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with Tal Davidson

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Magic Formula Stocks Screener

Magic Formula

The Magic Formula is an investment technique that was developed by Prof. Joel Greenblatt and introduced in his book The Little Book That Beats The Market. It selects the stocks that rank the highest for Cheapness (Low EV/EBIT) and Quality (High RoC). 

Greenblatt suggests purchasing 30 “good companies”: cheap stocks with a high earnings yield and a high return on capital. He touts the success of his magic formula in his book ‘The Little Book that Beats the Market’ citing that it does, in fact, beat the S&P 500 96% of the time, and has averaged a 17-year annual return of 30.8%.

Greenblatt does not disclose all the necessary details on his implementation, but we assume he achieved such astounding returns by investing in micro-caps and equal-weighting the holdings. In their book “Quantitative Value”, Tobias Carlisle and Wes Grey re-create the Magic Formula but using larger cap stocks and value-weighting the portfolio holdings. They confirm that the Magic Formula beat the market over time, but have not been able to reach Greenblatt’s returns.

Formula:

  • Establish a minimum market capitalization (usually greater than $50 million).
  • Exclude utility and financial stocks.
  • Exclude foreign companies (American Depositary Receipts).
  • Determine company’s earnings yield = EBIT / enterprise value.
  • Determine company’s return on capital = EBIT / (net fixed assets + working capital).
  • Rank all companies above chosen market capitalization by highest earnings yield and highest return on capital (ranked as percentages).
  • Invest in 20–30 highest ranked companies, accumulating 2–3 positions per month over a 12-month period.
  • Re-balance portfolio once per year, selling losers one week before the year-mark and winners one week after the year mark.
    Continue over a long-term (5–10+ year) period.

The Magic Formula stocks are available for free in Joel Greenblatt’s website, MagicFormulaInvesting.com. In the table below, we copied the top 50 Magic Formula stocks from that website, and broken the magic formula rank into its two components:

  1. The Quality Rank: EBIT/(net fixed assets + working capital)
  2. The Valuation Rank: EBIT / enterprise value

The higher the ranks, the better,

Our screener can be helpful as a starting point for stock research. Investors can sort stocks based on their Quality or Valuation or combined Quality and Valuation (the MF Rank).

