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.

Factors Criteria

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

Results

When the user is satisfied with the numbers, they can view the resulting passed stocks by clicking on the Display Results button.

Learn more about Our Solutions:

Start your trial account today for access to the Dow 30 and see the benefits of using GFD Finaeon for your research and analysis.

Learn more about what our data can do for you today!

 

REQUEST A DEMO with a GFD Finaeon Specialist

For over 25 years Global Financial Data has been providing alternative historical economic and financial data that can't be found anywhere else. Use our demo request form to schedule a demo and find out more about how GFD Finaeon can meet your institutional needs.

GFD Insights

India: Four Centuries of Underdevelopment

India: Four Centuries of Underdevelopment

The Global Financial Database has more equity history for India than for any other country.  The British East India Co. was founded on December 31, 1600, preceding the founding of the Dutch East India Co. by one year.  Originally, shares were issued for specific...

read more
Mexico: Still Emerging 200 Years Later

Mexico: Still Emerging 200 Years Later

Mexico has been struggling to develop its economy since Spain invaded Mexico in 1521 and it gained its independence in 1821.  When Mexico was a colony, Spain relied upon exports of silver to profit from its control over the economy.  The economy stagnated after Mexico...

read more
Events in Time Anniversaries: November 2019

Events in Time Anniversaries: November 2019

25 years ago: November 1994 S&P 500: 453.69 (vs. 3076.78 in 11/2019) 10-year U.S. Government Bond Yield: 7.91% (vs. 1.81% in 11/2019) Gold: $383.10 (vs. $1486.05 in 11/2019) Oil: $18.025 (vs. $56.15 in 11/2019) GBP/USD: 1.5648 (vs. 1.285 in 11/2019) US GDP: $7,331...

read more