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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 0.00 257 98.70 198.88 -33.37 48.62 5.10 6.30 2.20 3.48 1,168.18 22.00 9 11 3.38 2.94 02/04/2022
TGA TransGlobe Energy Corp 0.00 48,674 97.80 145.70 39.83 25.25 709.20 1,213.20 287.80 2,831.53 695,342.86 7.00 7 15 0.02 1.63 02/04/2022
BBW Build-A-Bear Workshop Inc 0.00 462 97.50 131.44 -1.56 -10.46 8.40 13.70 1.30 21.11 3,553.85 13.00 6 4 1.04 1.33 02/04/2022
REGX Red Trail Energy LLC 0.00 157 97.30 125.00 98.88 109.73 5.50 5.30 1.00 -28.86 2,616.67 6.00 7 3 0.03 2.02 02/04/2022
TOTZF Total Energy Services Inc 0.00 316 96.50 102.21 67.72 39.90 9.50 -929.40 1.30 7.38 3,511.11 9.00 8 -1 0.41 2.55 02/04/2022
ARREF Amerigo Resources Ltd 0.00 165 96.40 99.64 40.40 38.22 1.90 4.20 0.70 2.01 2,062.50 8.00 10 10 0.24 1.42 02/04/2022
EDN Empresa Distribuidora y Comercializadora Norte SA 0.00 256 96.10 92.03 1.22 29.13 3.10 -1.10 0.20 4.26 25,600.00 1.00 5 -5 0.14 0.43 02/04/2022
HRBR Harbor Diversified Inc 0.00 111 96.10 91.73 17.52 14.25 0.50 0.90 0.20 1.09 1,009.09 11.00 7 44 0.52 2.41 02/04/2022
CRDE Cardinal Ethanol LLC 0.00 169 96.10 91.50 44.37 43.32 0.80 2.80 0.20 2.79 1,300.00 13.00 10 23 0.03 2.25 02/04/2022
MTEX Mannatech Inc 0.00 22 95.40 81.44 7.72 -1.58 0.20 2.20 0.00 3.81 550.00 4.00 9 56 0.25 1.34 02/04/2022
ARC ARC Document Solutions Inc 0.00 138 94.80 73.87 31.22 11.82 4.90 15.60 0.70 4.71 766.67 18.00 6 7 0.74 1.49 02/04/2022
SUMXF Supremex Inc 0.00 88 94.40 69.32 45.57 45.88 4.40 7.00 0.80 4.26 2,200.00 4.00 8 14 0.69 1.63 02/04/2022
MNDJF Mandalay Resources Corp 0.00 139 93.80 63.49 49.69 47.04 1.30 2.50 0.60 10.04 2,316.67 6.00 6 12 0.28 1.46 02/04/2022
MFCSF Medical Facilities Corp 0.00 213 93.20 58.90 11.07 28.98 3.20 4.60 0.70 3.55 2,366.67 9.00 8 24 1.05 1.83 02/04/2022
SMHI Seacor Marine Holdings Inc 0.00 317 93.10 58.25 67.01 143.49 -3,405.90 9.60 3.80 28.20 598.11 53.00 7 -6 0.83 1.28 02/04/2022
DNGDF Dynacor Gold Mines Inc 0.00 87 92.80 56.05 22.56 14.95 2.50 7.40 0.30 0.00 1,450.00 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 61 92.60 54.66 102.64 17.37 3.20 0.30 1.40 2.37 406.67 15.00 8 4 1.07 0.33 02/04/2022
HNRG Hallador Energy Co 0.00 384 92.40 53.33 4.56 35.38 16.20 -102.40 2.00 19.28 1,200.00 32.00 6 3 0.59 0.61 02/04/2022
PLSDF Pulse Seismic Inc 0.00 80 91.70 49.03 22.19 19.20 2.40 4.70 2.10 3.79 333.33 24.00 9 4 0.06 2.73 02/04/2022
