Alert-Invest · Value Stock Screener (S&P 500)
Find Tenbaggers with Peter Lynch PEG Ratios & Graham Net-Net NCAV Math
What this does: Our S&P 500 Intrinsic Value Screener applies Graham Net-Net NCAV, Peter Lynch PEG ratio tenbagger scores and Warren Buffett ROIC quality filters to all 500 stocks twice a week — providing a Margin of Safety ranked list. Automated Graham 22.5 multiplier screen included. Updated every Monday and Thursday from 10-K filing data.
500 stocks screened twice a week. The Top 10 undervalued picks using Buffett, Lynch and Graham criteria simultaneously.
Updated every Monday & Thursday — 10-K & 10-Q filing data
What the screener does
Every Monday and Thursday, the screener pulls fundamental data for all 500 S&P 500 stocks and scores each one across three dimensions: quality, value and momentum. Stocks that rank highly on all three simultaneously surface as the Top 10 undervalued picks of the week.
Key semantic signals embedded in every scan: Free Cash Flow Yield, Capital Allocation Efficiency, Debt-to-Equity Thresholds, Economic Moat diagnostic (ROIC above cost of capital), Shareholder Yield (dividends plus buybacks) and Owner Earnings vs Net Income.
Three filters. One list.
Every stock in the Top 10 must pass all three frameworks simultaneously — not just one.
Filter 1 — Buffett
Warren Buffett Quality
Economic Moat diagnostic: high ROIC above cost of capital, strong operating margins and consistent Owner Earnings growth. Capital Allocation Efficiency screen.
Filter 2 — Lynch
Peter Lynch PEG Ratio
PEG ratio scanner to find Fast Growers and tenbagger candidates cheap relative to their growth rate. FCF Yield and Shareholder Yield cross-check.
Filter 3 — Graham
Benjamin Graham NCAV
Margin of Safety formula: stocks below intrinsic value with conservative Debt-to-Equity thresholds and stable earnings. Automated Graham 22.5 multiplier screen.
Metrics covered — sourced from 10-K & 10-Q filings
| Metric | What it tells you | Framework |
|---|---|---|
| ROIC (TTM) | Capital allocation efficiency — Economic Moat signal when above cost of capital | Buffett |
| Operating Margin (TTM) | Pricing power and operational efficiency from 10-K income statement | Buffett |
| Owner Earnings | Net income + D&A − maintenance capex — true shareholder cash generation | Buffett |
| EPS Growth (YoY) | Year-over-year earnings per share growth — tenbagger momentum signal | Lynch |
| PEG Ratio (TTM) | P/E divided by growth rate — PEG below 1 signals undervalued Fast Grower | Lynch |
| FCF Growth | Free Cash Flow Yield trend — liquidity and business health check | Lynch |
| P/E Ratio (TTM) | Base Graham valuation input for 22.5 multiplier screen | Graham |
| NCAV (Net-Net) | Current assets minus total liabilities — cigar butt value floor | Graham |
| Debt / Equity (TTM) | Conservative balance sheet threshold — Graham Margin of Safety filter | Graham |
🔒 Unlock PRO — get the full picture on every stock
Free = live prices + basic P&L. PRO = the metrics that drive real investment decisions.
| Free | Pro | |
|---|---|---|
| Real-Time Stock Tracker | ||
| Live price refresh | 1× / week | Unlimited |
| Refresh single ticker | — | ✓ |
| Op. Margin · EPS Growth · FCF Yield · ROIC | 🔒 | ✓ |
| P/E · PEG · Debt/Equity thresholds (TTM) | 🔒 | ✓ |
| Value Stock Screener · Updated 2× / week | ||
| 500 stocks ranked by intrinsic value & quality | 🔒 | ✓ |
| Top 10 undervalued — Graham / Lynch / Buffett weekly | 🔒 | ✓ |
| Portfolio Analysis Tool | ||
| Efficient frontier & weight optimisation | 🔒 | ✓ |
| Stock correlation matrix & Sharpe ratio | 🔒 | ✓ |
| Alert-Invest Platform | ||
| 13F tracker & guru stock picks 2026 | 🔒 | ✓ |
| Stock alerts & community chat | 🔒 | ✓ |
€19.90/mo · ≈ $23 USD · ≈ $31 CAD
Get PRO access →💬 Questions? Send a message — happy to answer
Annual Performance Review
Our 2025 Portfolio
Outperformed the Market.
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Frequently asked questions
How does the S&P 500 intrinsic value screener work?
The screener pulls 10-K fundamental data for all 500 S&P 500 stocks twice a week and ranks them using quality (ROIC, operating margin), value (P/E, PEG, Margin of Safety) and momentum (EPS growth). The Top 10 surfaces stocks scoring highest across all three simultaneously.
What is a PEG ratio scanner for undervalued growth stocks?
A PEG ratio scanner filters stocks where P/E divided by earnings growth is below 1 — Peter Lynch’s signal for undervalued growth or potential tenbagger. PEG below 1 means the stock is cheap relative to its growth rate — Lynch’s primary screen for Fast Growers and Small Caps.
What is Benjamin Graham’s Net-Net NCAV method?
NCAV = current assets minus total liabilities. Graham considered stocks below NCAV as cigar butt investments — so cheap that even a puff of value remained. The automated Graham 22.5 multiplier screen requires P/E × P/B below 22.5 as a combined valuation ceiling.
How often is the screener updated?
Twice per week — every Monday and Thursday — using the latest 10-K and 10-Q filing data available.
What makes this different from a standard S&P 500 screener?
Standard screeners filter by one metric. This applies three complete value investing frameworks simultaneously — Graham Margin of Safety, Lynch PEG ratio and Buffett ROIC quality — and only surfaces stocks passing all three. Built for long-term retail value investors, not traders.
Also from Alert-Invest:
Stock Value Analyzer Hub
Portfolio Analysis Tool
Real-Time Stock Tracker
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