On one of these nights, I came across the Piotroski F-score. I was intrigued by the methodolgy and wanted to learn more about. So i found the original paper published by Professor Joseph Piotroski and ...

The tool calculates the F-score averaged on all character and word n-grams, where the default character n-gram order is 6 and word n-gram order is 2. The arithmetic mean is used for n-gram averaging.

The Piotroski F-Score aims to identify the healthiest companies amongst a basket of value stocks through applying a set of nine accounting-based stock selection criteria. Joseph Piotroski is now ...