Subject: Re: Non-Mag7 screen
They make a positive current EPS with negative book value: they don't need any net assets at all in order to make money, like YUM. Unfortunately this gets naively calculated as a negative ROE

Could you invert the ROE to get "equity per return" and then look for the lowest value, a bit like using earnings yield instead of p/e? Would that give you a valid ordering through positive and negative values?

You'd have to screen for EPS>0 and maybe check the results to make sure any odd ones aren't included.

SA