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with Tal Davidson

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Microcap Trending Value

Microcap Trending Value

Microcap Trending Value is an investing strategy which selects for investment the microcap stocks with the highest momentum among the cheapest stocks in the universe. The strategy is inspired by Jim O'Shaunessy's strategy highlighted in What Works in Wall Street. Our implementation has generated returns of over 19% per year on average, with relatively low volatility, and low asset turnover.

Jim O'Sahunessy, in his book, What Works on Wall Street (4th edition) writes:

When looking at the best growth strategies...we'll see that uniting value factors with growth factors can offer outstanding performance. Essentially, you are looking for cheap stocks on the mend; they are still cheaply valued but are gaining price momentum. You can improve the performance further by focusing on investable microcap stocks. 

Our implementation of the Microcap Trending Value strategy is implemented as follows:

  1. We start with a universe of all the stocks trading in NYSE with a market cap above the 20th percentile (about $30M) and up to the 40th percentile (about $200M)
  2. Liquidity - We eliminate stocks with less than $5K traded daily on average
  3. We filter stocks based on Valuation - we keep the cheapest 10% of stocks based on a Composite of Value Multiples (P/E, P/B, P/Sales, EV/EBITDA, P/FCF, Shareholder's Yield)
  4. We filter stocks based on Quarterly and Bi-Quarterly Momentum - We keep stocks that delivered positive returns during the last quarter AND during the last two wuarters, and eliminate the rest.
  5. We sort stocks based on Yearly Momentum - the higher the 52w returns, the higher the rank

Here are the results of a portfolio consisting of 25 stocks, equal weighted, rebalanced yearly, over a period of 19 years, between June 30th, 1999, and Junne 30th, 2018:

An amazing 19% average annual return vs. the Russell 2000 returns of 8.32% during the same 19 year period. A Sharpe ratio of 1.06, with a lower max drawdown than the market. Moreover, those results are achieved with asset turnover of 50.53% (i.e., selling and buying only half of the holdings every year) which ensures low taxes and low transaction costs. We believe that the results are absolutely amazing.

The Microcap Trending Value Screener

Price and valuation multiples are updated in 20min delay.
Last update date – see rightmost column