Magic Formula Stocks with Market Cap of $10M and above

Magic Formula Screener

Ticker Name Y!finance Price Market Cap ($M) MF Rank MF Quality Rank MF Valuation Rank TEV/EBIT P/E TTM EV/EBITDA EV/Sales P/FCF P/B Sh. Yield FS_Score ROC 5Y Avg. Debt/Equity Cur. Ratio Updated: Template
VRTA Vestin Realty Mortgage I Inc 3.50 3 100.00 99.90 100.00 0.20 2.00 0.20 0.20 -4.92 0.11 -101.00 3 10 0.00 0.00 02/01/2021
LEAI Legacy Education Alliance Inc 0.11 3 100.00 99.80 100.00 0.20 0.10 0.20 0.10 -0.26 -0.11 -4.00 4 -8 -0.11 0.13 02/01/2021
VHC VirnetX Holding Corp 5.38 382 100.00 99.90 99.80 0.80 1.30 0.80 0.40 1.63 1.66 23.00 8 36 0.00 8.94 02/01/2021
TRRPF Torrent Capital Ltd 0.73 18 100.00 100.00 99.30 1.90 2.40 1.90 3.90 -27.69 1.07 0.00 5 34 0.00 0.00 02/01/2021
GNWSF Stagezero Life Sciences Ltd 0.75 38 99.90 99.60 99.60 1.50 -5.80 1.50 24.60 -11.52 -4.58 15.00 6 -123 -0.41 0.46 02/01/2021
ELVT Elevate Credit Inc 4.25 166 99.90 99.10 99.60 1.10 5.00 4.50 0.70 0.63 0.97 -6.00 7 82 2.63 0.00 02/01/2021
STXMF Starrex International Ltd 0.67 10 99.90 99.20 99.50 1.20 90.90 1.20 0.70 17.24 5.29 1.00 8 78 0.51 0.00 02/01/2021
AABVF Aberdeen International Inc 0.15 17 99.90 98.80 99.80 1.10 2.10 1.10 -30.10 -43.59 0.67 -3.00 5 -15 0.02 0.00 02/01/2021
ATLC Atlanticus Holdings Corp 25.50 370 99.90 99.80 98.60 2.70 5.30 9.90 1.70 2.20 6.56 -71.00 6 44 14.01 0.00 02/01/2021
BMXI Brookmount Explorations Inc 0.89 4 99.90 98.20 99.70 0.70 0.70 0.70 0.40 1.55 0.36 1.00 8 69 0.07 0.91 02/01/2021
EMGCQ Emergent Capital Inc 0.25 40 99.90 100.00 97.90 4.00 2.90 8.00 11.10 -8.35 0.69 -28.00 5 23 1.90 0.00 02/01/2021
FFXDF Fairfax India Holdings Corp 11.10 1,667 99.90 99.90 98.00 4.30 4.00 4.60 10.10 -35.73 0.71 0.00 7 12 0.23 0.00 02/01/2021
CIH China Index Holdings Limited 2.11 140 99.90 98.20 99.60 1.40 0.00 0.00 0.70 0.00 4.14 0.00 6 -105 0.12 1.73 02/01/2021
MOMO Momo Inc 15.53 2,617 99.80 98.80 98.30 4.10 7.40 3.70 0.80 -9.59 1.25 6.00 4 -236 0.35 4.83 02/01/2021
HUYA HUYA Inc 23.71 1,967 99.80 97.10 99.70 5.20 0.00 0.00 0.30 0.00 1.38 0.00 6 -20 0.01 4.90 02/01/2021
SCPL SciPlay Corp 17.01 388 99.80 98.00 98.70 1.20 0.00 1.20 0.30 0.83 5.28 4.00 9 -17 0.13 6.27 02/01/2021
ITEXD Itex Corp 5.45 9 99.80 96.90 99.60 3.50 11.00 3.50 0.50 10.84 1.19 5.00 6 33 0.00 6.24 02/01/2021
INVA Innoviva Inc 12.31 1,248 99.80 98.50 98.00 3.70 4.50 3.60 3.40 4.23 2.57 1.00 6 66 0.79 146.75 02/01/2021
JFIN Jiayin Group Inc 3.65 91 99.80 96.80 99.20 2.30 0.00 0.00 0.40 0.00 -1.11 0.00 3 -40 -0.02 0.00 02/01/2021
HNNA Hennessy Advisors Inc 8.71 64 99.80 98.50 97.50 4.80 8.20 4.90 1.60 11.09 0.82 29.00 4 30 0.00 0.00 02/01/2021
ASDRF Ascendant Resources Inc 0.16 13 99.80 98.10 97.90 5.00 10.70 2.70 0.60 1.85 2.88 -80.00 9 21 0.05 0.66 02/01/2021
ESIFF ESG Global Impact Capital Inc 0.23 7 99.70 98.30 97.50 2.90 5.20 2.90 -4.30 -35.00 2.03 10.00 5 -26 0.03 0.00 02/01/2021
USNU U.S. Neurosurgical Holdings Inc 0.29 2 99.70 95.90 99.70 0.70 7.10 0.70 0.30 1.96 0.56 60.00 8 28 0.08 3.42 02/01/2021
CPRX Catalyst Pharmaceutical Inc 3.67 380 99.70 98.60 96.80 6.20 5.30 6.10 2.10 8.42 2.43 0.00 7 -5,928 0.00 7.86 02/01/2021
INPCF Input Capital Corp 0.73 39 99.70 97.70 97.70 4.90 -70.90 4.90 1.50 3.79 0.73 25.00 5 7 0.11 11.36 02/01/2021
GBL Gamco Investors Inc 17.31 476 99.70 98.40 97.00 5.10 7.50 5.20 1.90 12.91 5.19 -7.00 4 -175 0.32 0.00 02/01/2021
FHBC Fernhill Beverage Inc 0.00 0 99.70 97.50 97.70 0.20 0.00 0.20 0.00 0.00 0.00 1.00 4 49 0.08 0.00 02/01/2021
CPHRF Cipher Pharmaceuticals Inc 0.70 19 99.70 95.50 99.40 1.40 2.60 1.30 0.80 2.91 0.58 43.00 8 50 0.11 1.56 02/01/2021