CURN Currency Exchange International Corp 0.00 103 91.20 45.70 17.13 36.59 3.00 49.30 0.50 2.74 0.00 0.00 8 24 0.23 0.00 02/04/2022
SUPGF SUPERIOR GOLD INC 0.00 0 90.90 44.39 74.98 31.23 -0.50 0.00 -0.10 0.00 0.00 3.00 9 -19 0.27 1.41 02/04/2022
FGBI First Guaranty Bancshares Inc 0.00 122 90.40 42.13 23.36 23.24 -2.30 0.00 -0.70 7.38 290.48 42.00 6 38 0.26 0.15 02/04/2022
SND Smart Sand Inc 0.00 98 90.20 41.43 33.01 92.03 -3.40 -1.90 1.00 4.62 1,960.00 5.00 5 3 0.23 1.52 02/04/2022
SAMG Silvercrest Asset Management Group Inc 0.00 166 89.90 39.74 22.07 25.12 2.80 6.70 0.90 4.49 2,371.43 7.00 8 310 0.52 0.00 02/04/2022
DIT AMCON Distributing Co 0.00 116 89.50 37.77 3.79 -14.72 9.00 7.50 0.10 -8.19 464.00 25.00 5 10 0.89 3.51 02/04/2022
BSVN Bank7 Corp 0.00 215 89.20 36.69 7.63 6.47 0.30 0.00 0.20 8.35 10,750.00 2.00 3 -78 0.00 0.22 02/04/2022
FUNC First United Corp 0.00 107 89.10 36.49 22.74 28.38 3.50 0.00 1.50 10.28 594.44 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 98 89.00 35.71 16.92 37.59 5.90 1.90 4.20 0.00 22.02 445.00 8 7 2.25 5.37 02/04/2022
FTCO Fortitude Gold Corp 0.00 144 88.70 35.06 3.59 16.72 2.70 8.10 1.30 11.24 1,800.00 8.00 7 33 0.01 15.31 02/04/2022
OPBK OP Bancorp 0.00 141 88.70 34.93 31.37 14.01 0.90 0.00 0.40 -1.82 3,525.00 4.00 5 65 0.06 0.32 02/04/2022
RNDB Randolph Bancorp Inc 0.00 0 88.30 33.70 11.85 15.36 -8.20 0.00 -1.90 0.00 0.00 10.00 4 25 0.51 0.78 02/04/2022
EMCF Emclaire Financial Corp 0.00 0 88.10 32.90 39.75 37.12 0.70 0.00 0.20 0.00 0.00 13.00 8 11 0.26 0.02 02/04/2022
AFBI AFFINITY BANCSHARES INC 0.00 102 87.20 30.13 7.96 8.25 4.60 0.00 1.50 9.26 100.00 102.00 6 17 0.40 0.59 02/04/2022
HWBK Hawthorn Bancshares Inc 0.00 110 86.50 28.78 7.66 5.96 8.00 0.00 3.00 6.73 366.67 30.00 7 6 1.02 0.37 02/04/2022
AE Adams Resources & Energy Inc. 0.00 153 86.50 28.71 11.33 39.10 1.80 12.90 0.00 2.37 2,550.00 6.00 7 9 0.13 1.47 02/04/2022
TWIRF Tree Island Steel Ltd 0.00 69 86.40 28.56 13.93 19.96 1.60 1.00 0.30 -14.20 313.64 22.00 6 15 0.31 2.87 02/04/2022
GFELF Goodfellow Inc 0.00 77 85.80 26.93 21.27 32.12 1.90 2.60 0.20 3.93 308.00 25.00 9 9 0.15 2.90 02/04/2022
PFX PhenixFIN Corp 0.00 97 85.60 26.55 -7.88 7.96 6.40 7.70 2.80 -0.79 159.02 61.00 4 -7 0.53 0.00 02/04/2022
EMYB Embassy Bancorp Inc 0.00 116 85.50 26.36 2.37 9.39 -0.20 0.00 -0.10 10.10 331.43 35.00 7 25 0.28 0.49 02/04/2022
