P(A∩B) = P(A)P(B|A) E[X] = Σx·P(x) Var(X) = E[X²] - (E[X])² Z = (X - μ) / σ χ² = Σ(O-E)²/E F = s₁²/s₂² t = (x̄ - μ)/(s/√n) r = Cov(X,Y)/(σₓσᵧ)
RSI = 100 - 100/(1+RS) MACD = EMA₁₂ - EMA₂₆ %K = (C-L₁₄)/(H₁₄-L₁₄)×100 ATR = (1/n)Σ|H-L| CCI = (TP - SMA)/(.015×MD) Williams %R = (H₁₄-C)/(H₁₄-L₁₄) ROC = (P₁ - Pₙ)/Pₙ × 100 OBV = ΣV × sign(ΔP)
ROE = NI / SE ROA = NI / TA D/E = TD / TE P/E = Price / EPS EV/EBITDA = EV / EBITDA FCF = OCF - CapEx ROIC = NOPAT / IC EPS = (NI - PD) / WAS
σₚ² = w'Σw SR = (Rₚ - Rf) / σₚ β = Cov(Rᵢ,Rₘ) / Var(Rₘ) IR = αₚ / σ(εₚ) VaR = μ - zα × σ ES = E[R | R ≤ VaR] MDD = max(DD) Calmar = CAGR / MDD
PV = FV / (1+r)ⁿ FV = PV × (1+r)ⁿ PMT = PV × [r(1+r)ⁿ]/[(1+r)ⁿ-1] NPV = Σ[CFₜ/(1+r)ᵗ] - I₀ IRR: 0 = Σ[CFₜ/(1+IRR)ᵗ] MIRR = ⁿ√(FVₚ/PVₙ) - 1 PI = PV(CI) / PV(CO) DPP = I₀ / CF̄
C = S₀N(d₁) - Ke⁻ʳᵀN(d₂) P = Ke⁻ʳᵀN(-d₂) - S₀N(-d₁) Δ = ∂V/∂S Γ = ∂²V/∂S² θ = ∂V/∂t ν = ∂V/∂σ ρ = ∂V/∂r λ = ∂V/∂q
Y = α + βX + ε R² = 1 - SSR/TSS β̂ = (X'X)⁻¹X'Y DW = Σ(eₜ-eₜ₋₁)²/Σeₜ² AIC = 2k - 2ln(L) BIC = k·ln(n) - 2ln(L) JB = (n/6)[S² + (K-3)²/4] LM = n·R²
ARIMA(p,d,q) φ(L)Δᵈyₜ = θ(L)εₜ ACF(k) = γₖ/γ₀ PACF = φₖₖ GARCH: σₜ² = ω + αε²ₜ₋₁ + βσ²ₜ₋₁ EGARCH: ln(σₜ²) = ω + α|εₜ₋₁| VAR: Yₜ = Φ₁Yₜ₋₁ + εₜ VECM: ΔYₜ = αβ'Yₜ₋₁ + εₜ
MSE = (1/n)Σ(yᵢ - ŷᵢ)² RMSE = √MSE MAE = (1/n)Σ|yᵢ - ŷᵢ| R² = 1 - SS_res/SS_tot Precision = TP/(TP + FP) Recall = TP/(TP + FN) F1 = 2·(P·R)/(P + R) AUC-ROC = ∫TPR dFPR
RWA = Σ(Aᵢ × RWᵢ) Tier 1 = CET1 + AT1 LCR = HQLA / NCOS NSFR = ASF / RSF PD = P(default) LGD = 1 - RR EAD = CCF × UL + DB EC = EAD × PD × LGD
QuantPerks
Market Closed

Enhanced Quality Screener (QMJ)

Advanced Quality-Minus-Junk screening with parallel processing

Enhanced

Enhanced Screening Parameters

Range: $100M - $1T+ | Default min: $500M
Range: 5-50 stocks
Date: Auto (T-1)

No results yet

Configure parameters and run the enhanced screener to see results.

Enhanced Quality-Minus-Junk (QMJ) Strategy

Our enhanced QMJ implementation uses advanced statistical methods including parallel processing, robust outlier detection, and sophisticated scoring algorithms to identify truly high-quality companies.

Enhanced Features:

  • Parallel API processing for faster data retrieval
  • Robust statistical methods using median/MAD instead of mean/std
  • Sector-aware analysis and outlier detection
  • Temporal validation to prevent look-ahead bias
  • Enhanced data quality requirements (7+ valid metrics)

CSV Export Includes (33 columns):

Basic Information (8):
  • Rank, Symbol, Name
  • Exchange, Sector, Industry
  • Market Cap ($M)
  • Analysis Date
Quality Scores (4):
  • Quality Score & Percentile
  • Profitability Score
  • Safety Score
  • Payout Score
Core QMJ Metrics (10):
  • ROE, ROA, ROIC (%)
  • Gross, Operating, Net Margins (%)
  • Debt-to-Equity & Current Ratio
  • Interest Coverage
  • Dividend Yield & Payout Ratio (%)
Additional Metrics (11):
  • Asset Turnover
  • Debt-to-Assets (%)
  • Book Value per Share
  • P/E, Price-to-Book, Price-to-Sales
  • Operating & Free CF per Share
  • Payout Score Rating

This enhanced screener builds upon the AQR Capital QMJ research with modern computational improvements, providing more reliable and timely quality assessments for investment decisions. The comprehensive CSV export includes over 30 financial metrics for detailed analysis.