Value Options Letter — Free Tool
A value screener built on the filings themselves.
Value Options Letter is a research publication, not an investment adviser. This screener applies the same mechanical filters to the same public data for every visitor. A company appearing here is not a recommendation to buy or sell it, and says nothing about whether it suits you. Figures come from companies’ SEC filings (latest fiscal year, latest balance sheet) and the prior session’s close, and can be stale or wrong. Where a figure fails one of our data checks we leave it blank and say why. Tap a blank cell to read it.
Free with your email: every result instead of the first 10, a CSV export, and more more preset screens.
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| Company | Price | FY end |
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How the numbers are built
- Universe. US-listed companies that file financial statements with the SEC in XBRL, trade at $2 or more, and have a market value of at least $300 million. Not included: foreign companies that file 20-F or 40-F annual reports (their US listings are often depositary shares representing a different number of shares than their figures are reported in), companies that report earnings only by share class, funds and ETFs. Sectors come from SEC industry codes. Rebuilt every weekday night.
- Periods. Earnings, cash flow and revenue are the latest full fiscal year (its end date is in the last column); growth compares it with the year before. Equity and debt are the latest balance sheet. Prices are the prior session’s close; the 52-week high and low are closing prices over the past year, adjusted for splits.
- Definitions. P/E is price over diluted EPS. FCF yield is operating cash flow less capital spending, over market cap. Debt / equity is total debt as tagged in the filing (or long-term plus current debt) over shareholders’ equity, leases excluded. ROE is net income over equity. PEG is P/E over EPS growth in percent.
- Checks that blank a figure. A share count that doesn’t agree with a second source; a stock split after the fiscal year; EPS that doesn’t reconcile with net income; minority interests owning a fifth or more of profit (an Up-C or partnership, where cash flow can’t be divided by the listed shares); share classes trading at different prices; a one-day price move the size of a split or spin-off that no recorded split explains (the last annual figures may describe a different company); cash-flow and leverage ratios for banks, insurers and investment companies; and values outside a plausible range. Each blank says which.
- A screen is a starting point for research, not a conclusion. The filters can’t see a one-time gain, a business in decline, or anything that happened after the last filing.