KRIUF Keg Royalties Income Fund (The) 9.57 109 99.70 96.30 98.50 3.20 2.70 0.00 10.00 29.07 1.03 4.00 5 23 0.50 0.00 02/01/2021
FULO Fullnet Communications Inc 0.12 2 99.60 95.80 99.10 2.40 3.40 2.00 0.40 2.22 -7.14 -40.00 8 -90 -1.93 0.90 02/01/2021
TREP Trucept Inc 0.08 4 99.60 95.20 99.70 1.20 0.60 1.20 0.80 1.29 5.80 65.00 6 42 5.62 0.30 02/01/2021
GLBXF Globex Mining Enterprises Inc 0.56 31 99.60 99.20 95.60 6.50 6.00 6.40 4.10 41.33 3.49 2.00 8 302 0.00 68.20 02/01/2021
NMGGF Network Media Group Inc 0.14 10 99.60 96.80 98.00 3.70 3.70 0.90 0.80 3.75 1.49 -16.00 6 8 0.27 0.54 02/01/2021
CLCN Creative Learning Corp 0.23 3 99.60 96.90 97.80 4.50 4.80 3.80 0.90 -9.68 -1.65 -4.00 5 -56 -0.07 0.85 02/01/2021
JE Just Energy Group Inc 5.59 268 99.60 95.60 99.20 2.10 -5.40 2.00 0.30 -17.85 -2.10 -3.00 4 -179 -2.94 0.95 02/01/2021
EVTN Enviro Technologies Inc 0.10 0 99.60 95.20 99.50 0.40 0.00 0.30 0.10 0.00 0.00 -35.00 8 -23 -1.60 0.57 02/01/2021
GNE Genie Energy Ltd 7.61 199 99.60 95.80 98.80 2.70 15.90 2.60 0.40 14.80 2.43 1.00 8 32 0.04 1.90 02/01/2021
CASS Cass Information Systems Inc 40.12 579 99.60 96.70 97.90 4.60 23.00 3.50 1.00 23.89 2.30 -3.00 4 -340 0.03 0.00 02/01/2021
CURO CURO Group Holdings Corp 14.66 599 99.50 95.50 99.00 2.30 6.00 9.40 1.30 1.25 5.32 -30.00 6 83 8.16 0.00 02/01/2021
PRDO Perdoceo Education Corp 12.75 883 99.50 96.60 97.90 4.10 7.10 3.80 0.80 7.61 1.69 -8.00 6 10 0.11 4.23 02/01/2021
URPTF Uranium Participation Corp 3.42 465 99.50 100.00 94.50 6.60 6.00 6.60 115.40 -137.57 0.86 0.00 5 9 0.00 0.00 02/01/2021
SOHI Sortis Holdings Inc 0.85 9 99.50 97.60 96.80 5.40 0.00 5.40 1.90 0.00 3.19 0.00 5 41 0.00 0.00 02/01/2021
MSGN MSG Networks Inc 14.56 831 99.50 97.80 96.50 5.70 4.70 5.50 2.40 3.82 -1.61 -45.00 8 90 -2.12 4.48 02/01/2021
WRLD World Acceptance Corp 119.50 837 99.50 97.50 96.70 6.00 18.90 19.00 2.40 4.02 2.28 -69.00 3 27 1.42 0.00 02/01/2021
SPKE Spark Energy Inc 11.03 161 99.50 96.00 98.10 2.50 2.70 1.70 0.30 2.05 2.50 28.00 7 42 1.55 2.11 02/01/2021
PFSI PennyMac Financial Services Inc 61.30 4,438 99.50 99.10 95.10 6.90 3.30 7.30 3.70 -1.03 1.47 -46.00 6 15 3.26 0.00 02/01/2021
CIXX CI Financial Corp 13.22 2,772 99.40 98.20 95.90 6.50 7.10 6.70 2.50 9.67 2.43 -16.00 4 34 1.34 0.00 02/01/2021
RAND Rand Capital Corp 15.89 41 99.40 99.40 94.20 6.70 15.80 7.30 4.70 -17.75 0.82 38.00 5 3 0.22 0.00 02/01/2021
MO Altria Group Inc 41.94 77,942 99.40 98.60 95.00 7.20 108.60 7.10 5.00 41.07 24.83 4.00 7 42 9.32 0.77 02/01/2021
VCTR Victory Capital Holdings Inc 23.94 1,618 99.40 98.60 94.90 7.00 8.30 7.30 3.00 7.42 2.45 -39.00 5 19 1.24 0.00 02/01/2021
SAR Saratoga Investment Corp 23.68 265 99.40 99.50 93.80 8.50 6.70 11.10 4.70 59.95 0.89 73.00 7 9 0.91 0.00 02/01/2021
NRIFF Nuvo Pharmaceuticals Inc 0.00 0 99.40 95.90 97.40 4.30 0.00 3.00 1.30 0.00 0.00 -66.00 7 188 6.25 2.83 02/01/2021
QFIN 360 Digitech Inc 15.93 2,020 99.40 93.40 99.70 1.90 0.00 0.00 0.50 0.00 1.67 0.00 2 173 0.02 0.00 02/01/2021
CACC Credit Acceptance Corp 345.87 6,105 99.40 99.60 93.30 8.30 14.70 17.80 6.40 6.25 2.64 -17.00 6 20 2.00 0.00 02/01/2021
TPRFF Gran Colombia Gold Corp 6.02 371 99.40 93.70 99.30 1.40 -3.00 1.20 0.60 4.35 2.20 -1.00 6 53 0.40 1.78 02/01/2021
AGFMF AGF Management Ltd 5.03 387 99.30 97.30 95.50 7.00 6.00 7.00 1.50 17.33 0.53 1.00 6 6 0.22 0.00 02/01/2021
VYGR Voyager Therapeutics Inc 8.65 322 99.30 93.90 98.80 4.10 8.00 3.80 0.80 -3.01 1.94 18.00 4 69 0.19 5.14 02/01/2021
IOUFF IOU Financial Inc 0.09 8 99.30 93.40 99.30 1.70 -3.20 -9.60 0.90 0.36 1.04 -177.00 5 25 1.53 0.00 02/01/2021
SLM SLM Corp 13.51 5,069 99.30 94.40 98.20 3.80 8.60 6.80 2.30 -22.25 2.82 -10.00 4 47 2.75 0.00 02/01/2021
