ScreenJosef Piotroski came up with a simple nine criteria scoring system to help identify bargain stocks in recovery. It is known as the F-Score and is used extensively throughout Stockopedia on Stock Reports and in screens as a measure of an improving financial health trend. But while his now famous original strategy (which we have modelled here) focused on applying the F-Score filter to only the cheapest stocks in the market, other analysts have discovered that the highest F-Scoring companies in the market in aggregate also outperform. We have filtered the market in this strategy to just highlight the companies showing a Piotroski F-Score of 9. more »
