The stock universe used here is
- Market cap is at least 250M. So we only trade small cap and above.
- Accumulated one year dollar volume is at least its market cap. So liquidity is good.
I wouldn't reveal the formula, but I can provide some information on its ingredients and their weights in the ranking system:
- valuation, 2/7
- growth, 2/7
- return on capital, 1/7
- financial condition, 2/7
It's very late now. I'll post more on this later.