12 Nov 2015

Deprecated: get_the_author_ID is deprecated since version 2.8.0! Use get_the_author_meta('ID') instead. in /var/www/www.inovestor.com/wp-includes/functions.php on line 5211
admin

Custom SPfilter – November 12th

12 Nov 2015

For this week’s content analysis we’re providing the structure and results of a custom filter we’ve built. The filter uses exactly the same criteria as the one we sent you previously this year, on May 27th. This filter puts an emphasis on three key evaluation areas:

1. Generation of shareholder wealth (EVA/Share, Economic Performance Index, return on capital

2. Growth (short and mid-term growth of EVA/Share, dividend growth in each of the past four years)

3. Free Cash-Flow provision

As of November 12th, the group of stocks that were identified by this filter on May 27th (equal-weight) generated a positive return of 3.39% while the TSX Composite Index dropped by 12.06%. To see this previous blog post, please click here.

Only 1.5% (14 of 911) of our Canadian stock universe meets our stated criteria.

The results are sorted by Economic Performance Index (EPI). We’ve included a few other indicators for reference—see share price, Price/Earnings, current 12-month dividend yield.

In the attached PDF document you’ll find both the contents and criteria inputs for the filter, as well as the 14 resulting companies which passed these criteria.  Download

Discover Financial Services (DFS)

For this week’s content analysis we’re providing the structure and results of a custom filter we’ve built. The filter uses e...

Read more

SPfilter US Insurance Companies

For this week’s content analysis we’re providing the structure and results of a custom filter we’ve built. The filter uses e...

Read more
Latest news

What’s in the news

Jun 17, 2021
Canadian ETFs: May's Launches
Read more
Jun 09, 2021
ESG Integration
Read more
May 18, 2021
Canadian ETFs: April's Launches and Terminations
Read more
Apr 19, 2021
Canadian ETFs: March's Launches and Terminations
Read more

Generate Higher Income

Discover our factor-based alpha generators

Discover our factor-based alpha generators

    What product(s) are you interested in?

    StockGuideMarket InsightsFor AdvisorsAsset Management

    StockGuide

    Market Insights

    For Advisors

    Asset Management

    What product(s) are you interested in?

    StockGuide
    Market Insights
    For Advisors
    Asset Management