SAL Salisbury Bancorp Inc 0.00 262 85.50 26.35 1.86 11.16 6.20 0.00 2.50 47.38 -3,275.00 -8.00 8 31 0.36 0.18 02/04/2022
NBN Northeast Bank 0.00 336 85.40 26.11 -10.45 -0.62 0.00 0.00 1.20 8.15 8,400.00 4.00 9 -163 0.08 0.19 02/04/2022
OVBC Ohio Valley Banc Corp. 0.00 116 85.00 25.44 4.91 7.20 -0.20 0.00 0.00 17.50 1,450.00 8.00 8 20 0.21 0.22 02/04/2022
BWFG Bankwell Financial Group Inc 0.00 192 84.40 24.09 9.15 10.10 0.00 0.00 0.00 7.94 468.29 41.00 8 33 0.49 0.21 02/04/2022
FVCB FVCBankcorp Inc 0.00 156 84.20 23.63 -2.44 8.26 -0.60 0.00 -0.20 8.23 1,560.00 10.00 6 19 0.27 0.32 02/04/2022
HMDPF Hammond Power Solutions Inc 0.00 453 84.20 23.54 11.78 15.42 21.10 37.60 1.50 61.22 45,300.00 1.00 6 12 0.23 1.57 02/04/2022
MRBK Meridian Corp 0.00 64 84.10 23.46 2.01 -7.76 1.10 0.00 0.30 -0.88 52.46 122.00 4 14 0.49 0.03 02/04/2022
FRBA First Bank 0.00 211 83.60 22.58 -5.59 2.73 4.10 0.00 1.90 9.21 293.06 72.00 4 11 0.46 0.29 02/04/2022
FFNW First Financial Northwest Inc 0.00 116 83.30 22.26 0.06 11.50 8.20 0.00 2.50 11.41 1,054.55 11.00 7 5 0.63 0.08 02/04/2022
HMNF HMN Financial Inc 0.00 91 82.60 20.89 1.10 5.51 -0.10 0.00 -0.10 -21.11 -4,550.00 -2.00 5 -66 0.00 0.39 02/04/2022
BCML BayCom Corp 0.00 204 82.50 20.77 10.98 21.53 8.60 0.00 2.80 10.73 536.84 38.00 4 10 0.32 0.45 02/04/2022
ISBA Isabella Bank Corp 0.00 157 82.50 20.68 -8.12 5.58 6.10 0.00 2.10 18.32 290.74 54.00 6 7 0.47 0.13 02/04/2022
AXR AMREP Corp. 0.00 128 82.40 20.65 -21.46 -14.48 8.10 13.10 1.90 11.30 -2,560.00 -5.00 8 11 0.06 0.00 02/04/2022
CBAN Colony Bankcorp Inc 0.00 133 82.30 20.46 -8.91 11.88 -0.20 0.00 -0.10 33.08 403.03 33.00 6 16 0.41 0.13 02/04/2022
FET Forum Energy Technologies Inc 0.00 138 81.90 19.76 1.09 42.05 -110.10 -1.70 0.70 -6.98 255.56 54.00 5 -9 0.85 2.54 02/04/2022
HNNA Hennessy Advisors Inc 0.00 50 81.00 18.34 -0.91 1.46 3.10 6.20 1.00 7.97 1,250.00 4.00 4 25 0.47 0.00 02/04/2022
CNRD Conrad Industries Inc 0.00 41 80.70 17.86 4.34 20.90 3.20 5.50 -0.10 1.31 -512.50 -8.00 7 -7 0.07 3.08 02/04/2022
PKKW Parkway Acquisition Corp 0.00 0 80.50 17.47 2.80 8.65 -0.40 0.00 -0.10 0.00 0.00 -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 15 79.50 16.21 -30.27 8.56 5.00 0.40 0.90 0.73 25.00 60.00 7 5 1.24 0.81 02/04/2022
