Value Investing Multi-Factor Screen

Screen stocks using composite value metrics: P/E, P/B, EV/EBITDA, FCF yield, earnings yield, and Piotroski F-Score. Calculate a composite value score and rank stocks for deep value investing or factor-based quantitative screening.

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$ Finance Disclaimer: These calculators are for educational and illustrative purposes only. Results do not constitute financial advice. Consult a licensed financial advisor before making investment or borrowing decisions.
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How It Works

Screen stocks using composite value metrics: P/E, P/B, EV/EBITDA, FCF yield, earnings yield, and Piotroski F-Score. Calculate a composite value score and rank stocks for deep value investing or factor-based quantitative screening

Each component has a specific meaning:

  • Composite value metrics: P/E — The composite value metrics: p/e recorded for the scenario being assessed.
  • P/B — The p/b recorded for the scenario being assessed.
  • EV/EBITDA — The ev/ebitda recorded for the scenario being assessed.
  • FCF yield — The fcf yield recorded for the scenario being assessed.
  • Earnings yield — The earnings yield recorded for the scenario being assessed.
  • Piotroski F-Score — The piotroski f-score recorded for the scenario being assessed.

Note: Interpret the value screen result against the thresholds and context described above.

How to Use

Enter the composite value metrics: P/E, P/B, EV/EBITDA, FCF yield, earnings yield, Piotroski F-Score for the scenario you are assessing. Screen stocks using composite value metrics: P/E, P/B, EV/EBITDA, FCF yield, earnings yield, and Piotroski F-Score. Calculate a composite value score and rank stocks for deep value investing or factor-based quantitative screening. Use the value screen result to inform your calculation.

Frequently Asked Questions