Société Générale publishes a monthly update on the performance of several value orientated fundamental trading strategies across both developed and emerging markets. I’ve covered SocGen’s top Graham & Rea deep value picks for April here, and the results of the bank’s April Greenblatt screen here.
Société Générale’s monthly research isn’t just focused on value. The bank also uses 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. While the ‘expensive stocks with poor earnings quality’ screen lists some of the market’s most unattractive stocks.
Poor Quality Earnings - Quality income
Société Générale’s quality income screen uses the Merton model, Piotroski model...