CZWI Citizens Community Bancorp Inc 0.00 102 78.80 15.37 3.02 14.27 6.90 0.00 2.80 7.55 2,550.00 4.00 8 7 1.01 0.05 02/04/2022
SBFG SB Financial Group Inc 0.00 106 78.20 14.74 9.58 11.58 0.30 0.00 0.10 -132.50 -815.38 -13.00 7 24 0.35 0.21 02/04/2022
TCFC The Community Financial Corporation 0.00 0 77.50 13.70 1.69 7.90 -1.60 0.00 -0.70 0.00 0.00 6.00 7 10 0.24 0.09 02/04/2022
SNFCA Security National Financial Corp 0.00 165 77.00 13.11 16.54 18.55 4.30 0.00 0.60 1.04 -412.50 -40.00 7 15 0.89 1.34 02/04/2022
CFBK CF Bankshares Inc 0.00 110 76.50 12.44 8.50 11.96 2.30 0.00 0.60 -36.79 130.95 84.00 4 454 0.85 0.58 02/04/2022
EVBN Evans Bancorp Inc 0.00 150 75.60 11.24 -6.76 0.75 -0.50 0.00 -0.20 11.51 1,666.67 9.00 6 17 0.40 0.32 02/04/2022
FMBM F & M Bank Corp 0.00 70 74.60 9.82 0.49 9.33 5.00 0.00 1.60 23.10 500.00 14.00 8 11 0.23 0.33 02/04/2022
ADES Advanced Emissions Solutions Inc 0.00 32 74.50 9.69 -8.83 -4.02 -3.60 0.50 -0.40 0.44 228.57 14.00 9 -287 0.07 4.79 02/04/2022
SWKH SWK Holdings Corp 0.00 202 74.30 9.48 -15.04 -7.83 4.20 7.80 2.80 6.08 4,040.00 5.00 7 9 0.00 0.00 02/04/2022
IROQ IF Bancorp Inc 0.00 46 74.30 9.40 6.05 -2.97 5.30 0.00 1.60 12.50 418.18 11.00 7 6 0.40 0.66 02/04/2022
MGYR Magyar Bancorp Inc 0.00 72 74.20 9.33 -1.15 2.44 1.50 0.00 0.50 12.50 79.12 91.00 7 10 0.26 0.19 02/04/2022
FRAF Franklin Financial Services Corp 0.00 125 73.80 8.91 0.91 7.49 -0.80 0.00 -0.30 23.15 2,500.00 5.00 5 19 0.16 0.20 02/04/2022
ESSA ESSA Bancorp Inc 0.00 160 73.10 8.09 2.68 8.02 -0.90 0.00 -0.30 13.31 238.81 67.00 7 15 0.03 0.14 02/04/2022
CZFS Citizens Financial Services Inc 0.00 194 72.90 7.85 -4.05 8.98 2.70 0.00 1.20 16.94 2,425.00 8.00 5 13 0.36 0.15 02/04/2022
FSFG First Savings Financial Group Inc 0.00 108 72.30 7.21 -17.66 -1.35 5.60 0.00 1.10 -2.00 81.20 133.00 4 10 1.54 0.06 02/04/2022
PVBC Provident Bancorp Inc 0.00 178 71.90 6.81 -7.08 -6.61 1.80 0.00 0.60 11.24 -2,966.67 -6.00 8 10 0.08 0.13 02/04/2022
CBFV CB Financial Services Inc 0.00 113 70.90 5.62 -5.36 1.24 3.20 0.00 0.90 21.81 -2,260.00 -5.00 7 33 0.43 0.13 02/04/2022
SGA Saga Communications Inc. 0.00 126 70.60 5.23 -4.07 -0.06 0.00 0.00 0.70 9.64 1,400.00 9.00 8 11 0.03 3.88 02/04/2022
WNEB Western New England Bancorp Inc 0.00 148 70.30 4.92 -2.67 6.55 2.70 0.00 1.00 7.62 1,644.44 9.00 8 7 0.14 0.14 02/04/2022
NWFL Norwood Financial Corp. 0.00 214 70.20 4.91 5.58 13.34 3.70 0.00 1.50 11.13 578.38 37.00 8 12 0.46 0.21 02/04/2022
