Stock to Short Screen - 2/25/2011 Results

This has not been a very satisfying experiment for a couple of reasons - the market is not cooperating with this screen by going up and secondly, I don't have much confidence in the screening parameters. I will keep on experimenting with it though to validate the current screen, but I will also be looking for other criteria to screen.


Screen from 2/15/2011


This was the first screen I ran. It trailed the market the previous week, but there were some big winners in the midst of the losers

History is repeating itself as the screen trails the market once again (not by much), but big winners spoil the party. CLNE for example is up over 20% for the week- no doubt a play on high oil prices. But there are other big movers... Over the last 2 weeks, the screen trails by around 0.6%.


Screen from 2/21/2011


Same story on this list. It trails the market, but big winners (CLNE was left over from the previous list). 

I'll keep tracking both these lists for some more time and see if time ends taking its toll on these stocks.


And here is the latest list from the screen once again listed in descending order for the Price-to-Sales ratio,

Admittedly, by my own criteria, the bottom of the list where the Price-to-Sales ratio is below one could possibly be considered as undervalued. Might be some targets for bottom fishing as these stocks are certainly not expensive as compared to sales. I guess some more experimenting is needed!