Microcap Trending Value Screener

Ticker Name Y!finance Price Market Cap ($M) VC2 Rank 52W Returns 26W Returns 13W Returns TEV/EBITDA P/E TTM EV/Sales P/FCF P/B Sh. Yield FS_Score ROC 5Y Avg. Debt/Equity Cur. Ratio Updated: Template
UONEK Urban One Inc 0.00 237 98.70 198.88 -33.37 48.62 5.00 5.80 2.10 3.21 1,077.27 22.00 9 11 3.38 2.94 02/04/2022
TGA TransGlobe Energy Corp 0.00 279 97.80 145.70 39.83 25.25 3.60 7.00 1.40 16.23 3,985.71 7.00 7 15 0.02 1.63 02/04/2022
BBW Build-A-Bear Workshop Inc 0.00 288 97.50 131.44 -1.56 -10.46 5.60 8.60 0.90 13.16 2,215.38 13.00 6 4 1.04 1.33 02/04/2022
REGX Red Trail Energy LLC 0.00 90 97.30 125.00 98.88 109.73 3.10 3.00 0.60 -16.54 1,500.00 6.00 7 3 0.03 2.02 02/04/2022
TOTZF Total Energy Services Inc 0.00 261 96.50 102.21 67.72 39.90 8.30 -767.60 1.10 6.10 2,900.00 9.00 8 -1 0.41 2.55 02/04/2022
ARREF Amerigo Resources Ltd 0.00 184 96.40 99.64 40.40 38.22 2.20 4.60 0.80 2.24 2,300.00 8.00 10 10 0.24 1.42 02/04/2022
EDN Empresa Distribuidora y Comercializadora Norte SA 0.00 89 96.10 92.03 1.22 29.13 0.10 -0.40 0.00 1.48 8,900.00 1.00 5 -5 0.14 0.43 02/04/2022
HRBR Harbor Diversified Inc 0.00 116 96.10 91.73 17.52 14.25 0.60 1.00 0.20 1.14 1,054.55 11.00 7 44 0.52 2.41 02/04/2022
CRDE Cardinal Ethanol LLC 0.00 125 96.10 91.50 44.37 43.32 0.40 2.10 0.10 2.06 961.54 13.00 10 23 0.03 2.25 02/04/2022
MTEX Mannatech Inc 0.00 31 95.40 81.44 7.72 -1.58 0.90 3.20 0.10 5.36 775.00 4.00 9 56 0.25 1.34 02/04/2022
ARC ARC Document Solutions Inc 0.00 116 94.80 73.87 31.22 11.82 4.40 13.10 0.60 3.96 644.44 18.00 6 7 0.74 1.49 02/04/2022
SUMXF Supremex Inc 0.00 71 94.40 69.32 45.57 45.88 3.90 5.70 0.70 3.44 1,775.00 4.00 8 14 0.69 1.63 02/04/2022
MNDJF Mandalay Resources Corp 0.00 205 93.80 63.49 49.69 47.04 1.90 3.80 0.90 14.80 3,416.67 6.00 6 12 0.28 1.46 02/04/2022
MFCSF Medical Facilities Corp 0.00 193 93.20 58.90 11.07 28.98 3.00 4.20 0.70 3.22 2,144.44 9.00 8 24 1.05 1.83 02/04/2022
SMHI Seacor Marine Holdings Inc 0.00 174 93.10 58.25 67.01 143.49 -2,653.30 5.30 2.90 15.48 328.30 53.00 7 -6 0.83 1.28 02/04/2022
DNGDF Dynacor Gold Mines Inc 0.00 95 92.80 56.05 22.56 14.95 2.90 8.10 0.30 0.00 1,583.33 6.00 3 23 0.00 3.60 02/04/2022
BBXIA BBX Capital Inc 0.00 115 92.70 55.96 1.32 -1.91 3.40 2.40 0.50 4.20 -169.12 -68.00 6 11 0.49 0.00 02/04/2022
MPVDF Mountain Province Diamonds Inc 0.00 95 92.60 54.66 102.64 17.37 3.50 0.40 1.50 3.69 633.33 15.00 8 4 1.07 0.33 02/04/2022
HNRG Hallador Energy Co 0.00 190 92.40 53.33 4.56 35.38 9.70 -50.70 1.20 9.54 593.75 32.00 6 3 0.59 0.61 02/04/2022
PLSDF Pulse Seismic Inc 0.00 82 91.70 49.03 22.19 19.20 2.50 4.80 2.10 3.88 341.67 24.00 9 4 0.06 2.73 02/04/2022
CURN Currency Exchange International Corp 0.00 80 91.20 45.70 17.13 36.59 -0.80 38.30 -0.10 2.13 0.00 0.00 8 24 0.23 0.00 02/04/2022
SUPGF SUPERIOR GOLD INC 0.00 77 90.90 44.39 74.98 31.23 2.70 8.00 0.50 6.47 2,566.67 3.00 9 -19 0.27 1.41 02/04/2022
