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
67.7 2212 >900
ALDW Alon USA Partners
+825
9.29 110 >900
ALJ Alon USA Energy
+5,448
12.16 676 >900
ALK Alaska Air Group
+144
84.93 237 +179
AMKR Amkor Technology
+5,440
12.33 310 >900
AMOV America Movil Cl A A
+327
15.62 53 +239
AMX America Movil ADR
+328
15.39 53 +244
ANET Arista Networks
+158
139.65 308 +121
ANIP ANI Pharmaceuticals
+2,959
54.84 264 +381
AOSL Alpha&Omega Semicond
+1,738
16.83 148 +779
ASYS Amtech Systems
+1,951
6.6 115 >900
ATHM Autohome ADR
+1,315
34.82 879 >900
AVGO Broadcom
+2,403
223.09 2236 >900
AVX AVX
+270
17.56 45 +156
B Barnes Group
+229
53.25 126 +137
BABA Alibaba Group Holdin
+545
115.43 547 +374
BBSI Barrett Business Ser
+1,832
58.39 267 +357
BERY Berry Plastics Group
+548
50.4 196 +289
BKH Black Hills
+2,903
68.54 1162 >900
BLL Ball
+591
77.35 254 +228
BR Broadridge Financial
+899
70.19 553 +688
BSQR BSQUARE
+578
5.2 32 +515
BT BT Group ADR
+778
20.05 185 +823
CACI CACI International C
+304
120.65 440 +265
CAFD 8Point3 Energy Partn
+514
12.19 70 +474
CARB Carbonite
+5,056
21.75 437 >900
CCIH ChinaCache Internati
+95
1.11 2.53 +128
CDNA CareDx
+1,701
0.79 61 >900
CEVA CEVA
+347
36.7 92 +151
CGA China Green Agricult
+309
1.29 7.50 +481
CLCT Collectors Universe
+712
27.43 128 +367
CLF Cliffs Natural Resou
+2,713
6.7 31 +363
CLGX CoreLogic
+184
43.29 104 +140
CMP Compass Minerals Int
+239
67.05 195 +191
CMTL Comtech Telecommunic
+178
14.22 45 +216
CNC Centene
+4,112
72.95 1997 >900
CNXC CNX Coal Resources
+860
16.15 100 +519
CRAY Cray
+501
18.5 153 +727
CRCM Care.com
+509
11.98 729 >900
CRUS Cirrus Logic
+878
65.63 480 +631
CSLT Castlight Health Cl
+1,792
4 59 >900
CUTR Cutera
+642
19.85 82 +313
CVI CVR Energy
+3,223
21.96 1228 >900
CVO Cenveo
+73
4.29 16.02 +273
CVRR CVR Refining
+2,638
9.8 497 >900
D Dominion Resources (
+145
77.69 168 +116
DAL Delta Air Lines
+131
45.74 130 +184
DBD Diebold Nixdorf
+3,416
28.65 741 >900
DL China Distance Educa
+87
10.3 97 +842
DOW Dow Chemical
+143
63.19 136 +115
DUK Duke Energy
+191
82.9 177 +114
EDN Empresa Distribuidor
+5,822
33.85 3667 >900
EEFT Euronet Worldwide
+96
83.46 176 +111
EIGI Endurance Internatio
+1,083
7.6 135 >900
EIX Edison International
+378
80.35 323 +302
EXC Exelon
+266
34.84 150 +331
FB Facebook Cl A
+517
147.7 657 +345
FDX FedEx
+923
191.71 1260 +557
FLR Fluor
+205
52.33 168 +221
FN Fabrinet
+812
35.55 224 +530
FTR Frontier Communicati
+4,142
1.91 136 >900
GDDY GoDaddy Cl A
+207
39.04 87 +123
GHM Graham
+525
22.52 115 +411
GILT Gilat Satellite Netw
+1,081
5.09 34 +568
GLBL TerraForm Global Cl
+820
4.7 51 >900
GPRO GoPro
+60
8.94 160 >900
GSK GlaxoSmithKline ADR
+219
40.78 107 +162
GTN-A Gray Television Cl A
+129
13.5 112 +730
HA Hawaiian Holdings
+242
54.4 154 +183
HCKT Hackett Group
+236
19.85 47 +137
HL Hecla Mining
+2,027
5.33 36 +575
HQCL Hanwha Q CELLS ADR
+2,272
7.06 418 >900
HRS Harris Corp.