CMLS Cumulus Media Inc 0.00 96 70.20 4.85 -29.13 -3.86 8.00 5.60 1.20 4.55 112.94 85.00 9 6 2.80 2.91 02/04/2022
DLA Delta Apparel Inc 0.00 47 70.00 4.61 3.41 2.11 5.00 2.00 0.50 65.28 587.50 8.00 6 6 1.16 2.42 02/04/2022
GNE Genie Energy Ltd 0.00 394 68.80 3.37 -3.08 25.08 -39.80 16.70 0.70 6.03 -39,400.00 -1.00 5 30 0.02 1.75 02/04/2022
NKSH National Bankshares Inc 0.00 154 68.80 3.21 -3.00 8.92 1.00 0.00 0.50 18.92 -7,700.00 -2.00 8 23 0.01 0.13 02/04/2022
BPRN Bank of Princeton (The) 0.00 191 68.20 2.59 -9.84 1.53 6.40 0.00 2.70 39.14 -6,366.67 -3.00 8 11 0.09 0.25 02/04/2022
LSBK Lake Shore Bancorp Inc 0.00 57 68.20 2.55 -6.40 2.63 1.60 0.00 0.40 11.05 154.05 37.00 3 7 0.25 0.17 02/04/2022
BRBS Blue Ridge Bankshares Inc 0.00 118 67.80 2.24 -20.55 -10.23 0.40 0.00 0.20 -7.89 92.91 127.00 4 9 0.27 0.11 02/04/2022
OSG Overseas Shipholding Group Inc. 0.00 364 67.20 1.86 -4.28 19.25 7.10 -7.90 2.60 4.99 1,348.15 27.00 5 3 1.89 0.62 02/04/2022
FONR Fonar Corp 0.00 106 66.60 1.35 14.89 29.91 3.90 6.30 1.00 9.20 10,600.00 1.00 7 21 0.27 8.13 02/04/2022
FKYS First Keystone Corp 0.00 101 66.20 1.04 -5.66 5.81 7.10 0.00 2.60 10.58 480.95 21.00 7 6 0.60 0.08 02/04/2022
NICK Nicholas Financial Inc 0.00 37 64.40 0.10 -19.01 -3.33 6.00 8.20 1.80 16.74 88.10 42.00 5 14 0.54 0.00 02/04/2022
ORRF Orrstown Financial Services Inc 0.00 237 62.80 -1.09 -10.88 -4.70 2.20 0.00 0.80 9.74 1,077.27 22.00 8 17 0.25 0.14 02/04/2022
USAK USA Truck Inc 0.00 102 61.70 -2.02 12.69 -6.18 3.70 4.10 0.40 4.46 1,133.33 9.00 7 6 1.51 1.30 02/04/2022
PFBX Peoples Financial Corp/MS 0.00 61 60.70 -2.80 -3.73 3.09 1.10 0.00 0.40 34.66 -2,033.33 -3.00 6 7 0.01 0.28 02/04/2022
PWOD Penns Woods Bancorp Inc 0.00 158 60.60 -2.87 -3.70 8.19 3.20 0.00 1.10 42.36 752.38 21.00 5 11 0.78 0.22 02/04/2022
LCNB LCNB Corp 0.00 181 60.60 -2.91 -4.11 -4.70 6.20 0.00 2.20 31.64 3,016.67 6.00 6 10 0.07 0.05 02/04/2022
TGAFF Taiga Building Products Ltd 0.00 233 60.40 -3.15 -4.63 9.39 2.30 3.20 0.20 3.47 1,941.67 12.00 7 23 0.45 2.09 02/04/2022
PROV Provident Financial Holdings Inc 0.00 95 60.40 -3.18 -7.75 2.07 4.70 0.00 2.30 15.08 263.89 36.00 6 12 0.64 0.38 02/04/2022
RBKB Rhinebeck Bancorp Inc 0.00 78 60.00 -3.61 -12.46 0.41 2.20 0.00 0.70 -14.18 288.89 27.00 5 10 0.25 0.08 02/04/2022
ATLO Ames National Corp 0.00 158 59.90 -3.65 1.41 7.29 3.40 0.00 1.60 9.89 5,266.67 3.00 5 18 0.21 0.10 02/04/2022
