Below is a list of 10 small cap value earnings surprise stocks for the next 30 days. Last month's portfolio can be seen here. The Mid-April to Mid-May portfolio returned -6.64% versus -5.77% for SPY while the Mid-May to Mid-June returned .14% versus -1.93% on SPY and -4.48% on VBR, a small-cap value ETF. Returns exclude dividends, slippage, and commission.
My screen looks for a low PEG, recent earnings surprises, a minimum volume requirement, and small market capitalization. I exclude OTC stocks and I further narrow the list based on additional fundamental factors to 10 stocks. The list, as always, is not a specific portfolio but a recommendation for further research. Since this is a purely mechanical screen, I play no discretion in the results (other than establishing the original screen criteria). A couple of months ago I added a 200 day simple moving average requirement - stocks must be trading above their 200 day moving average in order to make the list. I use stockscreen123 as the screener.
The stocks on this list can be especially volatile given their low market capitalization, so please do proper due diligence. I find the list useful for gathering potential investment or trade ideas rather than a blanket "buy" list. The current lists of stocks are below and returns can be tracked real--time on the right hand side of Scott's Investments:
| Ticker | Name | Trend Analysis | Rank | MktCap | Industry |
| NSIT | Insight Enterprises, Inc. | Here | 98.99 | 684.15 | Computer Hardware |
| GIII | G-III Apparel Group, Ltd. | Here | 98.79 | 510.52 | Apparel/Accessories |
| MDF | Metropolitan Health Networks, | Here | 98.73 | 161.65 | Healthcare Facilities |
| SCLN | SciClone Pharmaceuticals, Inc | Here | 98.59 | 165.23 | Biotechnology & Drugs |
| CNU | Continucare Corporation | Here | 98.03 | 248.12 | Healthcare Facilities |
| CELL | Brightpoint, Inc. | Here | 97.12 | 572.01 | Communications Equipment |
| HITK | Hi-Tech Pharmacal Co. | Here | 96.73 | 298.54 | Biotechnology & Drugs |
| UTI | Universal Technical Institute | Here | 95.64 | 587.72 | Schools |
| STKL | SunOpta, Inc. (USA) | Here | 95.21 | 335.74 | Food Processing |
| RELL | Richardson Electronics, Ltd. | Here | 93.73 | 161.06 | Electronic Instr. & Controls |
