Screen In Time
Finaeon Screening using Fama-French Factors is our Screen In Time
The Screening process has three phases. The first is to enter the Stock Universe Filters, Fama-French Factor criteria, and optional Screen-On Date. The second phase is used to view the results of the screen and make changes to the criteria. This phase is also used to add Ranking and Sorting parameters to each Factor. The last phase views the results.
Screening Factors (Fama-French)
In this example, the Finance Sector of the S&P 500 is used as a stock universe filter. Factors used are Market Cap with a minimum of 10000, and Risk using a maximum of .5 Beta. When the Next button is clicked, a screen will be performed.
After the screen, the results are shown for Low/High for the Filtered Universe, total number of stocks passed for each criteria within the filtered universe, and total passed for all criteria. In this example, 55 stocks have passed all criteria within the Filtered Universe.
If the user wants to alter the Criteria or add Ranking/Sorting capabilities to each Factor, the Edit button is used. This will produce the box shown below. In this example, the Market Cap was increased to 20000 and the Update button pressed. This lowered the passing results to 37. edit
When the user is satisfied with the numbers, they can view the resulting passed stocks by clicking on the Display Results button.
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