FHI Federated Hermes Inc 30.15 2,998 99.30 97.20 95.30 6.60 9.40 6.20 1.90 12.24 2.60 0.00 7 47 0.18 0.00 02/01/2021
CANG Cango Inc 8.46 952 99.30 93.50 98.90 3.10 0.00 0.00 4.60 0.00 0.93 0.00 4 24 0.34 0.00 02/01/2021
MRRTY Marfrig Global Foods SA 2.63 1,832 99.30 93.80 98.40 3.20 4.30 2.70 0.40 3.46 10.70 -71.00 7 22 28.43 1.46 02/01/2021
SHRG Sharing Services Global Corp 0.21 41 99.30 94.90 97.10 4.50 7.40 4.30 0.30 -7.19 5.66 5.00 4 -182 0.23 1.41 02/01/2021
CHPRF Champion Iron Ltd 4.39 2,077 99.20 95.20 96.60 6.30 11.70 5.90 2.90 16.13 7.07 0.00 6 48 0.67 3.15 02/01/2021
MDSMF Medusa Mining Ltd 0.68 141 99.20 92.40 99.40 2.20 0.00 1.50 0.70 6.29 0.89 -1.00 7 26 0.05 2.88 02/01/2021
APT Alpha Pro Tech Ltd. 14.04 191 99.20 95.00 96.60 7.40 9.40 7.10 2.00 9.65 3.49 -4.00 7 26 0.05 6.53 02/01/2021
WCRS Western Capital Resources Inc 7.00 62 99.20 92.20 99.30 1.90 6.50 1.20 0.20 3.43 0.92 -20.00 8 24 0.17 3.86 02/01/2021
MVO MV Oil Trust 3.68 42 99.20 94.30 97.20 5.90 0.00 5.90 4.90 0.00 3.69 0.00 4 78 0.00 0.00 02/01/2021
MN Manning & Napier Inc 6.21 102 99.20 92.80 98.60 3.40 19.10 2.70 0.40 6.58 1.29 -6.00 9 76 0.26 0.00 02/01/2021
PZN Pzena Investment Management Inc 8.36 141 99.20 94.00 97.40 3.40 5.50 3.20 0.80 2.96 5.49 -10.00 3 -555 0.49 0.00 02/01/2021
MNDO Mind Cti Ltd 2.70 54 99.20 96.50 95.00 7.60 10.00 7.30 1.70 101.89 2.51 7.00 3 132 0.05 3.18 02/01/2021
REGI Renewable Energy Group Inc 97.05 3,817 99.20 93.80 97.60 6.30 6.30 5.90 1.40 7.00 3.22 -1.00 8 16 0.08 2.92 02/01/2021
CHRS Coherus BioSciences Inc 17.99 1,296 99.10 95.50 95.90 6.50 8.00 6.40 2.50 9.78 5.07 -6.00 7 -1,875 1.63 5.45 02/01/2021
PERS SandRidge Permian Trust 0.42 22 99.10 92.30 98.90 2.60 0.00 2.60 1.50 0.00 1.18 0.00 4 19 0.00 0.00 02/01/2021
PFHO Pacific Health Care Organization Inc. 1.05 13 99.10 93.90 97.40 5.00 20.00 4.70 0.70 20.00 1.35 -4.00 5 158 0.09 10.60 02/01/2021
SWBI Smith & Wesson Brands Inc 17.84 998 99.10 94.10 97.10 5.20 31.20 4.20 1.10 4.12 4.40 0.00 8 21 0.20 1.72 02/01/2021
LMDCF Lingo Media Corp 0.06 2 99.10 92.70 98.40 2.90 3.00 2.70 1.10 3.03 1.56 -20.00 8 -12 0.33 4.84 02/01/2021
CPYYY Centrica PLC 2.75 3,998 99.10 92.00 99.10 2.10 -6.00 1.60 0.30 2.33 3.49 -25.00 6 36 5.46 1.04 02/01/2021
AGLDF Austral Gold Ltd 0.14 78 99.10 92.00 99.00 2.60 5.70 1.70 0.80 3.77 1.36 6.00 8 26 0.22 1.10 02/01/2021
VIRT Virtu Financial Inc 24.73 3,039 99.10 92.50 98.50 2.90 3.40 2.90 1.50 1,697.77 2.18 -45.00 6 44 1.84 0.00 02/01/2021
ECPG Encore Capital Group Inc 32.97 1,033 99.00 97.80 93.20 8.10 4.70 12.10 2.80 3.88 0.92 -10.00 9 10 2.89 0.00 02/01/2021
SUNS Solar Senior Capital Ltd 15.38 247 99.00 99.20 91.80 9.90 19.20 14.40 6.20 -25.05 0.97 -8.00 6 8 0.54 0.00 02/01/2021
IDT IDT Corp 13.73 350 99.00 91.80 99.00 3.30 11.20 2.20 0.10 -15.49 4.31 -4.00 6 -30 0.12 1.01 02/01/2021
HPTO hopTo Inc 0.47 9 99.00 97.00 93.80 8.30 14.80 8.30 1.30 29.03 3.20 0.00 5 10 0.00 3.17 02/01/2021
GSKY GreenSky Inc 4.84 365 99.00 91.70 98.90 3.20 34.60 3.10 1.60 -0.78 -23.17 -18.00 1 -765 -56.97 5.17 02/01/2021
ORXGF Orca Energy Group Inc 4.74 124 99.00 91.30 99.30 1.70 3.60 1.30 1.10 18.02 1.47 7.00 7 102 0.65 2.73 02/01/2021
JHG Janus Henderson Group PLC 33.99 6,076 99.00 96.30 94.20 7.90 58.10 7.40 2.20 18.01 1.35 -2.00 6 18 0.07 0.00 02/01/2021
PGOL Patriot Gold Corp 0.16 12 99.00 96.40 94.00 8.50 9.50 8.50 4.90 29.27 5.43 0.00 7 136 0.00 12.09 02/01/2021
DHIL Diamond Hill Investment Group Inc 153.60 485 99.00 97.50 92.70 8.90 13.20 8.70 2.90 20.36 2.35 -2.00 6 69 0.01 0.00 02/01/2021
AMCX AMC Networks Inc 43.09 2,242 98.90 93.90 96.30 5.90 14.10 2.50 1.50 3.35 3.00 -16.00 6 29 4.16 2.43 02/01/2021
