Piotroski F-Score strategy

The F-Score ranks companies according to their profitability, financial position and efficiency. It is based on nine criteria that the company must fulfil. The company earns one point for each of the criteria it meets. Companies with a score higher than six has historically developed much better than companies with a lower score. The strategy was published in 2000 by Joseph Piotroski.

Profitability

1. Recent profitability

2. Recent cash flow

3. Development of Return

4. Earnings Quality

Solidity

5. Development of debt

6. Development of liquidity

7. Development of number of shares

Efficiency

8. Development of operating margin

9. Development of assets turnover



Historical performance 

You can test how the strategy has performed historically and also see a detailed history of what companies were bought and sold each year and what yield you would have received. You can also select dates, the number of companies, reinvestment of dividends and deselect the Finance & Property Industry that does not fit the formula..


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