How would I pick a state to move to, that is good for investing?

[Mike Schelske]

I plan on leaving California at the end of 2018, maybe earlier. The cost of living is to high, and there are just way to many people here. What I would like to do is find a market that has potential for investing, but won't break the bank. I know that less people means less renters, but I just want to be in an area that is a little slower. So, how would I go about valuating a state, county, city, and so on?