FIOGF Fiore Gold Ltd 0.97 96 98.90 92.70 97.40 4.00 5.30 2.80 1.00 5.51 1.66 1.00 6 26 0.05 4.73 02/01/2021
ORNC Oranco Inc 0.95 40 98.90 93.70 96.30 5.10 10.60 4.90 2.40 24.10 3.62 -1.00 8 2,065 0.00 6.66 02/01/2021
SNYR Synergy CHC Corp 0.03 3 98.90 91.20 98.70 2.70 -0.40 2.50 0.30 -1.81 -1.84 52.00 5 29 -4.75 0.87 02/01/2021
ICON Iconix Brand Group Inc 1.43 19 98.90 97.30 92.60 8.10 -0.20 7.90 4.50 0.61 -0.07 124.00 5 15 -2.20 1.31 02/01/2021
EAF Graftech International Ltd 10.85 2,899 98.90 94.40 95.50 6.70 6.00 6.10 3.30 5.43 -6.14 4.00 6 48 -3.31 3.10 02/01/2021
MCCK Mestek Inc. 29.75 223 98.90 90.80 99.00 2.60 0.00 0.00 0.50 0.00 0.83 0.00 3 23 0.08 4.25 02/01/2021
USNA USANA Health Sciences Inc 85.63 1,800 98.90 95.90 93.70 9.00 15.50 8.00 1.40 12.05 4.63 -11.00 7 114 0.00 2.40 02/01/2021
SBR Sabine Royalty Trust 30.26 441 98.80 100.00 89.60 11.50 0.00 11.50 10.60 0.00 103.52 0.00 4 -2,797 0.00 0.00 02/01/2021
RSKIA Risk(George) Industries Inc 10.76 53 98.80 91.60 98.00 4.60 15.10 4.30 1.30 240.91 1.30 2.00 5 65 0.02 10.90 02/01/2021
BIIB Biogen Inc 270.12 41,571 98.80 95.00 94.50 8.20 8.10 7.50 3.50 7.12 3.86 -17.00 6 35 0.73 2.06 02/01/2021
SBS Companhia de Saneamento Basico do Estado de Sao Paulo SABESP 7.61 5,202 98.80 97.40 92.00 8.30 16.60 5.70 2.10 43.47 1.35 5.00 4 14 0.71 1.07 02/01/2021
RSRBF Robex Resources Inc 0.34 204 98.80 93.10 96.30 5.40 6.10 3.60 2.10 19.56 3.44 19.00 9 23 0.11 1.67 02/01/2021
BREUF Bridgemarq Real Estate Services Inc 11.89 113 98.80 98.90 90.50 10.20 15.00 7.90 5.00 19.38 -4.05 1.00 6 64 -2.07 0.00 02/01/2021
HRB Block H&R Inc 16.67 3,058 98.80 95.40 93.70 8.20 15.40 6.40 1.50 11.20 -10.92 -88.00 4 82 -7.21 1.07 02/01/2021
TUERF True North Commercial Real Estate Investment Trust 4.98 428 98.80 99.70 89.40 18.60 17.30 29.70 10.30 27.81 1.08 -440,561.00 5 6 1.55 0.00 02/01/2021
TSLX Sixth Street Specialty Lending Inc 21.11 1,428 98.80 99.70 89.30 10.90 8.80 13.80 8.40 67.07 1.25 -26.00 4 9 0.81 0.00 02/01/2021
PBT Permian Basin Royalty Trust 3.41 159 98.70 99.80 89.20 11.20 0.00 11.20 10.40 0.00 407.69 0.00 3 -1,231 0.00 0.00 02/01/2021
LAKE Lakeland Industries Inc 27.25 217 98.70 91.70 97.20 4.90 7.60 4.60 1.20 6.53 1.91 -1.00 9 19 0.02 6.70 02/01/2021
FTLF FitLife Brands Inc 20.00 21 98.70 93.50 95.40 6.00 6.90 5.90 0.90 5.26 3.34 -6.00 8 20 0.11 3.38 02/01/2021
ONEW OneWater Marine Inc 34.17 355 98.70 92.30 96.60 5.60 7.30 5.40 0.50 1.72 2.89 51.00 7 25 1.74 1.34 02/01/2021
SUPN Supernus Pharmaceuticals Inc 28.36 1,494 98.70 95.00 93.90 8.80 11.60 8.00 3.30 10.31 2.11 -3.00 5 36 0.61 1.84 02/01/2021
BSIG Brightsphere Investment Group Inc 20.74 1,662 98.70 95.60 93.20 8.30 9.00 8.00 2.70 13.66 14.92 -28.00 3 19 5.24 0.00 02/01/2021
CNCG Concierge Technologies Inc 1.65 62 98.70 94.00 94.70 10.40 15.70 8.80 1.60 13.90 2.89 -2.00 8 30 0.10 0.00 02/01/2021
PZRIF Pizza Pizza Royalty Corp 7.69 247 98.70 99.50 89.20 11.50 12.80 0.00 11.30 352.86 1.15 7.00 6 11 0.16 3.08 02/01/2021
GPP Green Plains Partners LP 9.80 227 98.60 93.50 95.20 7.80 5.50 7.20 4.60 14.03 -3.76 1.00 7 71 -2.54 0.33 02/01/2021
PPRQF Choice Properties Real Estate Investment Trust 10.23 7,334 98.60 99.30 89.10 10.90 15.50 13.20 12.90 0.00 2.83 13.00 6 10 1.89 0.00 02/01/2021
FF FutureFuel Corp 13.91 608 98.60 90.70 97.60 5.20 5.40 4.50 2.10 -10.23 1.61 25.00 6 37 0.00 14.29 02/01/2021
RBII Rising BioSciences Inc 0.00 0 98.60 92.50 95.80 2.80 0.00 2.60 1.30 0.00 0.00 -13.00 7 -52 -1.25 0.30 02/01/2021
RMR RMR Group Inc (The) 38.53 632 98.60 93.70 94.60 4.10 9.50 3.70 0.50 12.13 2.14 -2.00 3 -662 0.12 0.00 02/01/2021
