This list of stocks was generated using an algorithm based on that described in Haugen and Baker's paper "Case Closed." In an attempt to simplify the computations, I used only 8 factors rather than the 56 they used. Time will tell if I regret the simplification.
I'm talking my book here: I have a small position (really small!) in all of these stocks in a FolioInvesting folio.
Use at your own risk. The stock market is not a safe place to be right now, for the reasons John Hussman explains in his weekly market comment.
| ABMD | ABIOMED INC. | ITMN | INTERMUNE INC. |
| AEIS | ADVANCED ENERGY INDUSTRIES INC. | JRCC | JAMES RIVER COAL CO. |
| ANN | ANN TAYLOR STORES CORP. | MBI | MBIA INC. |
| APL | ATLAS PIPELINE PARTNERS L.P. | MFW | M&F WORLDWIDE CORP. |
| ARNA | ARENA PHARMACEUTICALS INC | MMR | MCMORAN EXPLORATION CO. |
| BPZ | BPZ RESOURCES INC | MNTA | MOMENTA PHARMACEUTICALS INC. |
| BRKS | BROOKS AUTOMATION INC. | OEH | ORIENT EXPRESS HOTELS LTD. |
| CBL | CBL & ASSOCIATES PROPERTIES INC. | PAET | PAETEC HOLDING CORP. |
| CPHD | CEPHEID | PCX | PATRIOT COAL CORP. |
| CPX | COMPLETE PRODUCTION SERVICES INC. | RBCN | RUBICON TECHNOLOGY INC. |
| CRZO | CARRIZO OIL & GAS INC. | RIGL | RIGEL PHARMACEUTICALS INC. |
| CUZ | COUSINS PROPERTIES | ROSE | ROSETTA RESOURCES INC. |
| DAKT | DAKTRONICS INC. | SD | SANDRIDGE ENERGY INC. |
| ERES | ERESEARCH TECHNOLOGY INC | SFY | SWIFT ENERGY CO. (HOLDING CO.) |
| ESLR | EVERGREEN SOLAR INC. | SVNT | SAVIENT PHARMACEUTICALS INC. |
| GCI | GANNETT CO. | TESO | TESCO CORP. |
| GLG | GLG PARTNERS INC. | THQI | THQ INC. |
| GTXI | GTX INC. | TISI | TEAM INC. |
| HERO | HERCULES OFFSHORE INC. | TNC | TENNANT CO. |
| HPY | HEARTLAND PAYMENT SYSTEMS INC. | UIS | UNISYS CORP. |
| HRC | HILL-ROM HOLDINGS INC. | URI | UNITED RENTALS INC. |
| ICO | INTERNATIONAL COAL GROUP INC. | VCI | VALASSIS COMMUNICATIONS INC. |
| IDTI | INTEGRATED DEVICE TECHNOLOGY INC. | VQ | VENOCO INC. |
| INCY | INCYTE CORP. | WG | WILLBROS GROUP INC. |
| ISPH | INSPIRE PHARMACEUTICALS INC | WTI | W&T OFFSHORE INC. |
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