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
+1,360
51.89 301 +480
ACET Aceto
+88
11.2 43 +284
ACIA Acacia Communication
+186
47.08 833 >900
ADBE Adobe Systems
+72
149.96 329 +119
ADI Analog Devices
+693
83.69 383 +358
AEIS Advanced Energy Indu
+182
74.39 301 +305
AIMC Altra Industrial Mot
+474
47.55 128 +169
ALDW Alon USA Partners
+269
11.47 63 +449
ALGT Allegiant Travel
+82
128.6 355 +176
ALK Alaska Air Group
+1,146
73 1261 >900
ASIX AdvanSix
+261
37.73 99 +162
AUDC AudioCodes
+398
6.94 21 +203
B Barnes Group
+422
68.57 195 +184
BABY Natus Medical
+267
34.3 74 +116
BIP Brookfield Infrastru
+3,574
43.54 100 +130
BPT BP Prudhoe Bay Royal
+882
21.05 575 >900
CBM Cambrex
+112
53.45 111 +108
CGA China Green Agricult
+118
1.23 8.21 +567
CMCO Columbus McKinnon
+127
34.7 73 +110
CNP CenterPoint Energy
+200
29.7 153 +415
COHR Coherent
+990
258.69 3256 >900
COL Rockwell Collins
+1,580
130.15 1483 >900
CRAI CRA International
+95
39.68 104 +162
CRH CRH ADR
+115
35.94 96 +167
CSPI CSP
+239
10.45 81 +675
CSRA CSRA
+318
31.99 101 +216
CVI CVR Energy
+432
24.13 122 +406
CVRR CVR Refining
+3,745
8.95 105 >900
DAC Danaos
+149
1.4 3.65 +161
DAKT Daktronics
+101
9.99 70 +601
DAL Delta Air Lines
+209
48.04 160 +233
DOV Dover
+298
92.28 290 +214
DOW Dow Chemical
+164
66.65 139 +109
DQ Daqo New Energy ADR
+3,080
28.22 180 +538
DST DST Systems
+1,135
52.07 1344 >900
DTE DTE Energy
+263
108.88 639 +487
EBIX Ebix
+78
58.05 120 +107
EMES Emerge Energy Servic
+5,000
8.41 40 +376
EMKR Emcore
+570
8.5 171 >900
ENB Enbridge
+5,000
41.31 313 +658
ESE ESCO Technologies
+202
58.35 148 +154
EVEP EV Energy Partners
+57
0.53 3.84 +625
EXTR Extreme Networks
+5,000
11.73 43 +267
FB Facebook Cl A
+135
172.17 502 +192
FLT FleetCor Technologie
+253
151 384 +154
FNSR Finisar
+1,439
21.84 127 +482
FRTA Forterra
+5,000
4.36 10.42 +139
FSS Federal Signal
+1,660
20.43 359 >900
FTK Flotek Industries
+5,000
5.58 62 >900
GKOS Glaukos
+5,000
32.75 196 +498
GPRO GoPro
+1,439
10.66 314 >900
GSK GlaxoSmithKline ADR
+88
40.18 94 +134
GTT GTT Communications
+239
32.3 158 +389
HA Hawaiian Holdings
+186
37.6 175 +365
HAL Halliburton
+336
43.61 115 +164
HCKT Hackett Group
+65
14.73 49 +233
HCLP Hi-Crush Partners
+256
9.35 25 +167
HMLP Hoegh LNG Partners
+5,000
18.45 120 +550
HOME At Home Group
+116
22.31 46 +106
HPJ Highpower Internatio
+5,000
5.2 52 +900
HUBG Hub Group Cl A
+176
41.85 102 +144
HWCC Houston Wire&Cable
+641
5.05 12.27 +143
ICHR Ichor Holdings
+663
24.73 379 >900
ICUI ICU Medical
+571
184.9 1113 +502
IDCC InterDigital
+79
72.55 3242 >900
INFO IHS Markit
+677
47.92 104 +117
INT World Fuel Services
+356
36.54 184 +404
INWK InnerWorkings
+201
11.01 25 +127
IO ION Geophysical
+432
9.65 42 +335
IONS Ionis Pharmaceutical
+5,000
53.88 178 +230
IOSP Innospec
+976
58.25 1108 >900
IPGP IPG Photonics
+214
184.2 389 +111
IT Gartner
+564
124.42 308 +148
IVAC Intevac
+5,000
8.8 92 >900
JD JD.com ADR
+126
44.44 319 +618
JNP Juniper Pharmaceutic
+437
4.55 38 +735
JRJC China Finance Online
+95
2.25 10.43 +364
KBR KBR
+578
17.88 45 +152
KEM Kemet
+5,000
20.01 123 +515
KEYW KEYW Holding
+5,000
7.49 110 >900
KRA Kraton
+5,000
34.03 476 >900
LDL Lydall
+992
54.4 127 +133
LEXEA Liberty Expedia Hold
+5,000
52.99 1447 >900
LOGM LogMeIn
+317
110.75 236 +113
LPX Louisiana-Pacific
+4,547
27.84 189 +579
LRCX Lam Research
+2,158
173.02 3322 >900
LYB LyondellBasell Indus
+203
96.05 315 +228
MELI MercadoLibre
+339
290.2 1947 +571
MEOH Methanex
+2,929
52 518 +896
MERC Mercer International
+1,004
10.85 104 +859
MGIC Magic Software Enter
+207
8.7 27 +210
MGLN Magellan Health
+1,145
81 1454 >900
MOMO Momo ADR
+158