WDR Waddell & Reed Financial Inc. 25.07 1,568 98.60 96.10 92.20 8.80 16.40 8.20 1.00 15.05 2.10 -7.00 5 101 0.15 0.00 02/01/2021
SIGA SIGA Technologies Inc 7.14 555 98.60 96.10 92.10 8.80 17.50 8.70 5.20 49.16 4.91 -1.00 7 6 0.02 8.04 02/01/2021
DLX Deluxe Corp 33.22 1,392 98.60 94.60 93.60 8.80 48.00 5.70 1.10 10.30 2.72 -7.00 6 23 2.12 1.79 02/01/2021
CCEL Cryo-Cell International Inc 8.40 63 98.50 94.70 93.40 8.90 19.30 8.30 2.00 9.95 -15.59 5.00 8 -66 -1.75 1.16 02/01/2021
POCEF Photon Control Inc 1.83 191 98.50 95.60 92.30 10.60 18.70 9.40 3.60 16.84 4.06 -4.00 8 92 0.02 4.96 02/01/2021
APAM Artisan Partners Asset Management Inc 53.28 3,273 98.50 97.10 90.80 10.20 12.10 10.10 3.90 23.53 22.52 3.00 6 211 2.03 0.00 02/01/2021
ANXGF Anaconda Mining Inc 0.47 70 98.50 94.00 93.80 7.80 12.90 6.00 2.20 23.49 1.51 1.00 8 12 0.05 2.27 02/01/2021
DGRLY Delek Group Ltd 3.12 467 98.50 97.10 90.70 8.50 -0.60 2.40 2.50 6.76 1.07 -492.00 4 -16 15.12 0.59 02/01/2021
CJREF Corus Entertainment Inc 3.90 813 98.50 93.20 94.50 7.50 -1.80 2.50 1.70 4.48 1.18 25.00 4 12 1.67 0.66 02/01/2021
ACSSF Apollo Healthcare Corp 3.87 285 98.50 93.10 94.40 7.40 7.00 6.30 1.50 7.15 5.06 -2.00 8 -7 0.21 1.52 02/01/2021
TIKK Tel Instruments Electronics Corp 3.20 10 98.50 90.80 96.60 3.00 2.30 2.50 0.40 11.49 38.46 -2.00 5 71 6.15 1.31 02/01/2021
FOXA Fox Corp 31.04 18,520 98.50 93.10 94.30 7.90 11.10 7.10 1.80 11.27 1.72 -12.00 5 20 0.79 4.21 02/01/2021
ZCMD Zhongchao Inc 1.93 48 98.40 91.20 96.10 7.40 0.00 7.10 1.90 -342.86 1.76 0.00 3 46 0.01 8.69 02/01/2021
WU Western Union Co 22.03 9,054 98.40 98.30 89.00 11.00 12.90 9.90 2.30 27.20 134.93 -2.00 3 44 48.78 0.00 02/01/2021
BRMK Broadmark Realty Capital Inc 10.65 1,408 98.40 99.30 87.90 12.30 9.70 0.00 10.30 -128.47 1.19 51.00 7 4 0.00 0.00 02/01/2021
CODX Co-Diagnostic Inc 11.86 334 98.40 96.30 90.90 12.80 12.00 12.70 6.50 53.44 6.33 3.00 8 4,519 0.00 28.63 02/01/2021
DRUNF DREAM Unlimited Corp 16.44 756 98.40 89.40 97.80 4.30 1.90 4.40 2.40 4.16 0.70 11.00 8 7 0.57 0.00 02/01/2021
SRBIF Serabi Gold PLC 1.25 74 98.40 90.00 97.20 5.00 7.90 3.20 1.10 27.92 1.25 0.00 8 6 0.04 1.27 02/01/2021
UONEK Urban One Inc 1.56 74 98.40 94.20 92.90 8.70 -1.80 5.50 2.40 1.10 0.46 -34.00 5 10 5.70 1.90 02/01/2021
BSRTF BSR Real Estate Investment Trust 11.12 265 98.40 99.80 87.30 12.00 5.10 15.60 7.80 26.99 0.74 1.00 4 7 1.76 0.00 02/01/2021
DX Dynex Capital Inc. 18.60 431 98.30 99.60 87.30 11.40 2.20 14.80 6.80 3.33 1.01 -333.00 7 2 6.05 0.00 02/01/2021
MARPS Marine Petroleum Trust 0.00 0 98.30 100.00 86.90 -1.90 0.00 -1.90 -1.40 0.00 0.00 0.00 3 28,208 0.00 0.00 02/01/2021
KOF Coca-Cola Femsa SAB De CV 46.37 2,435 98.30 88.80 98.00 3.70 3.40 2.50 0.50 9.02 0.45 33.00 5 15 0.88 1.52 02/01/2021
GILD Gilead Sciences Inc 66.98 83,926 98.30 95.40 91.30 10.90 68.00 9.30 3.80 17.60 4.81 5.00 5 51 1.68 3.25 02/01/2021
SAMG Silvercrest Asset Management Group Inc 15.36 147 98.30 92.30 94.30 6.80 8.10 5.30 1.40 7.98 2.12 -38.00 5 160 0.73 0.00 02/01/2021
WHF WhiteHorse Finance Inc 13.55 278 98.30 99.10 87.40 12.00 8.60 17.00 8.40 -151.91 0.88 -32.00 5 10 0.93 0.00 02/01/2021
ENVA Enova International Inc 24.67 743 98.30 88.90 97.60 4.50 3.90 4.60 0.90 0.88 1.30 -27.00 6 20 1.57 0.00 02/01/2021
SBSAA Spanish Broadcasting System Inc 0.31 2 98.30 94.10 92.30 9.00 -0.20 8.30 2.70 -2.47 -0.02 -1,725.00 4 13 -4.81 0.17 02/01/2021
TRKNY Turk Telekomunikasyon AS 2.33 4,078 98.30 90.10 96.30 6.00 10.10 3.50 1.60 7.26 2.93 9.00 9 24 2.25 1.07 02/01/2021
KCDMY Kimberly Clark De Mexico SA De CV Kimber 9.06 2,682 98.30 91.00 95.30 7.00 6.70 5.90 1.60 9.08 11.45 2.00 8 39 7.59 1.57 02/01/2021
