Société Générale publishes a monthly update on the performance of several value-oriented fundamental trading strategies across both developed and emerging markets. I’ve covered SocGen’s top Graham & Rea deep value picks for September here (a great resource for value investors), and the results of the bank’s Joel Greenblatt (based on Joel Greenblatt’s magic formula published in his bestselling book, ‘The Little Book That Beats the Market’) screen here.

Along with the monthly value screens, Société Générale’s analysts use a number of other screens to weed out the market’s best, and worst opportunities.

For example, the bank’s ‘Quality income stocks’ screen searches out companies with attractive and sustainable dividends. Another screen, ‘High dividend risk companies’ seeks to weed out those companies that could be forced to slash their dividend payouts in the near-future.

The results of these two screens are published below; hopefully, they will help you improve your investing process to some degree.

Here are results of the screens for the last five months:

Value Income Stocks – Quality income stocks

Société Générale’s income stocks screens use the Merton model, Piotroski model and consensus estimated yield for the next-12-months to filter out the best income stocks.

If you’re not familiar with the Merton credit-risk model, the model is used to distinguish between high and low credit-quality assets. A full description of the model, as well as its benefits, and drawbacks can be found here.