FGBI First Guaranty Bancshares Inc 0.00 267 90.40 42.13 23.36 23.24 1.40 0.00 0.40 16.14 635.71 42.00 6 38 0.26 0.15 02/04/2022
SND Smart Sand Inc 0.00 93 90.20 41.43 33.01 92.03 -3.30 -1.80 1.00 4.38 1,860.00 5.00 5 3 0.23 1.52 02/04/2022
SAMG Silvercrest Asset Management Group Inc 0.00 175 89.90 39.74 22.07 25.12 3.00 7.00 1.00 4.73 2,500.00 7.00 8 310 0.52 0.00 02/04/2022
DIT AMCON Distributing Co 0.00 94 89.50 37.77 3.79 -14.72 8.00 6.10 0.10 -6.64 376.00 25.00 5 10 0.89 3.51 02/04/2022
BSVN Bank7 Corp 0.00 214 89.20 36.69 7.63 6.47 0.30 0.00 0.10 8.31 10,700.00 2.00 3 -78 0.00 0.22 02/04/2022
FUNC First United Corp 0.00 119 89.10 36.49 22.74 28.38 3.80 0.00 1.70 11.43 661.11 18.00 7 11 0.86 0.11 02/04/2022
VBFC Village Bank and Trust Financial Corp 0.00 67 89.00 35.85 3.67 -0.62 4.20 0.00 1.70 -17.82 126.42 53.00 5 13 0.23 0.21 02/04/2022
DLNG Dynagas LNG Partners LP 0.00 123 89.00 35.71 16.92 37.59 6.20 2.40 4.40 0.00 27.64 445.00 8 7 2.25 5.37 02/04/2022
FTCO Fortitude Gold Corp 0.00 145 88.70 35.06 3.59 16.72 2.70 8.10 1.30 11.32 1,812.50 8.00 7 33 0.01 15.31 02/04/2022
OPBK OP Bancorp 0.00 0 88.70 34.93 31.37 14.01 -2.50 0.00 -1.30 0.00 0.00 4.00 5 65 0.06 0.32 02/04/2022
RNDB Randolph Bancorp Inc 0.00 135 88.30 33.70 11.85 15.36 1.90 0.00 0.40 -7.89 1,350.00 10.00 4 25 0.51 0.78 02/04/2022
EMCF Emclaire Financial Corp 0.00 97 88.10 32.90 39.75 37.12 7.50 0.00 2.60 11.79 746.15 13.00 8 11 0.26 0.02 02/04/2022
AFBI AFFINITY BANCSHARES INC 0.00 103 87.20 30.13 7.96 8.25 4.70 0.00 1.50 9.35 100.98 102.00 6 17 0.40 0.59 02/04/2022
HWBK Hawthorn Bancshares Inc 0.00 166 86.50 28.78 7.66 5.96 9.90 0.00 3.70 10.16 553.33 30.00 7 6 1.02 0.37 02/04/2022
AE Adams Resources & Energy Inc. 0.00 139 86.50 28.71 11.33 39.10 1.50 11.70 0.00 2.16 2,316.67 6.00 7 9 0.13 1.47 02/04/2022
TWIRF Tree Island Steel Ltd 0.00 93 86.40 28.56 13.93 19.96 2.10 1.30 0.40 -19.14 422.73 22.00 6 15 0.31 2.87 02/04/2022
GFELF Goodfellow Inc 0.00 66 85.80 26.93 21.27 32.12 1.70 2.20 0.20 3.37 264.00 25.00 9 9 0.15 2.90 02/04/2022
PFX PhenixFIN Corp 0.00 92 85.60 26.55 -7.88 7.96 6.10 7.30 2.60 -0.75 150.82 61.00 4 -7 0.53 0.00 02/04/2022
EMYB Embassy Bancorp Inc 0.00 145 85.50 26.36 2.37 9.39 1.20 0.00 0.50 12.63 414.29 35.00 7 25 0.28 0.49 02/04/2022
SAL Salisbury Bancorp Inc 0.00 137 85.50 26.35 1.86 11.16 0.50 0.00 0.20 24.77 -1,712.50 -8.00 8 31 0.36 0.18 02/04/2022
NBN Northeast Bank 0.00 288 85.40 26.11 -10.45 -0.62 0.00 0.00 0.90 6.98 7,200.00 4.00 9 -163 0.08 0.19 02/04/2022
OVBC Ohio Valley Banc Corp. 0.00 140 85.00 25.44 4.91 7.20 1.50 0.00 0.40 21.12 1,750.00 8.00 8 20 0.21 0.22 02/04/2022
BWFG Bankwell Financial Group Inc 0.00 246 84.40 24.09 9.15 10.10 1.40 0.00 0.60 10.18 600.00 41.00 8 33 0.49 0.21 02/04/2022
FVCB FVCBankcorp Inc 0.00 260 84.20 23.63 -2.44 8.26 2.80 0.00 1.20 13.71 2,600.00 10.00 6 19 0.27 0.32 02/04/2022
HMDPF Hammond Power Solutions Inc 0.00 136 84.20 23.54 11.78 15.42 6.50 11.30 0.50 18.38 13,600.00 1.00 6 12 0.23 1.57 02/04/2022
