1. Screener
  2. All Backtests
  3. Backtest

Growth Factor Screener: Rising returns on equity (ROE), Momentum, and Earnings Yield

Stocks that fulfill four factors - rising ROE compared to averages, momentum, good piotroski score, and earnings yield

Last Updated: 01 Jun 2026, 09:35 p.m. (IST)

Backtest Query
ROE Annual % > 1.2 * ROE Annual 3Yr Avg % AND Piotroski Score >= 6 AND Trendlyne Momentum Score > 55 AND ROE Annual % > 7 AND Earnings Yield Annual > 0
Sortby
-
Max Weightage per stock
- %
Start Date
Jan. 31, 2013
End Date
Nov. 30, 2018
Period
5 years, 10 months
Group
NIFTY500
Frequency
quarterly
Average Stock Count per Period
24.00
Max Period Return
50.19 % | Mar 31, 2014
Mean Period Return
10.54 %
Min Period Return
-7.83 % | Dec 31, 2015
Average Holding Period of a Stock
3.10
Max Drawdown
-
Returns over the backtest period