LEE Lee Enterprises Inc 0.00 66 59.80 -3.73 17.66 -21.91 6.10 3.10 0.70 2.63 173.68 38.00 6 16 8.63 0.76 02/04/2022
WHG Westwood Holdings Group Inc. 0.00 83 59.50 -4.11 -26.42 -4.28 4.50 8.50 0.90 -10.07 488.24 17.00 8 16 0.05 0.00 02/04/2022
EBMT Eagle Bancorp Montana Inc 0.00 82 58.40 -5.41 -5.26 2.30 1.70 0.00 0.40 -1.97 1,640.00 5.00 4 12 0.24 0.08 02/04/2022
SAWLF ShawCor Ltd 0.00 901 58.00 -5.76 -17.95 10.72 12.60 -14.10 1.20 28.68 1,072.62 84.00 7 1 0.54 1.89 02/04/2022
JRSH Jerash Holdings (US) Inc 0.00 39 57.10 -6.73 -16.52 -1.40 0.50 4.50 0.10 7.18 1,950.00 2.00 6 23 0.02 6.40 02/04/2022
ORXGF Orca Energy Group Inc 0.00 72 54.20 -10.24 -9.85 1.00 0.90 3.00 0.70 553.85 800.00 9.00 5 98 0.80 1.87 02/04/2022
LCUT Lifetime Brands Inc 0.00 121 54.00 -10.41 -33.70 -14.87 5.10 5.80 0.50 4.15 672.22 18.00 6 7 1.37 2.26 02/04/2022
AGFS AgroFresh Solutions Inc 0.00 84,654 54.00 -10.43 -17.76 -4.38 1,460.30 -13,923.40 511.20 2,486.17 445,547.37 19.00 8 0 1.15 3.12 02/04/2022
FSBW FS Bancorp Inc 0.00 240 53.50 -11.02 -16.92 -2.90 2.80 0.00 1.30 20.43 827.59 29.00 5 -6 0.39 0.04 02/04/2022
HURC Hurco Cos Inc 0.00 145 52.90 -11.64 -8.67 8.12 3.40 15.00 0.30 5.48 7,250.00 2.00 8 10 0.04 3.56 02/04/2022
GHL Greenhill & Co Inc 0.00 267 52.20 -12.54 -5.14 -12.93 6.50 6.30 1.60 2.20 5,340.00 5.00 8 22 3.44 0.00 02/04/2022
OVID Ovid Therapeutics Inc 0.00 256 49.00 -16.19 -12.08 0.73 0.50 2.10 0.30 2.16 0.00 0.00 8 634 0.00 12.87 02/04/2022
TREVF Trevali Mining Corp 0.00 0 47.30 -18.60 -20.60 -9.39 0.90 0.00 0.30 0.00 0.00 25.00 8 3 0.44 0.77 02/04/2022
TLYS Tilly's Inc 0.00 239 44.00 -22.78 -41.57 -38.69 3.40 3.70 0.40 -51.51 746.88 32.00 8 27 1.41 1.67 02/04/2022
DIIBF Dorel Industries Inc 0.00 131 43.90 -22.95 -16.08 -46.41 4.70 -4.20 0.30 -8.01 485.19 27.00 3 7 1.16 1.83 02/04/2022
SPOK Spok Holdings Inc 0.00 284 43.30 -23.89 -26.51 -9.92 -150.10 -12.80 1.70 -15.73 7,100.00 4.00 4 0 0.10 1.71 02/04/2022
STRT Strattec Security Corp 0.00 88 43.20 -24.03 -16.57 1.00 2.70 6.10 0.20 10.46 628.57 14.00 7 7 0.11 2.66 02/04/2022
CIA Citizens Inc. 0.00 150 43.10 -24.14 -35.82 -13.03 16.10 0.00 0.50 3.80 -5,000.00 -3.00 7 1 0.03 7.59 02/04/2022
NAII Natural Alternatives International Inc 0.00 41 40.40 -28.64 -18.42 -3.28 2.30 4.10 0.30 -31.78 372.73 11.00 5 19 0.30 4.28 02/04/2022
