Fork it!

David Dreman Low PE Screen 5 Qualifying in UK

This is a strict value strategy based on the writings of David Dreman and focusing on low P/E stocks. David Dreman champions a contrarian investment approach based on interpreting market psychology and using value measures to pick stocks that are out of favour with the market.   Dreman invests in out-of-favour stocks, often in out-of-favour industries, that he identifies using relatively straightforward metric criteria. He says: "I buy stocks when they are battered. I am strict with my discipline. I always buy stocks with low price-earnings ratios, low price-to-book value ratios and higher-than-average yield. Academic studies have shown that a strategy of buying out-of-favor stocks with low P/E, price-to-book and price-to-cash flow ratios outperforms the market pretty consistently over long periods of time." You can read more about David Dreman here. To learn more about this strategy please click here »

Picture of David Dreman

About David Dreman

Dreman is currently the founder, chairman and CIO of Dreman Value Management LLC. Author of 'Contrarian Investment Strategies: The Next Generation'. Regular columnist for Forbes magazine.

Contrarian Investment Strategies dreman

by David N. Dreman

The 'contrarian guru' of investment shows today's financiers how to out perform professional money managers and profit from Wall Street panics.

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

  • Rank ( P/E ) > 60%
  • Sales £m > 100
  • Debt To Assets < Median
  • Current Ratio > 1
  • Net Mgn % > Median
  • ROE % > Median
  • EPS Gwth % > Median
  • Yield % > Median
  • Industry Group not in Collective Investments,

Results are sorted by:

  • P/E in ascending order


And limited to the first 200 Results


Can these rules be improved? Submit a suggestion »
Want to make your own version? Create a Fork!

David Dreman Low PE Screen Graphical History in

Returns

Timeframe Screen Returns FTSE 100 Outperformance
1 week 2.86% 2.03% 0.8%
1 month 3.96% 1.79% 2.2%
3 months 5.65% -2.22% 7.9%
6 months -3.96% -0.31% -3.7%
1 year 6.65% 6.27% 0.4%
2 years 36.21% 15.64% 20.6%
Since inception 60.67% 24.9% 35.8%
Annualised 22.24%

Risk

Maximum Drawdown-13.05%
Average No. of Holdings9
Diversification LevelModerate

 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.


Please subscribe to see the companies that qualify for the David Dreman Low PE Screen Strategy.
Plans start from as little as 24.99 per month. 14 day FREE TRIAL available.

5 Qualifying in

Ticker Name P/E Sales £m Debt To Assets Current Ratio Net Mgn % ROE % EPS Gwth % Yield % Industry Grp
Subscriber Subscriber Software & IT Services  
Subscriber Subscriber Metals & Mining  
Subscriber Subscriber Transport Infrastructure  
Subscriber Subscriber Investment Banking & Investment Services  
Subscriber Subscriber Oil & Gas Related Equipment and Services  

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.