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ERP5 Best Selection Stock Screener
Use this screener to find stocks ranked according to the ERP5 screen and where the Piotroski score is equal or higher than 7. Filtering out the companies with a bad Piotroski score results in a significantly increased performance.
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Return generated by following the ERP5 Best Selection screener since 1999 until now and investing in all top 30 stocks every year on 15th of June, holding for 1 year only. The intial investment is 100.000€ and
every year the proceeds from the sales are invested equally in the top 30 stocks at that time. The red line shows the return of a 100.000€ investment in a Stoxx 600 tracker in June 99.
In December 2010 when we published our second paper "Systematic Value Investing: does it really work?" on past performance of the stock screeners over the last 11 years, we included an enhanced version of the Greenblatt Magic Formula based ERP5 screen also incorporating the Piotroski score, which we called ERP5 best Selection.
The ERP5 best Selection stock screener selects all companies with a Piotroski score of between 7 and 9. Next, they are sorted ascending order according to their ERP5 ranking (ROIC, Earning Yield, Price-to-Book, 5Y Trailing ROIC)