Screener Overview

Screener purpose

The Insider Momentum screener is crafted to discover stocks where insiders are significantly invested, indicating strong internal confidence in the company's future. This screener aims to find companies with solid financial health, robust growth rates, and momentum indicators that signal continued upward performance.

The Insider Momentum screener meticulously identifies stocks with high insider ownership, ensuring that key stakeholders have a vested interest in the company’s success. It combines this with stringent financial metrics to filter out the most promising stocks. Companies are evaluated based on their Piotroski F-Score, debt levels, profitability ratios, revenue and free cash flow growth, and momentum indicators. This comprehensive approach ensures that only the top-performing stocks, as evidenced by their strong financials and insider confidence, are selected.

Main feature

The standout feature of the Insider Momentum screener is its emphasis on insider ownership as a primary indicator of a stock’s potential as well as its momentum. By focusing on stocks where insiders have a significant stake, this screener highlights companies where those most knowledgeable about the business are confident in its future prospects.

Investment Style

The Insider Momentum screener aligns with a "Momentum and Quality Investing" style. It combines momentum investing principles with quality financial criteria, ensuring that selected stocks not only show upward price trends but also have strong fundamentals and insider confidence.

Performance

  • Screener - Global Performance: 435.65%
  • S&P500 - Global Performance: 140.06%

Screener Attributes

  • Filters

    1. Insider Ownership >= 5
    2. Piotroski F-Score >= 7
    3. Debt-to-EBITDA in range [0, 4]
    4. PE Ratio (TTM) >= 30
    5. Gross Margin % >= 40
    6. Net Margin % >= 10
    7. 1-Year Total Revenue Growth Rate >= 1
    8. 1-Year FCF Growth Rate (Per Share) >= 1
    9. 6-1 Month Momentum % >= 10
    10. 12-1 Month Momentum % >= 20

  • Backtest Filters

    1. Ranked by Insider Ownership
    2. Max. of 5 stocks selected
    3. Rebalanced every year
    4. Equally weighted every year

Screener Selection


  • 2024


    Log in or Upgrade to access the 2024
    stock selection

  • 2023

    • FICO - Fair Isaac Corp
    • TH - Target Hospitality Corp

  • 2022

    • SSTK - Shutterstock Inc
    • MORN - Morningstar Inc
    • CLFD - Clearfield Inc
    • VICR - Vicor Corp
    • NSSC - NAPCO Security Technologies Inc

  • 2021

    • UI - Ubiquiti Inc
    • ISDR - Issuer Direct Corp

  • 2020

    • SLP - Simulations Plus Inc
    • PAYC - Paycom Software Inc
    • FTNT - Fortinet Inc
    • QDEL - Quidel Corp
    • TTGT - TechTarget Inc

  • 2019

    • PCTY - Paylocity Holding Corp
    • PAYC - Paycom Software Inc
    • IIPR - Innovative Industrial Properties Inc
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Insider Momentum Screener Performance

Insider Momentum Screener Performance

Graphique PNG

  • Screener Global Performance: 435.65%

    Screener CAGR: 35.68%

  • S&P500 Global Performance: 140.06%

    S&P 500 CAGR: 15.71%

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Insider Momentum Historical Returns

Annual Performance
Year SCREENER Gain (%) S&P 500 Gain (%) NASDAQ 100 Gain  (%) Dow 30 Gain  (%)
2019 96.18 31.49 37.96 22.34
2020 104.91 18.40 47.58 7.25
2021 39.52 28.71 26.63 18.73
2022 -24.84 -18.11 -32.97 -8.78
2023 29.36 26.29 53.81 13.70
2024 -1.78 16.32 16.98 3.79
Overall 435.65 140.06 210.95 67.69