35.06 307 +776
MPC Marathon Petroleum
+106
54.43 136 +150
MTSC MTS Systems
+236
51.45 107 +108
MU Micron Technology
+1,093
35.97 1463 >900
MVO MV Oil Trust
+223
5.46 32 +486
NBLX Noble Midstream Part
+5,000
50.87 230 +352
NCI Navigant Consulting
+5,000
16.14 34 +111
NDSN Nordson
+130
117.51 265 +126
NGL NGL Energy Partners
+5,000
10.5 774 >900
NICE NICE ADR
+367
81.83 212 +159
NSIT Insight Enterprises
+710
41.88 445 >900
NVDA NVIDIA
+318
185.84 1678 +803
NWN Northwest Natural Ga
+724
65.2 258 +296
OCLR Oclaro
+395
8.89 164 >900
PACD Pacific Drilling
+85
0.45 35 >900
PAGP Plains GP Holdings
+424
22.81 62 +172
PBF PBF Energy
+153
26.4 157 +495
PBFX PBF Logistics
+238
21 61 +190
PDLI PDL BioPharma
+277
3.31 129 >900
PH Parker Hannifin
+148
176.29 363 +106
PKG Packaging of America
+346
119.28 243 +104
PRMW Primo Water
+741
11.48 63 +449
PXLW Pixelworks
+5,000
4.79 66 >900
Q Quintiles IMS Holdin
+3,495
94.64 463 +389
QHC Quorum Health
+1,290
4.6 14.92 +224
REX Rex American Resourc
+109
94 340 +262
ROG Rogers
+696
128.23 596 +365
RYAAY Ryanair Holdings ADR
+129
106.2 283 +166
SBGL Sibanye Gold ADR
+270
4.68 116 >900
SBR Sabine Royalty Trust
+186
39 95 +144
SCWX SecureWorks Cl A
+5,000
12.37 32 +159
SEM Select Medical Holdi
+77
18 50 +178
SJT San Juan Basin Royal
+1,998
7.89 85 >900
SLCA U.S. Silica Holdings
+5,000
30.13 853 >900
SNHY Sun Hydraulics
+911
52.45 262 +400
SO Southern
+84
49.45 130 +163
SPI SPI Energy ADR
+500
0.12 2.55 >900
SSNI Silver Spring Networ
+2,685
16.14 389 >900
STRL Sterling Constructio
+162
14.46 99 +585
SUN Sunoco
+110
31.15 79 +154
SUPN Supernus Pharmaceuti
+313
36.75 287 +681
SYNA Synaptics
+63
39.31 86 +119
TA TravelCenters of Ame
+111
4.1 18.73 +357
TI Telecom Italia ADR
+81
7.71 22 +185
TPB Turning Point Brands
+5,000
17.43 64 +267
TPIC TPI Composites
+191
21.13 78 +269
TPL Texas Pacific Land T
+2,031
401.32 2374 +492
TTMI TTM Technologies
+667
14.78 39 +164
UAL United Continental H
+255
58.06 405 +598
UCTT Ultra Clean Holdings
+598
27.63 477 >900
ULH Universal Logistics
+230
19.1 62 +225
USFD US Foods Holding
+503
27.3 84 +208
VEC Vectrus
+55
28.99 86 +197
VECO Veeco Instruments
+2,497
20.65 422 >900
VLO Valero Energy
+417
73.18 347 +374
VSH Vishay Intertechnolo
+95
18 83 +361
WAGE WageWorks
+354
59.5 205 +245
WB Weibo ADR
+406
100.8 470 +366
WCN Waste Connections
+4,151
70.3 302 +330
WDC Western Digital
+2,379
86.37 2454 >900
WIRE Encore Wire
+935
43.4 120 +176
WLDN Willdan Group
+738
30.79 395 >900
WLK Westlake Chemical
+271
81.17 430 +430
WLKP Westlake Chemical Pa
+377
23.9 746 >900
WOR Worthington Industri
+5,000
51.8 335 +547
Average:   226 241
Stock screening yielded 157 names:

ABT, ACET, ACIA, ADBE, ADI, AEIS, AIMC, ALDW, ALGT, ALK, ASIX, AUDC, B, BABY, BIP, BPT, CBM, CGA, CMCO, CNP, COHR, COL, CRAI, CRH, CSPI, CSRA, CVI, CVRR, DAC, DAKT, DAL, DOV, DOW, DQ, DST, DTE, EBIX, EMES, EMKR, ENB, ESE, EVEP, EXTR, FB, FLT, FNSR, FRTA, FSS, FTK, GKOS, GPRO, GSK, GTT, HA, HAL, HCKT, HCLP, HMLP, HOME, HPJ, HUBG, HWCC, ICHR, ICUI, IDCC, INFO, INT, INWK, IO, IONS, IOSP, IPGP, IT, IVAC, JD, JNP, JRJC, KBR, KEM, KEYW, KRA, LDL, LEXEA, LOGM, LPX, LRCX, LYB, MELI, MEOH, MERC, MGIC, MGLN, MOMO, MPC, MTSC, MU, MVO, NBLX, NCI, NDSN, NGL, NICE, NSIT, NVDA, NWN, OCLR, PACD, PAGP, PBF, PBFX, PDLI, PH, PKG, PRMW, PXLW, Q, QHC, REX, ROG, RYAAY, SBGL, SBR, SCWX, SEM, SJT, SLCA, SNHY, SO, SPI, SSNI, STRL, SUN, SUPN, SYNA, TA, TI, TPB, TPIC, TPL, TTMI, UAL, UCTT, ULH, USFD, VEC, VECO, VLO, VSH, WAGE, WB, WCN, WDC, WIRE, WLDN, WLK, WLKP, WOR

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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