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Stock screen presets

Japan stock screening presets that reproduce well-known methodologies — Graham, Piotroski, Kiyohara and more — with sources cited. Free, no login, runnable as-is.

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Piotroski-style: High F-Score x Low PBR

Low-PBR stocks are a mixed bag (genuinely cheap, or dying). Screening out the "dying" ones with a 9-point financial hea… (Source: Reproduces criteria from Piotroski (2000), "Value Investing")

TSE PBR-Reform Target

PBR below 1x, combined with low ROE and a cash-rich balance sheet: exactly the profile the Tokyo Stock Exchange is pres… (Source: Reproduces the target criteria implied by the Tokyo Stock Exchange's request on "management conscious of cost of capital and stock price" (2023))

Graham-style: Defensive Investor Criteria

PER under 15x, PBR under 1.5x, equity ratio 50%+, and no losses in the last 5 years. A reproduction of the criteria Ben… (Source: Reproduces the criteria from Benjamin Graham, The Intelligent Investor (1949))

Cheap x Solvent (Low PBR x High Altman Z-Score)

The biggest trap in net-cash-style screening is picking up stocks that are cheap for a reason (i.e. dying). Layering an… (Source: Reproduces the metrics from Altman (1968) bankruptcy prediction model)

Kiyohara-style Net Cash Ratio

The core metric from "My Investment Method" (2024), an unusual bestseller for an investing book in Japan. Net cash = cu… (Source: Reproduces the metric from Tatsuo Kiyohara, My Investment Method (2024))

Net Cash Surplus x Earning Power

Net cash exceeds market cap (ratio of 1.0+) — in theory you'd get change back after buying the whole company. On its ow… (Source: Built around this tool's core design (net cash ratio))

Graham-style Net-Net (Below NCAV)

Stocks where NCAV (current assets minus total liabilities) exceeds market cap — cheap even after valuing all fixed asse… (Source: Reproduces the NCAV criterion from Benjamin Graham, Security Analysis (1934))

Dividend Growth x Sustainability

Consecutive dividend increases are a popular angle, but some companies keep hiking payouts they cannot afford, purely t… (Source: Adapts the U.S. Dividend Aristocrats (25+ consecutive years) concept to the disclosure history available for Japanese stocks)

Magic Formula x Solvency Filter

Names ranking near the top of Greenblatt's magic formula (the two-axis rank of high ROIC and high earnings yield), with… (Source: Reproduces Joel Greenblatt, The Little Book That Still Beats the Market (2005))

Lynch-style GARP (Growth at a Reasonable Price)

Lynch's bar of a PEG ratio at or below 1.0 — cheap relative to earnings growth — combined with 3-year revenue CAGR of 1… (Source: Reproduces the PEG criterion from Peter Lynch, One Up on Wall Street (1989))

Quality Value (High Profitability, Low PBR)

Companies scoring high on the profitability metric Novy-Marx called "the other side of value" (gross profit / total ass… (Source: Combines the profitability metric from Novy-Marx (2013) with the accruals measure from Sloan (1996))

Asset Growth Anomaly x High Profitability

Built on the asset growth anomaly — companies that grow total assets more slowly tend to deliver higher future returns,… (Source: Reproduces the asset growth anomaly from Cooper, Gulen & Schill (2008), Journal of Finance)