We just added Market Leaders, as defined by James O'Shaughnessy in his excellent book What Works On Wall Streets, to the Quant Investing stock screener.
We just added a market sector dashboard to the Quant Investing Screener. Use it to see what market sectors (utilities, REIT’s, financial and bonds) are doing in terms of momentum.
Looking for a free cash flow quality measure? If so Free Cash Flow Score that we just added to the Quant Investing screener can help you. It combines Free cash flow growth with free cash flow stability.