Volatility is used as a measure of a security's riskiness. Typically investors view a high volatility as high risk. This flag identifies companies with extreme volatile daily returns over the past year, both in an absolute sense and also relative to rest of the financial universe.
High Volatility
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Deteriorating Profit Margin
Operating margin measures the proportion of revenue left over after paying the variable costs of production. Declining operating margins can point out significant weaknesses in company growth. This flag identifies companies where Operating Margin for the most recent fiscal year is significantly lower than same ratio from the prior fiscal year, both in an absolute sense and also relative to rest of the financial universe…
Share Dilution
Existing shareholders usually dislike share dilution because their ownership stake decreases without them trading any stock. This flag identifies companies where shares outstanding for the most recent fiscal year is significantly higher than that same metric from the prior fiscal year, both in an absolute sense and also relative to rest of the universe…
Volatility
Calculated as the annualized standard deviation of daily returns over the past year. In general a high volatility number suggests higher riskiness…
Stability
Companies that have historically shown low volatility and stable performance over time, relative to the market and/or their industry sector. The Stability factor comprises the following sub-factors:
Volatility…