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Dreman Low Price to Cash Flow Screen 178 Qualifying

David Dreman Low Price to Cashflow is a contrarian value strategy developed by the famous US investment manager and author David Dreman in his book Contrarian Investment Strategies. It uses a basic value filter of selecting the cheapest 40% of the market by Price to Cashflow ratio and filtering further for quality according to company size, financial strength and growth. Dreman favours cash flow over earnings: "If we take two companies with similar outlooks, markets, products, and management talent, the one with the higher cashflow will usually be the more rewarding stock. In investing, as in your personal finances, cash is king." Dreman's studies showed that the cheapest 20% of the market by P/CF outperformed the most expensive 20% by 6.8% annually. Dreman cautions towards a buy and hold approach because "transaction costs are often not recognized by investors, but can be very expensive".

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This is an independent study based upon the methods of...
Picture of David Dreman

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 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 uses the following criteria:

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

Results are sorted by:

  • P/FCF in ascending order


And limited to the first 200 Results


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Performance Tracking


Returns FTSE 100
1 week -1.4% -3.0% 0.2% - -4.6% -1.4% -1.7% -1.5%
1 month -3.0% -2.3% 2.6% - 1.6% 1.7% -9.8% -0.7%
3 months 5.6% 1.4% 2.7% -0.7% 8.3% 9.5% -2.9% -2.7%
6 months 13.9% 0.7% -0.9% 14.1% 16.8% 10.3% -10.3% -2.1%
1 year 9.7% 10.8% 7.0% 56.6% 39.3% 38.6% -11.0% 6.5%
2 years 9.3% 51.5% 19.1% - - - - 19.1%
Annualised 17.4% 23.2% 4.1% 51.4% 26.1% 45.5% 0.7%
 
Risks
Max Drawdown -25.2% -11.4% -24.7% -19.3% -17.7% -11.6% -31.6%
Avg Holdings 6.3 18.5 11.2 1.4 0.7 25 1.9
Diversification Low Good Moderate Low Low Good Low