MRBK Meridian Corp 0.00 181 84.10 23.46 2.01 -7.76 3.30 0.00 1.00 -2.49 148.36 122.00 4 14 0.49 0.03 02/04/2022
FRBA First Bank 0.00 272 83.60 22.58 -5.59 2.73 5.40 0.00 2.50 11.87 377.78 72.00 4 11 0.46 0.29 02/04/2022
FFNW First Financial Northwest Inc 0.00 140 83.30 22.26 0.06 11.50 9.60 0.00 2.90 13.77 1,272.73 11.00 7 5 0.63 0.08 02/04/2022
HMNF HMN Financial Inc 0.00 104 82.60 20.89 1.10 5.51 0.50 0.00 0.20 -24.13 -5,200.00 -2.00 5 -66 0.00 0.39 02/04/2022
BCML BayCom Corp 0.00 225 82.50 20.77 10.98 21.53 9.30 0.00 3.00 11.83 592.11 38.00 4 10 0.32 0.45 02/04/2022
ISBA Isabella Bank Corp 0.00 53 82.50 20.68 -8.12 5.58 2.10 0.00 0.70 6.18 98.15 54.00 6 7 0.47 0.13 02/04/2022
AXR AMREP Corp. 0.00 81 82.40 20.65 -21.46 -14.48 4.50 8.30 1.10 7.15 -1,620.00 -5.00 8 11 0.06 0.00 02/04/2022
CBAN Colony Bankcorp Inc 0.00 206 82.30 20.46 -8.91 11.88 1.80 0.00 0.60 51.24 624.24 33.00 6 16 0.41 0.13 02/04/2022
FET Forum Energy Technologies Inc 0.00 115 81.90 19.76 1.09 42.05 -103.30 -1.40 0.60 -5.82 212.96 54.00 5 -9 0.85 2.54 02/04/2022
HNNA Hennessy Advisors Inc 0.00 78 81.00 18.34 -0.91 1.46 5.50 9.70 1.90 12.44 1,950.00 4.00 4 25 0.47 0.00 02/04/2022
CNRD Conrad Industries Inc 0.00 83 80.70 17.86 4.34 20.90 -8.90 11.20 0.20 2.65 -1,037.50 -8.00 7 -7 0.07 3.08 02/04/2022
PKKW Parkway Acquisition Corp 0.00 70 80.50 17.47 2.80 8.65 4.60 0.00 1.60 33.33 -1,750.00 -4.00 7 17 0.10 0.14 02/04/2022
MBCN Middlefield Banc Corp 0.00 151 80.10 17.02 -2.15 4.99 2.70 0.00 1.10 15.88 -5,033.33 -3.00 8 15 0.09 0.18 02/04/2022
SALM Salem Media Group Inc 0.00 64 79.50 16.21 -30.27 8.56 6.10 1.50 1.10 3.11 106.67 60.00 7 5 1.24 0.81 02/04/2022
CZWI Citizens Community Bancorp Inc 0.00 145 78.80 15.37 3.02 14.27 8.30 0.00 3.40 10.73 3,625.00 4.00 8 7 1.01 0.05 02/04/2022
SBFG SB Financial Group Inc 0.00 131 78.20 14.74 9.58 11.58 1.30 0.00 0.40 -163.75 -1,007.69 -13.00 7 24 0.35 0.21 02/04/2022
TCFC The Community Financial Corporation 0.00 208 77.50 13.70 1.69 7.90 4.10 0.00 1.90 7.59 3,466.67 6.00 7 10 0.24 0.09 02/04/2022
SNFCA Security National Financial Corp 0.00 178 77.00 13.11 16.54 18.55 4.50 0.00 0.70 1.12 -445.00 -40.00 7 15 0.89 1.34 02/04/2022
CFBK CF Bankshares Inc 0.00 135 76.50 12.44 8.50 11.96 3.40 0.00 1.00 -45.15 160.71 84.00 4 454 0.85 0.58 02/04/2022
EVBN Evans Bancorp Inc 0.00 181 75.60 11.24 -6.76 0.75 0.40 0.00 0.10 13.89 2,011.11 9.00 6 17 0.40 0.32 02/04/2022
FMBM F & M Bank Corp 0.00 88 74.60 9.82 0.49 9.33 6.20 0.00 2.00 29.04 628.57 14.00 8 11 0.23 0.33 02/04/2022
ADES Advanced Emissions Solutions Inc 0.00 87 74.50 9.69 -8.83 -4.02 1.90 1.40 0.20 1.21 621.43 14.00 9 -287 0.07 4.79 02/04/2022
SWKH SWK Holdings Corp 0.00 226 74.30 9.48 -15.04 -7.83 4.90 8.70 3.20 6.80 4,520.00 5.00 7 9 0.00 0.00 02/04/2022
IROQ IF Bancorp Inc 0.00 58 74.30 9.40 6.05 -2.97 6.60 0.00 2.00 15.76 527.27 11.00 7 6 0.40 0.66 02/04/2022
MGYR Magyar Bancorp Inc 0.00 83 74.20 9.33 -1.15 2.44 2.60 0.00 0.90 14.41 91.21 91.00 7 10 0.26 0.19 02/04/2022
