The profitability screen requires that the sum of a company’s GAAP earnings over the past four quarters be positive as well as the most recent quarter. The screen imparts a slight quality tilt ...

Then, each stock is assigned to either the S&P Value or S&P 500 Growth Index. Stocks exhibiting less-pronounced growth or value traits are then allocated to each index based on the relative ...

When the S&P 500 is above its moving or rolling average of the prior 125 trading days, that’s a sign of positive momentum. But if the index is below this average, it shows investors are getting ...