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ERP5 Value Stock Screener

Use this screener to find magic formula stocks ranking by 2 additional criteria: price-to-book value and 5 year average ROIC. This screener outperforms the magic formula as it removes companies with exceptional good results during one year and companies that sell at a premium compared to book value.

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This stock screener combines the Magic formula with a few other value indicators to detect companies with constently good performance in the past trading at bargain prices. We use the following KPIs to rank the companies:

Return on Invested Capital (ROIC)
EBIT / (Net Working Capital + Net Fixed Assets) How efficiently have the assets been used to generate income?
Earning Yield
EBIT / Entreprise Value How cheap is the company?
Price-to-Book Value Market Capitalization / Book Value How much “Margin of Safety” there is on the investment.
5Y Trailing ROIC How consistent were the earnings during the last 5 years?