KIM Kimco Realty Corp 16.58 7,171 98.20 98.30 88.00 12.30 7.90 11.20 7.10 -38.92 1.31 -7.00 6 5 0.99 0.00 02/01/2021
CELTF Centamin PLC 1.67 1,930 98.20 89.40 96.90 5.20 6.30 3.70 2.00 11.11 1.49 6.00 8 31 0.00 7.82 02/01/2021
ASNB Ekimas Corp 0.03 1 98.20 86.40 99.90 0.80 12.50 0.80 0.20 3.33 -2.56 1.00 6 11 0.00 0.38 02/01/2021
ITNM International Monetary Systems 5.00 3 98.20 89.90 96.40 6.40 7.30 4.80 0.40 3.80 0.74 -49.00 7 10 0.79 1.28 02/01/2021
STKR Prophotonix Ltd 0.08 7 98.20 87.80 98.40 3.90 4.80 3.50 0.40 3.80 1.64 2.00 10 18 0.20 1.88 02/01/2021
HMNU Human Unitec International 0.01 9 98.20 91.40 94.80 6.10 3.90 0.00 0.50 3.77 2.30 0.00 7 31 0.00 0.37 02/01/2021
CHCI Comstock Holding Cos Inc 3.53 29 98.20 94.70 91.40 8.50 10.70 8.50 1.00 5.33 7.69 2.00 7 -5 1.46 4.01 02/01/2021
DEWY Dewey Electronics Corp 4.40 6 98.10 88.90 97.20 4.30 4.50 4.30 0.80 6.52 2.03 3.00 9 8 0.12 2.99 02/01/2021
JEF Jefferies Financial Group Inc 25.68 6,658 98.10 89.80 96.20 6.10 10.20 11.80 2.00 1.80 0.71 -21.00 7 12 2.38 0.00 02/01/2021
CLGPF Clean Seed Capital Group Ltd 0.29 22 98.10 98.90 87.10 11.60 14.60 8.40 5.80 23.16 2.81 16.00 6 -36 0.27 1.54 02/01/2021
DIFTY Daito Trust Construction Co Ltd 23.10 6,355 98.10 88.80 97.20 5.00 5.60 4.40 0.40 91.20 2.26 -1.00 4 95 0.24 1.65 02/01/2021
LFVN Lifevantage Corp 9.25 132 98.10 91.80 94.10 7.70 10.80 5.60 0.60 6.45 3.87 -3.00 8 77 0.45 1.86 02/01/2021
CRRTF Crescita Therapeutics Inc 0.66 14 98.10 86.40 99.50 3.50 127.30 1.70 0.40 3.74 0.86 16.00 5 -4 0.06 4.11 02/01/2021
IPSEY Ipsen SA 21.75 7,292 98.10 93.40 92.40 9.30 -122.40 7.40 2.90 15.99 3.50 -13.00 7 24 0.73 1.06 02/01/2021
MCHOY Multichoice Group Ltd 8.73 3,728 98.10 91.80 94.00 7.90 0.00 6.00 1.30 12.78 4.95 2.00 7 38 1.39 1.04 02/01/2021
JAGGF Jaguar Mining Inc 7.07 509 98.10 90.80 95.00 7.70 9.90 6.20 3.30 15.41 2.99 6.00 9 9 0.04 2.02 02/01/2021
SGU Star Group LP 9.85 427 98.00 89.10 96.70 5.70 7.60 4.30 0.40 3.11 1.65 -22.00 6 19 0.88 0.65 02/01/2021
LEGH Legacy Housing Corp 15.20 368 98.00 93.80 91.50 9.40 10.70 9.20 2.40 -21.03 1.48 -3.00 4 16 0.18 1.98 02/01/2021
MTEX Mannatech Inc 19.05 40 98.00 86.90 98.30 3.70 5.20 2.30 0.20 -222.22 1.52 -14.00 5 99 0.35 1.34 02/01/2021
CUII China United Insurance Service Inc 1.50 44 98.00 86.90 98.30 0.20 9.10 0.20 0.00 9.84 1.45 -9.00 4 -60 0.63 0.00 02/01/2021
CLWY Calloway's Nursery Inc 10.20 75 98.00 88.40 96.60 5.90 7.60 5.30 1.10 5.66 2.95 -19.00 8 28 0.86 1.46 02/01/2021
WLKP Westlake Chemical Partners LP 21.77 766 98.00 87.40 97.70 3.10 2.10 2.40 1.20 2.20 1.47 25.00 9 48 0.77 6.67 02/01/2021
AYSI Alloy Steel International Inc 1.70 27 98.00 86.80 98.10 4.30 5.20 3.00 1.00 -28.13 0.80 -36.00 2 41 0.26 5.70 02/01/2021
CRT Cross Timbers Royalty Trust 8.20 49 98.00 94.20 90.80 9.80 0.00 8.80 8.60 0.00 6.40 0.00 3 89 0.00 0.00 02/01/2021
CCRC China Customer Relations Centers Inc 4.10 75 97.90 86.30 98.60 3.40 4.10 2.50 0.30 7.89 1.01 -16.00 5 37 0.17 3.36 02/01/2021
LOAN Manhattan Bridge Capital 5.18 50 97.90 99.20 85.70 12.90 11.40 17.10 10.60 500.00 1.51 11.00 7 11 0.77 0.00 02/01/2021
TKC Turkcell Iletisim Hizmet AS 5.53 4,831 97.90 89.00 95.90 6.30 11.20 3.30 1.40 5.57 1.83 12.00 8 19 1.13 1.92 02/01/2021
PBH Prestige Consumer Healthcare Inc 37.95 1,904 97.90 95.80 89.10 11.40 11.70 10.10 3.60 8.38 1.49 -1.00 8 10 1.24 1.98 02/01/2021
STRA Strategic Education Inc 90.55 2,209 97.90 94.50 90.30 9.50 20.30 5.80 1.50 18.53 1.30 -2.00 7 61 0.06 4.13 02/01/2021
CHKR Chesapeake Granite Wash Trust 0.26 12 97.90 85.50 99.20 2.90 0.00 2.90 1.70 0.00 0.73 0.00 3 37 0.00 0.00 02/01/2021
NRGIY Neoenergia S.A 0.00 0 97.90 91.10 93.60 3.80 0.00 2.90 0.60 0.00 0.00 -5.00 7 12 1.28 1.26 02/01/2021
