O'Shaughnessy: Growth Market Leaders Screen

Market leaders in the O'Shaughnessy sense are large, widely held companies with sales well above the market average and cash flow to match, and this screen starts from that leadership universe before the growth tests are applied. A MarketXLS database query feeds the candidate list straight into the sheet.

Because leadership is defined relative to the whole market rather than by fixed cutoffs, the universe shifts as the market does, and the query is what keeps it current. The resulting list works well as the input to a valuation or yield ranking of your own.