Value Investing with FactorBench
Screen for undervalued stocks using classic value metrics like P/E, P/B, and FCF yield. Backtest strategies on point-in-time data and visualize factor trends with charts and seasonality.
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Why Value Investors Choose FactorBench
📊 Classic Value Metrics
P/E, P/B, FCF yield, dividend yield, EV/EBITDA-all the fundamentals you need to identify undervalued stocks.
🔍 Multi-Factor Screening
Combine value metrics with quality factors like ROE, debt ratios, and earnings stability for higher-conviction picks.
📈 Rigorous Backtests
Test your value strategies on up to 25 years of point-in-time data with configurable rebalance, costs, and optimizer sweeps.
🧮 Custom Formulas
Build composite value scores with the formula language and chart factor trends for deeper validation.
🔬 No Look-Ahead Bias
Enforces fundamental lag windows and pins backtests to common price dates for realistic, trustworthy results.
📋 Watchlists
Save screens, create watchlists, and share results with clients or collaborators.
How It Works
Define Your Criteria
Choose value metrics like P/E < 15, P/B < 1.5, and FCF yield > 5%. Add quality filters like ROE > 12%.
Screen & Rank
Run the screen to see matching stocks ranked by your factors. Review survivor counts and factor values for each ticker.
Backtest & Refine
Select the top X% and backtest with configurable weighting, costs, and optimizer sweeps. Review charts and refine criteria.
Save & Share
Save your screen, generate a watchlist, and share results or run it again on demand.
Example: Classic Graham-Style Screen
🎯 Goal
Find stocks trading below book value with strong earnings and low debt-companies the market may have overlooked.
⚙️ Criteria
P/B < 1.0, P/E < 15, Debt/Equity < 0.5, ROE > 10%. Rank by P/B ascending, select top 20%.
✅ Outcome
A watchlist of undervalued, profitable companies with manageable debt. Backtest shows performance over market cycles.
Filters: P/B < 1.0 P/E < 15 Debt/Equity < 0.5 ROE > 10% Ranking: P/B ascending Selection: Top 20% by rank Portfolio: Equal-weight Backtest period: 15 years
Built for Value Investors
Valuation Metrics
P/E, P/B, P/S, FCF yield, dividend yield, EV/EBITDA, and more-all with transparent TTM/MRQ basis.
Quality Filters
Combine value with quality: ROE, profit margins, debt ratios, earnings consistency, and dividend payout ratios.
Custom Formulas
Build composite scores like Earnings Yield + FCF Yield or (ROE × P/B) with a safe, flexible formula language.
Point-in-Time Backtests
Test strategies on up to 25 years of historical data with no look-ahead bias-see real-world performance expectations.
Data transparency: Every metric reports its source/basis (TTM/MRQ) and we handle NaNs defensively. Full auditability for professional-grade research.
FAQ
What value metrics are available?
P/E, P/B, P/S, FCF yield, dividend yield, EV/EBITDA, price/sales, and more. You can also create custom formulas combining metrics.
Can I combine value with quality factors?
Yes-use multi-factor ranking to combine value metrics with quality indicators like ROE, profit margins, debt ratios, and earnings stability.
How does backtesting work?
Select the top X% of stocks from your screen, choose weighting and costs, and review historical performance over 3-25 years (plan-dependent) with charts and point-in-time rigor.
What is point-in-time data?
Point-in-time data uses only information available on each date with configurable fundamental lag windows, preventing look-ahead bias for realistic backtest results.
Is there a free trial?
Yes. The free plan includes screening, charts, seasonality, and backtests up to 3 years. Paid plans include a 7-day free trial with credit card required.
Find Value. Test Rigorously. Invest Confidently.
Build value screens with transparent fundamentals and rigorous backtests.