FRAF Franklin Financial Services Corp 0.00 134 73.80 8.91 0.91 7.49 -0.40 0.00 -0.10 24.81 2,680.00 5.00 5 19 0.16 0.20 02/04/2022
ESSA ESSA Bancorp Inc 0.00 173 73.10 8.09 2.68 8.02 -0.30 0.00 -0.10 14.39 258.21 67.00 7 15 0.03 0.14 02/04/2022
CZFS Citizens Financial Services Inc 0.00 292 72.90 7.85 -4.05 8.98 5.40 0.00 2.30 25.50 3,650.00 8.00 5 13 0.36 0.15 02/04/2022
FSFG First Savings Financial Group Inc 0.00 172 72.30 7.21 -17.66 -1.35 7.60 0.00 1.50 -3.19 129.32 133.00 4 10 1.54 0.06 02/04/2022
PVBC Provident Bancorp Inc 0.00 281 71.90 6.81 -7.08 -6.61 6.30 0.00 2.10 17.74 -4,683.33 -6.00 8 10 0.08 0.13 02/04/2022
CBFV CB Financial Services Inc 0.00 115 70.90 5.62 -5.36 1.24 3.30 0.00 1.00 22.20 -2,300.00 -5.00 7 33 0.43 0.13 02/04/2022
SGA Saga Communications Inc. 0.00 145 70.60 5.23 -4.07 -0.06 0.00 0.00 0.90 11.09 1,611.11 9.00 8 11 0.03 3.88 02/04/2022
WNEB Western New England Bancorp Inc 0.00 178 70.30 4.92 -2.67 6.55 3.60 0.00 1.30 9.17 1,977.78 9.00 8 7 0.14 0.14 02/04/2022
NWFL Norwood Financial Corp. 0.00 199 70.20 4.91 5.58 13.34 3.30 0.00 1.30 10.35 537.84 37.00 8 12 0.46 0.21 02/04/2022
CMLS Cumulus Media Inc 0.00 165 70.20 4.85 -29.13 -3.86 8.50 9.50 1.30 7.82 194.12 85.00 9 6 2.80 2.91 02/04/2022
DLA Delta Apparel Inc 0.00 202 70.00 4.61 3.41 2.11 8.30 8.80 0.90 280.56 2,525.00 8.00 6 6 1.16 2.42 02/04/2022
GNE Genie Energy Ltd 0.00 231 68.80 3.37 -3.08 25.08 -17.60 9.80 0.30 3.53 -23,100.00 -1.00 5 30 0.02 1.75 02/04/2022
NKSH National Bankshares Inc 0.00 194 68.80 3.21 -3.00 8.92 2.50 0.00 1.20 23.83 -9,700.00 -2.00 8 23 0.01 0.13 02/04/2022
BPRN Bank of Princeton (The) 0.00 176 68.20 2.59 -9.84 1.53 5.90 0.00 2.50 36.07 -5,866.67 -3.00 8 11 0.09 0.25 02/04/2022
LSBK Lake Shore Bancorp Inc 0.00 79 68.20 2.55 -6.40 2.63 4.90 0.00 1.20 15.31 213.51 37.00 3 7 0.25 0.17 02/04/2022
BRBS Blue Ridge Bankshares Inc 0.00 292 67.80 2.24 -20.55 -10.23 2.50 0.00 1.10 -19.52 229.92 127.00 4 9 0.27 0.11 02/04/2022
OSG Overseas Shipholding Group Inc. 0.00 189 67.20 1.86 -4.28 19.25 5.70 -4.10 2.10 2.59 700.00 27.00 5 3 1.89 0.62 02/04/2022
FONR Fonar Corp 0.00 104 66.60 1.35 14.89 29.91 3.80 6.20 1.00 9.03 10,400.00 1.00 7 21 0.27 8.13 02/04/2022
FKYS First Keystone Corp 0.00 131 66.20 1.04 -5.66 5.81 8.80 0.00 3.20 13.72 623.81 21.00 7 6 0.60 0.08 02/04/2022
NICK Nicholas Financial Inc 0.00 69 64.40 0.10 -19.01 -3.33 8.10 15.30 2.40 31.22 164.29 42.00 5 14 0.54 0.00 02/04/2022
ORRF Orrstown Financial Services Inc 0.00 272 62.80 -1.09 -10.88 -4.70 3.00 0.00 1.10 11.18 1,236.36 22.00 8 17 0.25 0.14 02/04/2022
USAK USA Truck Inc 0.00 276 61.70 -2.02 12.69 -6.18 6.10 11.10 0.60 12.07 3,066.67 9.00 7 6 1.51 1.30 02/04/2022
PFBX Peoples Financial Corp/MS 0.00 73 60.70 -2.80 -3.73 3.09 2.30 0.00 0.90 41.48 -2,433.33 -3.00 6 7 0.01 0.28 02/04/2022
PWOD Penns Woods Bancorp Inc 0.00 163 60.60 -2.87 -3.70 8.19 3.40 0.00 1.10 43.70 776.19 21.00 5 11 0.78 0.22 02/04/2022
LCNB LCNB Corp 0.00 192 60.60 -2.91 -4.11 -4.70 6.50 0.00 2.40 33.57 3,200.00 6.00 6 10 0.07 0.05 02/04/2022
