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 May here, and the results of the bank’s Greenblatt screen here.
Société Générale’s set of monthly research screens aren't just confined to value. In addition, the bank’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. While the ‘expensive stocks with poor earnings quality’ screen lists some of the market’s most unattractive stocks. The results of these two screens...

