Société Générale publishes a monthly update on the performance of several value-oriented fundamental trading strategies across both developed and emerging markets. I’ve covered SocGen’s top Graham & Rea deep value picks for June here, and the results of the bank’s Greenblatt screen here. The July updates for the screens will be published shortly.
Along with the monthly value screens, Société Générale’s analysts use a number of other screens to weed out the market’s best, and worst opportunities.
For example, the bank’s ‘Quality income stocks’ screen searches out companies with attractive and sustainable dividends. Another screen, 'High dividend risk companies' seeks to weed out those companies that could be forced to slash their dividend payouts in the near-future.
The results of these two screens are...

