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O'Shaughnessy Tiny Titans Stock Screener
This stock screener finds the cheap micro caps according to the tiny titans strategy described by Jim O'Shaughnessy in his book "Predicting the markets of tomorrow" .
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From 1951 through 2004 the strategy had a real average annual return of almost 19%. The downside of this strategy is high volatility.
The data requirements are as follows:
| Market Capitalization | >= | US $25 million |
| Market Capitalization | <= | US $250 million |
| Price-to-Sales Ratio | <= | 1 |
| 1 Year Relative Strength | Max |
The published strategy selects the top 25 companies with the highest price appreciation over the last year. From a screening perspective, this could be percent gain or relative strength. The published holding period (and the basis for the published performance) is one year. O’Shaughnessy places value on trading liquidity. When describing the universe of liquid stocks, he suggests that a minimum of $500,000 of the stock trade per day.