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Tiny Titans 25 Qualifying in UK

Tiny Titans is a small/micro-cap strategy developed by O'Shaugnessy that includes both a value component and a momentum component. He suggested it for two reasons: i) Micro-cap stocks have little or no analyst coverage so are often overlooked or ignored, and ii) Micro-cap stocks have low correlation with the S&P 500 (0.66) so they can be included in a diversified investment strategy. It looks for a market cap of $25 to $250 million (£15 - 150m assumed), combined with a price to sales below 1 and is sorted by relative strength. See here for more details. To learn more about this strategy please click here »

Picture of James O'Shaughnessy

About James O'Shaughnessy

Founder and CEO of O'Shaughnessy Asset Management (OSAM). Wrote the seminal 1996 book "What Works on Wall Street”.

What Works on Wall Street, Fourth Edition: The Classic Guide to the Best-Performing Investment Strategies of All Time

by James P. O'Shaughnessy

From 1951 through 2004, the strategy had a real average annual return of almost 19%. However, the downside to that kind of performance was the volatility. The standard deviation from the average return (24.6% when not adjusted for inflation) was about 39%.

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

  • Mkt Cap £m < 150
  • Mkt Cap £m > 15
  • P/S < 1
  • RS 1y > 0
  • Spread (bps) < 1000

Results are sorted by:

  • RS 1y in descending order


And limited to the first 25 Results


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Tiny Titans Graphical History in

Returns

Timeframe Screen Returns FTSE 100 Outperformance
1 week -4.18% -0.25% -3.9%
1 month -3.28% 0.87% -4.2%
3 months -2.43% -2.99% 0.6%
6 months 11.29% 0.75% 10.5%
1 year 42.91% 6.10% 36.8%
2 years 70.46% 14.88% 55.6%
Since inception 81.90% 23.4% 58.5%
Annualised 29.06%

Risk

Maximum Drawdown-10.44%
Average No. of Holdings24
Diversification LevelGood

 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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Limited to 25 out of 88 total in

Ticker Name Mkt Cap £m P/S RS 1y Sector
Subscriber Subscriber Consumer Defensives  
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Subscriber Subscriber Basic Materials  
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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.