267 +368
BERY Berry Plastics Group
+548
58.11 196 +237
BKH Black Hills
+2,903
69.44 1162 >900
BLL Ball
+591
40.72 254 +524
BR Broadridge Financial
+899
75.78 553 +630
BSQR BSQUARE
+578
4.9 32 +553
BT BT Group ADR
+778
20.44 185 +805
CACI CACI International C
+304
126.8 440 +247
CAFD 8Point3 Energy Partn
+514
13.41 70 +422
CARB Carbonite
+5,056
19.25 437 >900
CCIH ChinaCache Internati
+95
1 2.53 +153
CDNA CareDx
+1,701
1.01 61 >900
CEVA CEVA
+347
42.8 92 +115
CGA China Green Agricult
+309
1.25 7.50 +500
CLCT Collectors Universe
+712
25 128 +412
CLF Cliffs Natural Resou
+2,713
6.24 31 +397
CLGX CoreLogic
+184
43.72 104 +138
CLS Celestica
+254
13.83 29 +110
CMP Compass Minerals Int
+239
65.25 195 +199
CMTL Comtech Telecommunic
+178
14.22 45 +216
CNC Centene
+4,112
75.25 1997 >900
CNXC CNX Coal Resources
+860
16.3 100 +513
CRAY Cray
+501
17.85 153 +757
CRCM Care.com
+509
15.41 729 >900
CRUS Cirrus Logic
+878
65.84 480 +629
CSLT Castlight Health Cl
+1,792
3.7 59 >900
CUTR Cutera
+642
23.5 82 +249
CVI CVR Energy
+3,223
20.74 1228 >900
CVO Cenveo
+73
5.47 16.02 +193
CVRR CVR Refining
+2,638
9.8 497 >900
CX Cemex ADR
+208
8.36 17.40 +108
D Dominion Resources (
+145
80.97 168 +107
DAL Delta Air Lines
+131
50.4 130 +158
DBD Diebold Nixdorf
+3,416
26.8 741 >900
DL China Distance Educa
+87
9.16 97 >900
DOW Dow Chemical
+143
60.65 136 +124
DUK Duke Energy
+191
85.14 177 +108
EDN Empresa Distribuidor
+5,822
31.16 3667 >900
EEFT Euronet Worldwide
+96
84.48 176 +108
EIGI Endurance Internatio
+1,083
7.65 135 >900
EIX Edison International
+378
79.95 323 +304
EXC Exelon
+266
36.03 150 +316
FB Facebook Cl A
+517
151.96 657 +332
FDX FedEx
+923
194.81 1260 +547
FLR Fluor
+205
45.31 168 +271
FN Fabrinet
+812
37.06 224 +504
FTR Frontier Communicati
+4,142
1.36 136 >900
GDDY GoDaddy Cl A
+207
41.42 87 +110
GHM Graham
+525
21.51 115 +435
GILT Gilat Satellite Netw
+1,081
4.79 34 +610
GLBL TerraForm Global Cl
+820
4.8 51 >900
GPRO GoPro
+60
8.47 160 >900
GSK GlaxoSmithKline ADR
+219
42.57 107 +151
GTN-A Gray Television Cl A
+129
11 112 >900
HA Hawaiian Holdings
+242
50.75 154 +203
HCKT Hackett Group
+236
15.09 47 +211
HL Hecla Mining
+2,027
5.98 36 +502
HQCL Hanwha Q CELLS ADR
+2,272
7.18 418 >900
HRS Harris Corp.
+733
111.05 749 +574
HUBG Hub Group Cl A
+229
34.1 127 +272
IDCC InterDigital
+6,548
82.8 3254 >900
IDT IDT Cl B
+144
17.1 40 +134
IEP Icahn Enterprises
+5,655
48.7 579 >900
INT World Fuel Services
+241
36.21 131 +262
IONS Ionis Pharmaceutical
+420
46.35 174 +275
IRWD Ironwood Pharmaceuti
+568
19.07 64 +236
JMEI Jumei International
+289
3.04 185 >900
KBR KBR
+294
14.2 66 +365
LCI Lannett
+410
20 176 +780
LEN-B Lennar Cl B
+70
43.58 88 +102
LITE Lumentum Holdings
+615
56.45 140 +148
LLL L3 Technologies
+401
167.99 734 +337
LPX Louisiana-Pacific
+1,064
22.65 183 +708
LRCX Lam Research
+1,126
153.9 1010 +556
LYB LyondellBasell Indus
+69
80.67 221 +174
MB Mindbody
+508
28 71 +154
MCHP Microchip Technology
+1,436
81.77 613 +650
MDRX Allscripts Healthcar
+304
11.49 44 +283
MELI MercadoLibre
+532
292.42 712 +143
MEOH Methanex
+218
42.75 128 +199
MKSI MKS Instruments
+2,505
79.85 729 +813
MNTA Momenta Pharmaceutic
+1,245
15 168 >900
MOMO Momo ADR
+534
38.41 287 +647
MPC Marathon Petroleum
+213
52.45 151 +188
MTZ MasTec
+2,856
40.5 452 >900
MU Micron Technology
+564
29.43 1440 >900
NCI Navigant Consulting
+67
19.3 50 +159
NI NiSource
+159
25.53 61 +139
NOC Northrop Grumman
+126
256.52 579 +126
NOK Nokia ADR
+4,331
6.4 208 >900
NSIT Insight Enterprises
+224
41.82 144 +244
NTES Netease ADR
+1,025
293.4 3117 >900
NTL Nortel Inversora ADR
+32,165
29.3 4364 >900
NVDA NVIDIA
