Synopsis & Motivation
The Stock Value Screener implements the principles and tests detailed in What Works on Wall Street 4th Ed. Data is scraped from the google finance screener. After the data is cleaned, various value factors are sorted and ranked by percentile. A normalized rank is created based on the sum of each rank and whether the data is available.
Future work will involve incorporating additional data to implement more value factors (i.e. Enterprise Value, shareholder yield etc.)
Welcoming any contributors who want to implement different strategies or screens they have read about.
Any data contributions would be greatly appreciated.