O'Shaughnessy: Small Cap Growth & Value Screen

Small companies that are cheap on sales and moving in the right direction are what this screen isolates, combining a market capitalization band with the trailing price to sales ratio.

O'Shaughnessy's testing found the value factor did most of the work among small caps while price strength decided the entry, and the layout keeps both in view. The universe arrives through a MarketXLS database query rather than manual entry, so the screen can be rebuilt from scratch quickly, and each row's data refills with the add-in installed.