TGAFF Taiga Building Products Ltd 0.00 188 60.40 -3.15 -4.63 9.39 2.00 2.60 0.10 2.80 1,566.67 12.00 7 23 0.45 2.09 02/04/2022
PROV Provident Financial Holdings Inc 0.00 106 60.40 -3.18 -7.75 2.07 5.20 0.00 2.60 16.83 294.44 36.00 6 12 0.64 0.38 02/04/2022
RBKB Rhinebeck Bancorp Inc 0.00 105 60.00 -3.61 -12.46 0.41 3.80 0.00 1.30 -19.09 388.89 27.00 5 10 0.25 0.08 02/04/2022
ATLO Ames National Corp 0.00 201 59.90 -3.65 1.41 7.29 4.70 0.00 2.20 12.58 6,700.00 3.00 5 18 0.21 0.10 02/04/2022
LEE Lee Enterprises Inc 0.00 109 59.80 -3.73 17.66 -21.91 6.50 5.00 0.80 4.35 286.84 38.00 6 16 8.63 0.76 02/04/2022
WHG Westwood Holdings Group Inc. 0.00 115 59.50 -4.11 -26.42 -4.28 6.40 11.80 1.30 -13.96 676.47 17.00 8 16 0.05 0.00 02/04/2022
EBMT Eagle Bancorp Montana Inc 0.00 133 58.40 -5.41 -5.26 2.30 3.70 0.00 0.90 -3.19 2,660.00 5.00 4 12 0.24 0.08 02/04/2022
SAWLF ShawCor Ltd 0.00 312 58.00 -5.76 -17.95 10.72 5.70 -4.90 0.50 9.93 371.43 84.00 7 1 0.54 1.89 02/04/2022
JRSH Jerash Holdings (US) Inc 0.00 59 57.10 -6.73 -16.52 -1.40 1.90 6.80 0.20 10.87 2,950.00 2.00 6 23 0.02 6.40 02/04/2022
ORXGF Orca Energy Group Inc 0.00 80 54.20 -10.24 -9.85 1.00 1.10 3.30 0.80 615.38 888.89 9.00 5 98 0.80 1.87 02/04/2022
LCUT Lifetime Brands Inc 0.00 250 54.00 -10.41 -33.70 -14.87 6.50 12.00 0.70 8.57 1,388.89 18.00 6 7 1.37 2.26 02/04/2022
AGFS AgroFresh Solutions Inc 0.00 88 54.00 -10.43 -17.76 -4.38 5.00 -14.50 1.70 2.58 463.16 19.00 8 0 1.15 3.12 02/04/2022
FSBW FS Bancorp Inc 0.00 238 53.50 -11.02 -16.92 -2.90 2.70 0.00 1.30 20.26 820.69 29.00 5 -6 0.39 0.04 02/04/2022
HURC Hurco Cos Inc 0.00 166 52.90 -11.64 -8.67 8.12 4.50 17.20 0.30 6.27 8,300.00 2.00 8 10 0.04 3.56 02/04/2022
GHL Greenhill & Co Inc 0.00 175 52.20 -12.54 -5.14 -12.93 5.30 4.10 1.30 1.44 3,500.00 5.00 8 22 3.44 0.00 02/04/2022
OVID Ovid Therapeutics Inc 0.00 133 49.00 -16.19 -12.08 0.73 -0.40 1.10 -0.30 1.12 0.00 0.00 8 634 0.00 12.87 02/04/2022
TREVF Trevali Mining Corp 0.00 42 47.30 -18.60 -20.60 -9.39 1.30 1.60 0.40 0.94 168.00 25.00 8 3 0.44 0.77 02/04/2022
TLYS Tilly's Inc 0.00 229 44.00 -22.78 -41.57 -38.69 3.30 3.60 0.40 -49.35 715.63 32.00 8 27 1.41 1.67 02/04/2022
DIIBF Dorel Industries Inc 0.00 165 43.90 -22.95 -16.08 -46.41 4.90 -5.20 0.30 -10.09 611.11 27.00 3 7 1.16 1.83 02/04/2022
SPOK Spok Holdings Inc 0.00 128 43.30 -23.89 -26.51 -9.92 -53.20 -5.80 0.60 -7.09 3,200.00 4.00 4 0 0.10 1.71 02/04/2022
STRT Strattec Security Corp 0.00 132 43.20 -24.03 -16.57 1.00 4.00 9.20 0.30 15.70 942.86 14.00 7 7 0.11 2.66 02/04/2022
CIA Citizens Inc. 0.00 210 43.10 -24.14 -35.82 -13.03 23.40 0.00 0.80 5.32 -7,000.00 -3.00 7 1 0.03 7.59 02/04/2022
NAII Natural Alternatives International Inc 0.00 64 40.40 -28.64 -18.42 -3.28 3.40 6.40 0.40 -49.61 581.82 11.00 5 19 0.30 4.28 02/04/2022
VRA Vera Bradley Inc 0.00 155 39.30 -30.51 -27.69 -7.85 2.80 7.70 0.30 2.57 5,166.67 3.00 9 12 0.30 3.58 02/04/2022
FARM Farmer Brothers Co 0.00 84 38.30 -32.75 -14.12 0.08 -41.40 -3.30 0.50 -5.48 400.00 21.00 6 -3 1.12 1.74 02/04/2022