+6,176
138.26 1597 >900
NXPI NXP Semiconductors
+932
107.95 554 +413
OCLR Oclaro
+20,977
8.59 498 >900
OKE ONEOK
+1,714
51.66 427 +727
OMAB Grupo Aeroportuario
+394
43.94 152 +246
ON ON Semiconductor
+1,613
15.5 92 +494
ORBK Orbotech
+311
35.07 78 +122
OSIS OSI Systems
+314
80.27 296 +269
OSTK Overstock.com
+183
14.3 42 +194
OTEX Open Text
+173
32.51 71 +118
PAC Grupo Aeroportuario
+706
105.73 466 +341
PAGP Plains GP Holdings
+66
27.3 66 +142
PAM Pampa Energia ADR
+1,030
62.52 1556 >900
PBF PBF Energy
+1,367
20.36 307 >900
PCG PG&E
+319
67.29 229 +240
PERI Perion Network
+6,692
1.68 63 >900
PHI PLDT ADR
+64
34.28 110 +221
PHII PHI
+106
9.96 44 +342
PHIIK PHI Non-Voting
+104
9.45 43 +355
PSDV pSivida
+617
2.13 17.04 +700
PZE Petrobras Argentina
+7,525
12.73 264 >900
Q Quintiles IMS Holdin
+1,930
84.7 676 +698
REX Rex American Resourc
+67
93.09 365 +292
RP RealPage
+304
34.65 78 +125
RPXC RPX
+90
13.27 30 +126
SAVE Spirit Airlines
+70
54.15 141 +160
SCMP Sucampo Pharmaceutic
+1,965
10.5 83 +690
SGU Star Gas Partners
+378
9.94 45 +353
SHEN Shenandoah Telecommu
+10,209
30.5 208 +582
SIMO Silicon Motion Techn
+1,395
51.81 472 +811
SJI South Jersey Industr
+223
36.09 104 +188
SLCA U.S. Silica Holdings
+1,373
37.25 223 +499
SMI Semiconductor Manufa
+191
5.36 28 +422
SMTC Semtech
+61
36.7 118 +222
SO Southern
+1,176
50.5 547 >900
SPKE Spark Energy
+28,788
43.35 3187 >900
SUPN Supernus Pharmaceuti
+1,355
34.15 206 +503
TA TravelCenters of Ame
+99
3.9 39 +900
TASR TASER International
+417
21.9 124 +466
TEO Telecom Argentina AD
+227
24.49 70 +186
TESS Tessco Technologies
+151
14.15 47 +232
TEVA Teva Pharmaceutical
+279
28.71 171 +496
TGS Transportadora de Ga
+1,607
14.96 727 >900
TI Telecom Italia ADR
+63
7.94 22 +177
TIVO TiVo
+533
16.3 76 +366
TRNS Transcat
+2,474
12.07 231 >900
TSEM Tower Semiconductor
+3,639
25.61 374 >900
TSM Taiwan Semiconductor
+309
35.57 98 +176
TSO Tesoro
+84
84.2 252 +199
TSS Total System Service
+1,327
59.64 651 >900
TTEK Tetra Tech
+211
45.25 99 +119
UAL United Continental H
+253
81.41 191 +135
UBNT Ubiquiti Networks
+235
47.3 120 +154
UCTT Ultra Clean Holdings
+10,488
23.11 479 >900
VIRC Virco Manufacturing
+222
4.5 17.81 +296
VLO Valero Energy
+274
63.19 246 +289
VLRS Controladora Vuela C
+133
13.57 102 +652
VRTU Virtusa
+451
29.62 208 +602
WAGE WageWorks
+69
70.8 162 +129
WB Weibo ADR
+134
77.57 176 +127
WEB Web.com Group
+760
21.2 150 +608
WEX WEX
+681
102.65 478 +366
WLK Westlake Chemical
+983
62.33 540 +766
ZPIN Zhaopin ADR
+275
18.16 51 +181
Average:   232 258
Stock screening yielded 174 names:

AGX, ALDW, ALJ, ALK, AMKR, AMOV, AMX, ANET, ANIP, AOSL, ASYS, ATEN, ATHM, AVGO, AVX, B, BABA, BBSI, BERY, BKH, BLL, BR, BSQR, BT, CACI, CAFD, CARB, CCIH, CDNA, CEVA, CGA, CLCT, CLF, CLGX, CLS, CMP, CMTL, CNC, CNXC, CRAY, CRCM, CRUS, CSLT, CUTR, CVI, CVO, CVRR, CX, D, DAL, DBD, DL, DOW, DUK, EDN, EEFT, EIGI, EIX, EXC, FB, FDX, FLR, FN, FTR, GDDY, GHM, GILT, GLBL, GPRO, GSK, GTN-A, HA, HCKT, HL, HQCL, HRS, HUBG, IDCC, IDT, IEP, INT, IONS, IRWD, JMEI, KBR, LCI, LEN-B, LITE, LLL, LPX, LRCX, LYB, MB, MCHP, MDRX, MELI, MEOH, MKSI, MNTA, MOMO, MPC, MTZ, MU, NCI, NI, NOC, NOK, NSIT, NTES, NTL, NVDA, NXPI, OCLR, OKE, OMAB, ON, ORBK, OSIS, OSTK, OTEX, PAC, PAGP, PAM, PBF, PCG, PERI, PHI, PHII, PHIIK, PSDV, PZE, Q, REX, RP, RPXC, SAVE, SCMP, SGU, SHEN, SIMO, SJI, SLCA, SMI, SMTC, SO, SPKE, SUPN, TA, TASR, TEO, TESS, TEVA, TGS, TI, TIVO, TRNS, TSEM, TSM, TSO, TSS, TTEK, UAL, UBNT, UCTT, VIRC, VLO, VLRS, VRTU, WAGE, WB, WEB, WEX, WLK, 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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