VRA Vera Bradley Inc 0.00 206 39.30 -30.51 -27.69 -7.85 3.70 10.20 0.40 3.41 6,866.67 3.00 9 12 0.30 3.58 02/04/2022
FARM Farmer Brothers Co 0.00 48 38.30 -32.75 -14.12 0.08 -33.90 -1.90 0.40 -3.13 228.57 21.00 6 -3 1.12 1.74 02/04/2022
LAKE Lakeland Industries Inc 0.00 117 38.20 -32.87 -12.48 -6.93 2.60 6.60 0.50 4.80 11,700.00 1.00 5 20 0.04 9.00 02/04/2022
UNRV Unrivaled Brands Inc 0.00 13 37.90 -33.26 -35.01 -24.44 -1.20 6.30 0.80 -0.51 260.00 5.00 5 -37 0.25 1.04 02/04/2022
BSET Bassett Furniture Industries Inc. 0.00 135 37.90 -33.32 -8.86 3.39 5.30 7.50 0.40 5.39 2,700.00 5.00 7 10 0.82 1.34 02/04/2022
CODX Co-Diagnostic Inc 0.00 36 37.90 -33.33 -34.22 -28.43 -1.20 1.00 -0.60 0.89 0.00 0.00 6 1,029 0.00 9.14 02/04/2022
HBB Hamilton Beach Brands Holding Co 0.00 177 36.60 -36.12 -31.01 -15.50 7.50 8.30 0.40 327.78 4,425.00 4.00 5 27 0.95 1.94 02/04/2022
JAGGF Jaguar Mining Inc 0.00 71 36.50 -36.21 4.73 4.31 0.60 2.10 0.20 -19.78 1,420.00 5.00 3 20 0.03 2.04 02/04/2022
GEOS Geospace Technologies Corp 0.00 175 36.30 -36.70 -45.96 -16.69 -23.90 -8.90 1.90 -7.80 -1,590.91 -11.00 1 -15 0.01 4.94 02/04/2022
EMKR EMCORE Corp 0.00 19 35.00 -39.21 -55.73 -42.32 -1.50 0.70 -0.20 2.02 63.33 30.00 7 -12 0.15 5.22 02/04/2022
XAUMF GoldMoney Inc 0.00 479 34.80 -39.76 -18.09 7.19 -127.70 -117.40 1.50 -116.83 -11,975.00 -4.00 2 -8 0.01 23.83 02/04/2022
CAAS China Automotive Systems Inc 0.00 114 34.40 -40.16 -12.25 12.38 5.30 -80.90 0.20 -8.70 0.00 0.00 6 0 0.40 1.44 02/04/2022
DAKT Daktronics Inc 0.00 396 33.90 -41.46 -35.72 -22.08 -6.60 201.00 0.70 -21.46 4,400.00 9.00 3 -8 0.04 1.61 02/04/2022
GROW U.S. Global Investors Inc 0.00 43 33.70 -41.78 -15.16 16.44 0.60 2.20 0.40 21.83 4,300.00 1.00 4 57 0.00 0.00 02/04/2022
MTRX Matrix Service Co 0.00 280 33.70 -41.91 -30.57 8.69 -4.90 -4.20 0.40 -1,037.04 7,000.00 4.00 2 1 0.10 1.46 02/04/2022
SSSS Suro Capital Corp 0.00 111 33.60 -42.09 -35.13 -26.99 -0.10 0.80 -0.10 -0.45 444.00 25.00 5 14 0.20 0.00 02/04/2022
MG Mistras Group Inc 0.00 160 33.00 -43.65 -37.50 -6.60 7.00 41.10 0.60 6.96 1,333.33 12.00 7 4 1.30 1.33 02/04/2022
BZFD BuzzFeed Inc 0.00 11 32.80 -43.83 -50.18 9.35 -5.50 -3.00 0.10 -3.96 0.00 0.00 3 -5 0.00 0.36 02/04/2022
TLLTF TILT Holdings Inc 0.00 22 32.20 -45.40 -31.98 28.81 -1.90 -0.20 0.50 -7.46 27.50 80.00 5 -23 0.40 1.41 02/04/2022