LAKE Lakeland Industries Inc 0.00 120 38.20 -32.87 -12.48 -6.93 2.70 6.70 0.50 4.93 12,000.00 1.00 5 20 0.04 9.00 02/04/2022
UNRV Unrivaled Brands Inc 0.00 34 37.90 -33.26 -35.01 -24.44 -2.00 16.30 1.30 -1.32 680.00 5.00 5 -37 0.25 1.04 02/04/2022
BSET Bassett Furniture Industries Inc. 0.00 166 37.90 -33.32 -8.86 3.39 6.10 9.20 0.50 6.63 3,320.00 5.00 7 10 0.82 1.34 02/04/2022
CODX Co-Diagnostic Inc 0.00 172 37.90 -33.33 -34.22 -28.43 1.80 4.70 0.80 4.26 0.00 0.00 6 1,029 0.00 9.14 02/04/2022
HBB Hamilton Beach Brands Holding Co 0.00 179 36.60 -36.12 -31.01 -15.50 7.50 8.40 0.40 331.48 4,475.00 4.00 5 27 0.95 1.94 02/04/2022
JAGGF Jaguar Mining Inc 0.00 170 36.50 -36.21 4.73 4.31 2.10 5.00 0.90 -47.35 3,400.00 5.00 3 20 0.03 2.04 02/04/2022
GEOS Geospace Technologies Corp 0.00 63 36.30 -36.70 -45.96 -16.69 -7.30 -3.20 0.60 -2.81 -572.73 -11.00 1 -15 0.01 4.94 02/04/2022
EMKR EMCORE Corp 0.00 123 35.00 -39.21 -55.73 -42.32 2.70 4.80 0.40 13.07 410.00 30.00 7 -12 0.15 5.22 02/04/2022
XAUMF GoldMoney Inc 0.00 96 34.80 -39.76 -18.09 7.19 -20.10 -23.50 0.20 -23.41 -2,400.00 -4.00 2 -8 0.01 23.83 02/04/2022
CAAS China Automotive Systems Inc 0.00 86 34.40 -40.16 -12.25 12.38 4.10 -61.00 0.20 -6.56 0.00 0.00 6 0 0.40 1.44 02/04/2022
DAKT Daktronics Inc 0.00 139 33.90 -41.46 -35.72 -22.08 -2.00 70.60 0.20 -7.53 1,544.44 9.00 3 -8 0.04 1.61 02/04/2022
GROW U.S. Global Investors Inc 0.00 66 33.70 -41.78 -15.16 16.44 1.80 3.40 1.10 33.50 6,600.00 1.00 4 57 0.00 0.00 02/04/2022
MTRX Matrix Service Co 0.00 148 33.70 -41.91 -30.57 8.69 -2.20 -2.20 0.20 -548.15 3,700.00 4.00 2 1 0.10 1.46 02/04/2022
SSSS Suro Capital Corp 0.00 202 33.60 -42.09 -35.13 -26.99 0.50 1.40 0.40 -0.82 808.00 25.00 5 14 0.20 0.00 02/04/2022
MG Mistras Group Inc 0.00 186 33.00 -43.65 -37.50 -6.60 7.50 47.80 0.60 8.09 1,550.00 12.00 7 4 1.30 1.33 02/04/2022
BZFD BuzzFeed Inc 0.00 60 32.80 -43.83 -50.18 9.35 -28.20 -16.30 0.40 -21.58 0.00 0.00 3 -5 0.00 0.36 02/04/2022
TLLTF TILT Holdings Inc 0.00 63 32.20 -45.40 -31.98 28.81 -2.60 -0.60 0.70 -21.36 78.75 80.00 5 -23 0.40 1.41 02/04/2022
HOFT Hooker Furnishings Corporation 0.00 188 30.60 -48.77 -36.24 -13.24 4.90 7.80 0.30 -18.16 989.47 19.00 6 14 0.21 5.22 02/04/2022
CULP Culp Inc. 0.00 63 30.50 -48.94 -44.00 -15.67 4.00 14.70 0.20 -2.45 161.54 39.00 5 14 0.09 2.20 02/04/2022
VOXX VOXX International Corp 0.00 225 30.10 -49.90 -17.59 -0.70 9.20 -11.20 0.30 8.52 0.00 0.00 5 0 0.04 1.56 02/04/2022
GHM Graham Corp 0.00 74 30.00 -50.14 -47.42 -38.60 -20.30 -10.60 0.90 -3.15 1,233.33 6.00 1 7 0.39 1.46 02/04/2022
KNDI Kandi Technolgies Group Inc 0.00 195 29.80 -50.79 -33.51 -4.40 0.50 8.50 -0.20 -11.73 -3,250.00 -6.00 7 -7 0.03 5.34 02/04/2022
HMLP Hoegh LNG Partners LP 0.00 299 29.40 -51.60 45.37 66.61 6.30 5.00 4.50 12.52 711.90 42.00 5 9 1.09 0.94 02/04/2022
UIHC United Insurance Holdings Corp 0.00 69 26.70 -57.55 -25.31 -24.02 0.30 0.00 0.00 -0.22 766.67 9.00 2 -14 0.51 1.08 02/04/2022