PUODY Promotora Y Operadora De Infraestructura SA 163.54 3,061 97.90 97.60 87.00 10.00 15.90 8.80 4.90 24.29 1.48 -13.00 5 26 0.36 5.71 02/01/2021
QRTEA Qurate Retail Inc 11.65 4,860 97.90 90.80 93.90 8.00 6.60 5.80 0.90 3.57 1.36 -9.00 8 10 2.27 1.05 02/01/2021
HKIB AMTD International Inc 6.50 267 97.80 84.70 100.00 0.20 0.00 0.00 0.30 0.00 0.30 0.00 3 32 0.06 0.00 02/01/2021
NATH Nathan's Famous Inc 58.14 239 97.80 96.50 88.10 12.00 19.80 11.50 3.80 28.05 -3.79 -4.00 8 814 -2.48 7.23 02/01/2021
PARXF Parex Resources Inc 16.40 2,247 97.80 88.10 96.50 7.00 17.20 4.90 3.00 16.59 1.65 -11.00 5 36 0.00 4.66 02/01/2021
TOMZ TOMI Environmental Solutions Inc 4.89 82 97.80 94.50 90.00 11.20 12.10 10.00 3.30 17.12 6.19 -1.00 7 -21 0.11 4.98 02/01/2021
UTHR United Therapeutics Corp 167.14 7,428 97.80 94.00 90.50 11.20 15.90 10.40 4.70 11.25 2.26 -9.00 8 69 0.24 7.22 02/01/2021
UG United-Guardian Inc. 14.03 64 97.80 96.80 87.60 11.50 15.70 11.10 4.40 -88.89 5.61 7.00 6 205 0.00 9.98 02/01/2021
BTI British American Tobacco PLC 38.00 86,833 97.80 94.40 90.00 10.40 7.20 9.20 4.40 21.39 1.02 7.00 8 16 0.73 0.89 02/01/2021
FSUGY Fortescue Metals Group Ltd 38.51 59,237 97.80 90.80 93.60 8.70 0.00 7.20 4.60 23.61 4.48 1.00 9 27 0.39 2.25 02/01/2021
CPKPY C.P. Pokphand Co Ltd 2.23 2,260 97.70 86.30 98.00 3.30 0.00 2.80 0.50 0.00 1.23 0.00 7 20 1.35 1.28 02/01/2021
DISCA Discovery Inc 36.88 18,477 97.70 94.70 89.60 11.20 11.90 7.60 3.00 6.10 1.83 0.00 7 14 1.52 1.99 02/01/2021
EBR Centrais Eletricas Brasileiras Sa-Eletrobras 5.88 7,578 97.70 88.00 96.20 5.40 4.30 4.70 2.10 -127.51 0.62 24.00 6 6 0.74 1.88 02/01/2021
TROW T. Rowe Price Group Inc 156.64 35,460 97.70 97.70 86.50 12.40 16.20 11.60 5.60 21.80 4.97 0.00 7 54 0.02 0.00 02/01/2021
DHT DHT Holdings Inc 5.50 939 97.70 85.70 98.50 3.50 2.80 2.60 1.70 3.42 0.83 33.00 9 8 0.43 2.74 02/01/2021
SSSS Suro Capital Corp 14.01 284 97.70 98.60 85.50 14.10 17.50 16.00 14.10 4.06 1.12 -3.00 6 4 0.15 0.00 02/01/2021
NLS Nautilus Inc 21.26 643 97.70 91.00 93.10 10.10 17.40 8.60 1.30 8.85 5.21 -1.00 7 42 0.30 1.86 02/01/2021
TGS Transportadora De Gas Del Sur SA Tgs 5.22 366 97.70 84.90 99.10 2.10 2.00 1.60 0.80 1.62 0.44 -16.00 6 70 0.63 3.60 02/01/2021
GSS Golden Star Resources Ltd. 3.87 431 97.60 88.20 95.80 6.30 -10.30 4.60 1.60 -519.28 -253.53 -1.00 5 1 -57.89 0.77 02/01/2021
HBORF Harborside Inc 2.29 50 97.60 86.50 97.40 6.60 -1.50 4.50 1.00 10.46 2.62 -54.00 6 30 1.00 0.34 02/01/2021
Market Cap ($M) MF Rank MF Quality Rank MF Valuation Rank FS_Score
The Terms in the table are defined in the Glossary.

How to use the Screener:

The stocks are sorted based on MF Rank (Magic Formula Rank), with the best stocks on top. The MF Rank is the average of the MF Quality Rank and the MF Valuation rank. A rank of 95% means that the stock is better (for Valuation Rank - Cheaper; for Quality Rank - Higher Quality) than 95% of the stocks in the universe. 

Use the slides above the table to tweak the screener according to your preferences:
The Market Cap Slider can be used to restrict the screener to small caps (for higher returns) or large caps (for lower volatility).
The FS_Score slider can be used to restrict the screener to the high-quality or low-quality stocks, based on the modified piotroski's FS_Score. 

To assist you with gaining insights on the stocks, we've included various Value & Quality attributes. The Value attributes are highlighted in Blue and the Quality attributes  - in purple. 

Each column can be sorted by clicking on its title. 

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