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Walter Schloss 'New Lows' Screen 35 Qualifying in UK

A value investing screen based on Walter Schloss's dedicated focus on stocks that are hitting new lows and those trading at a price lower than their Book Value per Share.  Schloss summarized his own approach as being: “We want to buy cheap stocks based on a small premium over book value, usually a depressed market price, a record that goes back at least 20 years…and one that doesn’t have much debt. You can read more here. To learn more about this strategy please click here »

This is an independent study based upon the methods of...
Picture of Walter Schloss

Walter Schloss

Deep value investor. One of Buffett's 'Superinvestors of Graham-and-Doddsville'.

The Superinvestors of Graham-and-Doddsville

by Warren Buffett

Although his memoirs - "The Memoirs of Walter J. Schloss: A Personal and Family History" – are now out of print, there are various lectures and interviews by Schloss available online. Over an astounding 45 years from 1956 to 2000, Walter's fund earned a CAGR of 15.7%, compared to the market’s return of 11.2% annually over the same period, hence Buffett's reference to Schloss as a "super investor".

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

  • P/B < 1.2
  • Net Debt < 0
  • Price Streak > 7
  • Industry Group not in Collective Investments,
  • Mkt Cap £m > 10
  • Rank ( % Price Chg 3y ) < 25%

Results are sorted by:

  • P/B in ascending order


And limited to the first 200 Results


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Performance Tracking


Returns FTSE 100
1 week -3.9% -1.0% -0.6% -2.1%
1 month -3.8% -3.4% -0.0% -2.8%
3 months -4.3% -6.6% - -1.9%
6 months 7.0% -1.3% - 0.2%
1 year -3.7% 0.5% - 1.8%
2 years -6.6% - - 15.5%
Annualised -3.7% 1.7% 14.3%
 
Risks
Max Drawdown -28.0% -13.1% -5.5%
Avg Holdings 14.2 24.9 25
Diversification Moderate Good Good

 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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35 Qualifying in

Ticker Name Mkt Cap £m P/B % vs. 52w Low Net Debt Price Streak Industry Grp
Subscriber Subscriber Food & Tobacco  
Subscriber Subscriber Banking Services  
Subscriber Subscriber Oil & Gas  
Subscriber Subscriber Oil & Gas  
Subscriber Subscriber Oil & Gas  
Subscriber Subscriber Oil & Gas  
Subscriber Subscriber Food & Tobacco  
Subscriber Subscriber Coal  
Subscriber Subscriber Software & IT Services  
Subscriber Subscriber Investment Banking & Investment Services  
Subscriber Subscriber Metals & Mining  
Subscriber Subscriber Oil & Gas  
Subscriber Subscriber Metals & Mining  
Subscriber Subscriber Machinery, Equipment & Components  
Subscriber Subscriber Metals & Mining  
Subscriber Subscriber Investment Banking & Investment Services  
Subscriber Subscriber Oil & Gas  
Subscriber Subscriber Oil & Gas  
Subscriber Subscriber Coal  
Subscriber Subscriber Oil & Gas  
Subscriber Subscriber Metals & Mining  
Subscriber Subscriber Oil & Gas  
Subscriber Subscriber Metals & Mining  
Subscriber Subscriber Metals & Mining  
Subscriber Subscriber Metals & Mining  
Subscriber Subscriber Software & IT Services  
Subscriber Subscriber Metals & Mining  
Subscriber Subscriber Biotechnology & Medical Research  
Subscriber Subscriber Machinery, Equipment & Components  
Subscriber Subscriber Metals & Mining  
Subscriber Subscriber Metals & Mining  
Subscriber Subscriber Healthcare Equipment & Supplies  
Subscriber Subscriber Oil & Gas  
Subscriber Subscriber Metals & Mining  
Subscriber Subscriber Metals & Mining  

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.