TUSK Mammoth Energy Services Inc 0.00 105 26.00 -59.10 -31.24 22.81 -4.20 -1.00 0.90 -4.25 1,312.50 8.00 3 2 0.23 2.93 02/04/2022
OESX Orion Energy Systems Inc 0.00 65 25.90 -59.40 -31.58 -20.34 3.60 2.20 0.40 7.25 541.67 12.00 7 7 0.04 2.42 02/04/2022
NM Navios Maritime Holdings Inc 0.00 56 24.00 -63.33 -33.19 -7.87 5.10 0.70 2.60 -1.34 18.86 297.00 9 5 23.79 2.52 02/04/2022
NEVDF Nevada Copper Corp 0.00 41 23.50 -64.29 -16.62 -9.25 -65.60 6.40 0.00 -0.29 51.25 80.00 5 -2 0.61 0.01 02/04/2022
TAST Carrols Restaurant Group Inc 0.00 103 23.30 -64.97 -49.17 -27.41 18.30 -2.40 0.80 7.52 1,144.44 9.00 4 4 6.18 0.41 02/04/2022
CTRN Citi Trends Inc 0.00 209 22.00 -67.96 -67.25 -62.66 2.70 3.00 0.40 2.73 -2,322.22 -9.00 3 17 1.86 1.03 02/04/2022
AGFY Agrify Corp 0.00 44 21.90 -68.07 -82.33 -50.19 0.30 -1.40 -0.20 -1.75 366.67 12.00 5 -326 0.02 5.78 02/04/2022
KIRK Kirkland's Inc 0.00 48 21.80 -68.39 -59.35 -36.14 3.80 2.20 0.30 -1.27 1,200.00 4.00 6 7 1.88 1.11 02/04/2022
TIG Trean Insurance Group Inc 0.00 326 21.80 -68.44 -56.58 -37.36 7.50 0.00 1.10 3.47 32,600.00 1.00 7 33 0.08 1.28 02/04/2022
NETI Eneti Inc 0.00 251 20.80 -70.70 -68.59 -15.77 -5.90 10.00 1.60 -8.93 107.73 233.00 7 -4 0.22 1.40 02/04/2022
MILE Metromile Inc 0.00 123 14.30 -87.12 -66.96 -32.54 0.20 0.00 -0.40 -1.01 384.38 32.00 3 13,226 0.00 3.00 02/04/2022
SSBK Southern States Bancshares Inc 0.00 196 12.20 0.00 16.73 25.89 0.90 0.00 0.40 10.31 1,400.00 14.00 4 45 0.22 0.37 02/04/2022
7
Market Cap ($M) 52W Returns 26W Returns 13W Returns TEV/EBITDA
The Terms in the table are defined in the Glossary.

How To Use The Screener:

The stocks are sorted based on 52-week returns in descending order, with the best stocks on top. 
Based on our analysis, the best results are achieved when both the 13-week returns and 26-week returns are positive. This rule limits the number of stocks avialble for investments in bear markets, when almost all stocks have negative quarterly and bi-quarterly returns. 

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 smaller caps (for higher returns) or larger caps (for lower volatility). We recommend individual investors to keep the market cap un-restricted for the best overall results.
The 52w Returns Slider, 13w Returns Slider and 26w Return Slider can be used to restrict the screener to a returns threshold during those period.

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. 

If you are new to this website, or Quantitative Investing, check out our Roadmap To Building a Winning Stocks Portfolio.

To build a diversified stocks portfolio based on the Quantitative Value screener, we recommend using the Stock Lists for Quantitative Portfolios.

Learn More:

Read more about our Micro-cap Trending Value screener and its performance in our white paper: Spotlight on Micro-cap Trending Value.

If you’re interested in MTV performance during 1999-2019, see our MTV performance report.

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