Atlas Screener — Global Equity Intelligence

Atlas Global Screener

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Strategy Presets

Graham · Buffett (early) Buy businesses worth more than you pay. ND/EBITDA prevents value traps — cheap with excessive debt is not an opportunity.

PE <15× · PB <1.5× · EV/EBITDA <8× · ND/EBITDA <2× · ROIC >8%

Terry Smith · Nick Sleep · Buffett (late) Durable competitive advantages compounding capital at high rates. FCF confirms quality is real — accounting profits without cash flow are a warning sign.

ROIC >15% · ROE >15% · FCF >8% · Gross Margin >40%

Peter Lynch · GARP The best investment is a growing company at a reasonable price. PEG ratio ideally below 1.5 — if you grow at 20% and trade at 20× that is cheap.

PE <25× · EV/EBITDA <15× · ROIC >10% · RevGr >10%

Dividend Sustainability Screen Yield alone is misleading. FCF yield above 5% confirms the dividend is funded by real earnings. Payout ratios above 80% deserve extra scrutiny.

Yield >3% · FCF >5% · ND/EBITDA <3× · RevGr >0%

Jegadeesh & Titman (1993) Companies with accelerating revenues and earnings tend to keep outperforming the market for 6-12 months. Minimum ROIC avoids momentum in deteriorating businesses.

RevGr >10% · EPS Gr >10% · ROIC >8%

Value + Price Momentum Cheap by fundamentals with incipient price momentum. The market is starting to notice but hasn't fully repriced. Smart Money toggle is powerful here.

PE <20× · ROIC >10% · RevGr >10% · ND/EBITDA <2.5×

Near 52-Week Lows Stocks trading within 25% of their 52-week low. Historically, stocks near annual lows that still hold strong fundamentals tend to mean-revert. High-conviction smart money holders near lows are the most interesting cases.

52W Position ≤ 25% · adjustable after applying

Situaciones Especiales Quantifiable signals of turnaround or disruption — always require qualitative judgment. The best (Palantir IPO, Carvana near-bankruptcy) were not fully screenable.

Select Turnaround or Disruptor below

Academic Presets

Combinations validated by academic papers. Each targets a different risk dimension — layer them for an institutional-grade screen.

🎓 Academic Quality — Triple Screen The canonical combination of the three classic models. Each targets a different dimension:

Piotroski ≥ 7 — financial health (9 binary signals)
Altman Z > 2.99 — outside bankruptcy zone
Beneish < −2.22 — no earnings manipulation

Paper: Piotroski (2000) showed that the top F-Score decile generates +23% vs bottom decile. Combined with Altman and Beneish, eliminates companies that look strong on paper but face real bankruptcy or fraud risk.

🧹 Clean Earnings — Accounting Quality Focus on ensuring reported earnings are backed by real cash, not accounting entries. Especially useful for avoiding negative earnings surprises.

Sloan Ratio < 10% — earnings backed by cash
Beneish < −2.22 — no manipulation signals
Piotroski ≥ 6 — minimum financial health

Paper: Sloan (1996) — the most replicated paper in quant finance: companies with low accruals systematically outperform those with high accruals over the next 12 months. Beneish adds the intentionality dimension.

⚗️ Quality Compounder — Quant Edition The combination with the best historical track record per Novy-Marx (2013). GP/A is the cleanest predictor of future returns — not distorted by management's financial decisions.

Novy-Marx GP/A > 0.3 — high intrinsic quality business
Piotroski ≥ 6 — solid financial health
Altman Z > 2.99 — safe solvency zone

Paper: Novy-Marx (2013) "The Other Side of Value" — showed that GP/A has alpha comparable to the Fama-French HML factor but with lower correlation, making it ideal to combine with value screens.

Click again to deactivate · combinable with Strategy Presets

Universe

Smart Money OnlyFilter to stocks held by tracked funds

Size

Valuation

Quality

Growth

52-Week Position

≤15% near lows · ≥85% near highs · stocks without 52W data pass

Academic Quality

Income

Sectors

Regions

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