Hi Al,
I too prefer stocks that pay a dividend (it is best to be paid while you wait).
Some O'Shaughnessy value stocks you might want to stick in the DWA mixer come from a) a database of 8,989 stocks; b) exceed the average market capitalization (1,386 million); c) exceed the average shares outstanding (35.78 million); d) exceed the average cash flow p/share (1.159); e) sales are greater than 1.5 times the average (1,336 million); and f) have the highest dividend yield (in this case a minimum of 2.675).
Screening down to a final group of 100 provides a list with many having a positive RS, but in overbought sectors. The stocks in reasonably attractive sectors with a positive RS are:
Autos & Parts: F,GM Business Products: OG Chemicals: OLN Drugs: AHP Electronics: NSI Foods: HNZ,MCCRK,SVU Oil: OXY,SUN Steel: X Telephone: AIT,AT, BCE,BEL,BLS,FRO,SBC
(There must be a way to create columns.)
Eric |