Here is how the EVA guys calculate the cost of capital: http://www.evadimensions.com/corporate_materials/evaDimensions%20Cost%20of%20Capital%20Model%20-%20Final.pdf
An NCAV screening function would be great for the screener.
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Here is how the EVA guys calculate the cost of capital: http://www.evadimensions.com/corporate_materials/evaDimensions%20Cost%20of%20Capital%20Model%20-%20Final.pdf