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Charles Kirkpatrick Value Screen 1 Qualifying in UK

Kirkpatrick’s Value Screen combines quantitative filters for relative price strength and relative reported earnings growth, with a value criterion - using relative price-to-sales percentiles, Kirkpatrick arbitrarily selected only those stocks in the 30th percentile or lower. Despite the success of his Growth Model, Kirkpatrick was concerned about the fact that its performance had occurred during one of the strongest bull markets in history. He wanted to strengthen the system against capital loss to protect against the inevitable market reversal. He believed relative price strength would not be effective during a market downturn and could lead to significant capital losses. For Kirkpatrick, the alternative was to reduce the risk of the portfolio by beginning with a group of stocks with low valuations. Kirkpatrick also looks for growth companies with market capitalizations of at least $500 million and share prices of at least $10. You can read more here. To learn more about this strategy please click here »

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About Charles Kirkpatrick

President of Kirkpatrick & Co., Inc., a specialist in technical research. Author of "Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell"

Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell

by Charles D. Kirkpatrick II

In his book, "Beating the Market", Kirkpatrick tested his Value Model from 1998 to 2007, where it outperformed both his own Growth Model and the S&P 500 index.

This screen is based on a UK dataset. It uses the following criteria:

  • Mkt Cap £m > 100
  • Rank ( % 130d MA ) > 80%
  • Rank ( P/S ) > 70%
  • Rank ( Op Profit Gwth % ) > 90%

Results are sorted by:

  • RS 6m in descending order


And limited to the first 30 Results


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Charles Kirkpatrick Value Screen Graphical History in

Returns

Timeframe Screen Returns FTSE 100 Outperformance
1 week N/A -0.25% 0.3%
1 month N/A 0.87% -0.9%
3 months 0.13% -2.99% 3.1%
6 months 28.69% 0.75% 27.9%
1 year 70.81% 6.10% 64.7%
2 years 138.21% 14.88% 123.3%
Since inception 208.97% 23.4% 185.6%
Annualised 61.77%

Risk

Maximum Drawdown-20.52%
Average No. of Holdings2.1
Diversification LevelLow

 Chart based on an equal weighted portfolio of max 25 stocks rebalanced quarterly. Qualifying shares below updated daily. Past performance not indicative of future returns.


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1 Qualifying in

Ticker Name Mkt Cap £m % 130d MA P/S Op Profit Gwth %
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Can't see the share you expect? View this screen as a checklist to find out why.

You should consider the results of any screening process, including this one, as candidates for further research, not as a buy list. Screening helps to narrow a search based on pre-defined criteria. It is not a substitute for independent research reflecting your individual criteria for investing/trading. Please note that the screening criteria used represents Stockopedia's interpretation of the author's investment approach and are not determined or endorsed by the original strategist.