Post #509 by Taz2 on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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No. of Recommendations: 1

As of 5/24/23:

stocks matching:
970 Universe(PRussell1000)//Stock Universe Russell 1000
880 !GICS(fsmisc)//No financial services companies
557 #APeriods > 25 // Company has been public for at least 25 years
20 FOrderOLD("TRSD5YD",#All,#ASC,#Previous,TRUE)<= 20 //20 with lowest daily price variance
20 Beta5Y < 1.0 //less volatile than the market average
19 Yield > 0 //pays a dividend
10 $Altman_Z > 2.99 //financially healthy
7 PayRatioTTM <= (PayRatio5Y*1.25) // payout ratio no worse than 25% above 5-year average
5 PayRatio5Y<= PayRatio5YInd*1.25 // payout ratio no worse than 25% above industry average
5 FOrderOLD("Yield",#All,#DESC,#Previous,True)<=8 //Select up to 8 with the highest dividend yield

Taz

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