Work built from primary sources. The universe, the factor construction and the validation below are my own, assembled from SEC XBRL company facts rather than a vendor feed.
2,544 companies with computable trailing-twelve-month fundamentals, screened on 35 metrics with sector-neutral percentile ranking and a composite score.
Management's own discussion of results, extracted from 10-Q and 10-K filings and matched to the reported figures.