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Strategies & Market Trends : Shorting stocks: Broken stocks - Analysis

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To: Q. who wrote (2127)	4/5/1999 11:03:00 PM
From: Q.	Read Replies (2) of 2506

Here are the stocks for the Apr. 99 low RS / neg cash flow screen. The screen is intended to find companies that have liquidity problems and a beaten-down stock price that suggests more problems to come. I did this screen on Apr. 5. The top 25 stocks were as follows, listed with the lowest 18-week RS first: fave dcti idx rino tsi bfly gmai tera amen inis pprt wins asvi klb sndcf mcar heb gldb ifly crdt moda cysp sff lynx click the link below to see yahoo's detailed report on all 25 stocks: quote.yahoo.com ===================Boiler plate info: ============ How the scan was done: I used Telescan's Prosearch, available on the web (for a subscription) at tscn.com Search components were: shortability: price > $5 30 day ave vol > 5 k small cap: $20 M < market cap < $200 M low RS: rel performance 18 weeks : low as possible eliminate value stocks: p/b > 3 p/s > 2 free cash flow < 0 cash/price ratio : low as possible I optimized the above parameters in May and June 1998, which was soon after a small cap market peak, by backtesting the results (I played with the p/s, p/b ratios, the time span for the low RS, etc.) and this is the set of parameters that did the best over the previous 3-6 months. The returns from this screen are probably best over a 3+ month holding period.

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