+733
113.29 749 +561
HUBG Hub Group Cl A
+229
40.1 127 +217
IDCC InterDigital
+6,548
91.4 3254 >900
IDT IDT Cl B
+144
15.35 40 +161
IEP Icahn Enterprises
+5,655
52.51 579 >900
INT World Fuel Services
+241
36.79 131 +256
IONS Ionis Pharmaceutical
+420
47.56 174 +266
IRWD Ironwood Pharmaceuti
+568
16.38 64 +291
JMEI Jumei International
+289
3.81 185 >900
KBR KBR
+294
15.48 66 +326
LCI Lannett
+410
25.95 176 +578
LEN-B Lennar Cl B
+70
43.06 88 +104
LITE Lumentum Holdings
+615
43.8 140 +220
LLL L3 Technologies
+401
173.94 734 +322
LPX Louisiana-Pacific
+1,064
26.35 183 +594
LRCX Lam Research
+1,126
147 1010 +587
LYB LyondellBasell Indus
+69
87.42 221 +153
MB Mindbody
+508
28.2 71 +152
MCHP Microchip Technology
+1,436
76.75 613 +699
MDRX Allscripts Healthcar
+304
12.06 44 +265
MELI MercadoLibre
+532
230.21 712 +209
MEOH Methanex
+218
44.85 128 +185
MKSI MKS Instruments
+2,505
79.4 729 +818
MNTA Momenta Pharmaceutic
+1,245
14 168 >900
MOMO Momo ADR
+534
38.38 287 +648
MPC Marathon Petroleum
+213
51.02 151 +196
MTZ MasTec
+2,856
44.85 452 >900
MU Micron Technology
+564
27.63 1440 >900
NCI Navigant Consulting
+67
24.13 50 +107
NI NiSource
+159
24.36 61 +150
NOC Northrop Grumman
+126
248.4 579 +133
NOK Nokia ADR
+4,331
5.72 208 >900
NSIT Insight Enterprises
+224
42.99 144 +235
NTES Netease ADR
+1,025
265.69 3117 >900
NTL Nortel Inversora ADR
+32,165
27.4 4364 >900
NVDA NVIDIA
+6,176
105.64 1597 >900
NXPI NXP Semiconductors
+932
105.45 554 +425
OCLR Oclaro
+20,977
7.93 498 >900
OKE ONEOK
+1,714
53.01 427 +706
OMAB Grupo Aeroportuario
+394
44.28 152 +243
ON ON Semiconductor
+1,613
14.66 92 +528
ORBK Orbotech
+311
33.07 78 +136
OSIS OSI Systems
+314
78.13 296 +279
OSTK Overstock.com
+183
17.45 42 +141
OTEX Open Text
+173
34.58 71 +105
PAC Grupo Aeroportuario
+706
101.18 466 +361
PAGP Plains GP Holdings
+66
29.79 66 +122
PAM Pampa Energia ADR
+1,030
54.99 1556 >900
PBF PBF Energy
+1,367
23.1 307 >900
PCG PG&E
+319
67.28 229 +240
PERI Perion Network
+6,692
1.82 63 >900
PHI PLDT ADR
+64
35.4 110 +211
PHII PHI
+106
11.75 44 +274
PHIIK PHI Non-Voting
+104
12.27 43 +250
PSDV pSivida
+617
1.72 17.04 +891
PZE Petrobras Argentina
+7,525
11.39 264 >900
Q Quintiles IMS Holdin
+1,930
83.68 676 +708
REX Rex American Resourc
+67
96.43 365 +279
ROG Rogers
+264
102.58 209 +104
RP RealPage
+304
36.85 78 +112
RPXC RPX
+90
12.85 30 +133
SAVE Spirit Airlines
+70
57.53 141 +145
SCMP Sucampo Pharmaceutic
+1,965
10.1 83 +722
SGU Star Gas Partners
+378
9.31 45 +383
SHEN Shenandoah Telecommu
+10,209
32.4 208 +542
SIMO Silicon Motion Techn
+1,395
44.28 472 >900
SJI South Jersey Industr
+223
37.97 104 +174
SLCA U.S. Silica Holdings
+1,373
42.35 223 +427
SMI Semiconductor Manufa
+191
6.07 28 +361
SMTC Semtech
+61
34.5 118 +242
SO Southern
+1,176
50.07 547 >900
SPKE Spark Energy
+28,788
35.65 3187 >900
SPWR SunPower
+62
7.1 15.15 +113
SUPN Supernus Pharmaceuti
+1,355
33.2 206 +520
TA TravelCenters of Ame
+99
6.15 39 +534
TASR TASER International
+417
21.9 124 +466
TEO Telecom Argentina AD
+227
23.16 70 +202
TESS Tessco Technologies
+151
14 47 +236
TEVA Teva Pharmaceutical
+279
31.73 171 +439
TGS Transportadora de Ga
+1,607
15 727 >900
TI Telecom Italia ADR
+63
7.28 22 +202
TIVO TiVo
+533
19.7 76 +286
TRNS Transcat
+2,474
11.85 231 >900
TSEM Tower Semiconductor
+3,639
22.06 374 >900
TSM Taiwan Semiconductor
+309
33.02 98 +197
TSO Tesoro
+84
79.85 252 +216
TSS Total System Service
+1,327
57.88 651 >900
TTEK Tetra Tech
+211
44.55 99 +122
UAL United Continental H
+253
70.7 191 +170
UBNT Ubiquiti Networks
+235
51.89 120 +131
UCTT Ultra Clean Holdings
+10,488
19.8 479 >900
VIRC Virco Manufacturing
+222
4.5 17.81 +296
VLO Valero Energy
+274
65.32 246 +277
VLRS Controladora Vuela C
+133
12.67 102 +705
VRTU Virtusa
+451
30.83 208 +575
WAGE WageWorks
+69
74 162 +119
WB Weibo ADR
+134
55.37 176 +218
WEB Web.com Group
+760
19.35 150 +675
WEX WEX
+681
102.45 478 +367
WLK Westlake Chemical
+983
63.42 540 +751
ZPIN Zhaopin ADR
+275
17.95 51 +184
Average:   231 249
Stock screening yielded 173 names:

AGX, ALDW, ALJ, ALK, AMKR, AMOV, AMX, ANET, ANIP, AOSL, ASYS, ATHM, AVGO, AVX, B, BABA, BBSI, BERY, BKH, BLL, BR, BSQR, BT, CACI, CAFD, CARB, CCIH, CDNA, CEVA, CGA, CLCT, CLF, CLGX, CMP, CMTL, CNC, CNXC, CRAY, CRCM, CRUS, CSLT, CUTR, CVI, CVO, CVRR, 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, ROG, RP, RPXC, SAVE, SCMP, SGU, SHEN, SIMO, SJI, SLCA, SMI, SMTC, SO, SPKE, SPWR, 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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