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



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178 Qualifying

Ticker Name P/FCF Sales £m Debt To Assets Current Ratio Net Mgn % EPS Gwth % Yield % Industry Grp Flag
Subscriber Subscriber Real Estate Operations Hong Kong
Subscriber Subscriber Construction & Engineering Turkey
Subscriber Subscriber Construction & Engineering Turkey
Subscriber Subscriber Machinery, Equipment & Components Japan
Subscriber Subscriber Automobiles & Auto Parts United States
Subscriber Subscriber Machinery, Equipment & Components Japan
Subscriber Subscriber Investment Banking & Investment Services Norway
Subscriber Subscriber Investment Banking & Investment Services Sweden
Subscriber Subscriber Real Estate Operations Hong Kong
Subscriber Subscriber Construction & Engineering Japan
Subscriber Subscriber Food & Tobacco Hong Kong
Subscriber Subscriber Professional & Commercial Services Australia
Subscriber Subscriber Construction Materials Japan
Subscriber Subscriber Construction & Engineering Japan
Subscriber Subscriber Leisure Products Korea, Republic of
Subscriber Subscriber Electric Utilities & IPPs Romania
Subscriber Subscriber Semiconductors & Semiconductor Equipment Singapore
Subscriber Subscriber Metals & Mining Japan
Subscriber Subscriber Construction & Engineering Japan
Subscriber Subscriber Machinery, Equipment & Components Japan
Subscriber Subscriber Machinery, Equipment & Components Japan
Subscriber Subscriber Construction & Engineering Korea, Republic of
Subscriber Subscriber Hotels & Entertainment Services Hong Kong
Subscriber Subscriber Semiconductors & Semiconductor Equipment Singapore
Subscriber Subscriber Construction & Engineering Poland
Subscriber Subscriber Electric Utilities & IPPs United Kingdom
Subscriber Subscriber Machinery, Equipment & Components Japan
Subscriber Subscriber Automobiles & Auto Parts Korea, Republic of
Subscriber Subscriber Construction & Engineering Taiwan
Subscriber Subscriber Containers & Packaging Japan
Subscriber Subscriber Food & Tobacco Lithuania
Subscriber Subscriber Construction & Engineering Korea, Republic of
Subscriber Subscriber Textiles & Apparel Japan
Subscriber Subscriber Machinery, Equipment & Components Japan
Subscriber Subscriber Metals & Mining Hong Kong
Subscriber Subscriber Machinery, Equipment & Components Japan
Subscriber Subscriber Computers, Phones & Household Electronics Taiwan
Subscriber Subscriber Real Estate Operations Hong Kong
Subscriber Subscriber Investment Banking & Investment Services Japan
Subscriber Subscriber Real Estate Operations Hong Kong
Subscriber Subscriber Household Goods Hong Kong
Subscriber Subscriber Multiline Utilities Poland
Subscriber Subscriber Software & IT Services Japan
Subscriber Subscriber Construction & Engineering Japan
Subscriber Subscriber Chemicals Korea, Republic of
Subscriber Subscriber Oil & Gas Related Equipment and Services Romania
Subscriber Subscriber Homebuilding & Construction Supplies Japan
Subscriber Subscriber Professional & Commercial Services Singapore
Subscriber Subscriber Textiles & Apparel Hong Kong
Subscriber Subscriber Chemicals Slovenia
Subscriber Subscriber Homebuilding & Construction Supplies Poland
Subscriber Subscriber Real Estate Operations Japan
Subscriber Subscriber Construction & Engineering Japan
Subscriber Subscriber Hotels & Entertainment Services Japan
Subscriber Subscriber Metals & Mining Australia
Subscriber Subscriber Electronic Equipments & Parts Taiwan
Subscriber Subscriber Communications & Networking Taiwan
Subscriber Subscriber Food & Tobacco Taiwan
Subscriber Subscriber Machinery, Equipment & Components Japan
Subscriber Subscriber Metals & Mining Australia
Subscriber Subscriber Construction & Engineering Korea, Republic of
Subscriber Subscriber Chemicals Taiwan
Subscriber Subscriber Metals & Mining United Kingdom
Subscriber Subscriber Textiles & Apparel Japan
Subscriber Subscriber Food & Tobacco Hong Kong
Subscriber Subscriber Paper & Forest Products Canada
Subscriber Subscriber Metals & Mining Japan
Subscriber Subscriber Semiconductors & Semiconductor Equipment Singapore
Subscriber Subscriber Automobiles & Auto Parts Japan
Subscriber Subscriber Electronic Equipments & Parts Taiwan
Subscriber Subscriber Real Estate Operations Hong Kong
Subscriber Subscriber Machinery, Equipment & Components Hong Kong
Subscriber Subscriber Specialty Retailers United States
Subscriber Subscriber Coal Australia
Subscriber Subscriber Electronic Equipments & Parts Australia
Subscriber Subscriber Computers, Phones & Household Electronics Taiwan
Subscriber Subscriber Construction & Engineering Japan
Subscriber Subscriber Construction & Engineering Singapore
Subscriber Subscriber Machinery, Equipment & Components Japan
Subscriber Subscriber Machinery, Equipment & Components Japan
Subscriber Subscriber Investment Banking & Investment Services Turkey
Subscriber Subscriber Semiconductors & Semiconductor Equipment Hong Kong
Subscriber Subscriber Food & Tobacco Lithuania
Subscriber Subscriber Oil & Gas Australia
Subscriber Subscriber Investment Banking & Investment Services United Kingdom
Subscriber Subscriber Food & Drug Retailing Hong Kong
Subscriber Subscriber Homebuilding & Construction Supplies United Kingdom
Subscriber Subscriber Real Estate Operations Hong Kong
Subscriber Subscriber Machinery, Equipment & Components Singapore
Subscriber Subscriber Chemicals Japan
Subscriber Subscriber Chemicals Japan
Subscriber Subscriber Beverages United Kingdom
Subscriber Subscriber Hotels & Entertainment Services Hong Kong
Subscriber Subscriber Media & Publishing France
Subscriber Subscriber Renewable Energy Germany
Subscriber Subscriber Paper & Forest Products Finland
Subscriber Subscriber Semiconductors & Semiconductor Equipment Taiwan
Subscriber Subscriber Real Estate Operations Japan
Subscriber Subscriber