HOFT Hooker Furnishings Corporation 0.00 233 30.60 -48.77 -36.24 -13.24 6.10 9.60 0.40 -22.51 1,226.32 19.00 6 14 0.21 5.22 02/04/2022
CULP Culp Inc. 0.00 71 30.50 -48.94 -44.00 -15.67 4.50 16.50 0.20 -2.76 182.05 39.00 5 14 0.09 2.20 02/04/2022
VOXX VOXX International Corp 0.00 183 30.10 -49.90 -17.59 -0.70 7.50 -9.10 0.30 6.93 0.00 0.00 5 0 0.04 1.56 02/04/2022
GHM Graham Corp 0.00 164 30.00 -50.14 -47.42 -38.60 -39.10 -23.60 1.70 -6.99 2,733.33 6.00 1 7 0.39 1.46 02/04/2022
KNDI Kandi Technolgies Group Inc 0.00 265 29.80 -50.79 -33.51 -4.40 -1.40 11.50 0.60 -15.94 -4,416.67 -6.00 7 -7 0.03 5.34 02/04/2022
HMLP Hoegh LNG Partners LP 0.00 0 29.40 -51.60 45.37 66.61 3.40 0.00 2.40 0.00 0.00 42.00 5 9 1.09 0.94 02/04/2022
UIHC United Insurance Holdings Corp 0.00 0 26.70 -57.55 -25.31 -24.02 1.40 0.00 -0.10 0.00 0.00 9.00 2 -14 0.51 1.08 02/04/2022
TUSK Mammoth Energy Services Inc 0.00 227 26.00 -59.10 -31.24 22.81 -6.70 -2.20 1.40 -9.19 2,837.50 8.00 3 2 0.23 2.93 02/04/2022
OESX Orion Energy Systems Inc 0.00 42 25.90 -59.40 -31.58 -20.34 2.00 1.40 0.20 4.69 350.00 12.00 7 7 0.04 2.42 02/04/2022
NM Navios Maritime Holdings Inc 0.00 48 24.00 -63.33 -33.19 -7.87 5.10 0.60 2.60 -1.15 16.16 297.00 9 5 23.79 2.52 02/04/2022
NEVDF Nevada Copper Corp 0.00 20 23.50 -64.29 -16.62 -9.25 -60.90 3.10 0.00 -0.14 25.00 80.00 5 -2 0.61 0.01 02/04/2022
TAST Carrols Restaurant Group Inc 0.00 311 23.30 -64.97 -49.17 -27.41 21.00 -7.20 1.00 22.70 3,455.56 9.00 4 4 6.18 0.41 02/04/2022
CTRN Citi Trends Inc 0.00 181 22.00 -67.96 -67.25 -62.66 2.50 2.60 0.40 2.37 -2,011.11 -9.00 3 17 1.86 1.03 02/04/2022
AGFY Agrify Corp 0.00 51 21.90 -68.07 -82.33 -50.19 0.10 -1.60 0.00 -2.03 425.00 12.00 5 -326 0.02 5.78 02/04/2022
KIRK Kirkland's Inc 0.00 21 21.80 -68.39 -59.35 -36.14 3.20 1.00 0.30 -0.55 525.00 4.00 6 7 1.88 1.11 02/04/2022
TIG Trean Insurance Group Inc 0.00 13 21.80 -68.44 -56.58 -37.36 -2.60 0.00 -0.40 0.14 1,300.00 1.00 7 33 0.08 1.28 02/04/2022
NETI Eneti Inc 0.00 417 20.80 -70.70 -68.59 -15.77 -10.10 16.50 2.70 -14.83 178.97 233.00 7 -4 0.22 1.40 02/04/2022
MILE Metromile Inc 0.00 0 14.30 -87.12 -66.96 -32.54 0.90 0.00 -1.60 0.00 0.00 32.00 3 13,226 0.00 3.00 02/04/2022
SSBK Southern States Bancshares Inc 0.00 206 12.20 0.00 16.73 25.89 1.30 0.00 0.50 10.84 1,471.43 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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