從F-Score尋質優股

This post is related to the application of the Piotroski F-Score to pick up some potential investments.

First, we should list all the criteria:

(1) ROA > 0

(2) Cash flow from operation, CFO, >0

(3) ROA increasing

(4) CFO > NI

(5) LT debt to total asset decreasing

(6) current ratio increasing

(7) No share outstanding increasing

(8) gross margin increasing

(9) Asset turnover increasing.

Basing on these criteria, A list of high F-score shares are filtered out:

-- 0014

-- 0468

-- 0551

-- 1044

-- 1347

-- 1883

-- 1968

-- 2314

-- 2331

These shares scored 8 or above in the tests.

Amongst these, I personally like the 14 and 2314 most. Maybe 2331 will have a rebound this year, but i have reservation on it

How about you?

Let's review the performance a year later.