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Benjamin Graham Deep Value Checklist 200 Qualifying

Benjamin Graham Deep Value Checklist is a value investing strategy based on rules suggested by legendary investor, Benjamin Graham, who wrote The Intelligent Investor. The strategy focuses on building portfolios of both large and small value stocks. It involves a 10-point checklist of valuation ratios and financial measures. Ben Graham regarded the most important of those measures to be earnings yield, dividend yield and for total debt to be less than book value. Ben Graham wrote: "Try to buy groups of stocks that meet some simple criterion for being undervalued - regardless of the industry and with very little attention to the individual company. It seems too good to be true, but all I can tell you after 60 years of experience, it seems to stand up under any of the tests I would make up." Societe Generale backtested the strategy to 1992 and found that the group of stocks scoring 9 and 10 on the list returned 37.1% and 48.7% per year respectively. Ben Graham devised the Deep Value Checklist late in his life as a much more systematic approach than his other value investing strategies.

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This is an independent study based upon the methods of...
Picture of Benjamin Graham

Benjamin Graham

Known as the Father of Value Investing, wrote the Intelligent Investor

Graham & Rea Checklist

Learn more about the Graham and Rea Checklist here.

This screen uses the following criteria:

  • Mkt Cap £m > 50
  • Graham Deep Value Score > 7
  • Is Primary Listing == 1

Results are sorted by:

  • Graham Deep Value Score in descending order


And limited to the first 200 Results


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Performance Tracking


Returns FTSE 100
1 week -3.2% -2.0% -4.6% -1.4% -0.6% 1.4% -2.6% -1.5%
1 month -4.5% -3.3% -1.8% 8.7% -9.0% 1.0% -3.0% -1.4%
3 months -12.5% -7.4% -8.9% -12.6% -12.0% -7.6% -13.3% -8.5%
6 months -18.2% -14.8% -3.6% -31.6% -16.6% -14.1% -11.4% -10.7%
1 year -17.7% -15.4% -6.9% -28.3% -29.5% -14.3% -16.6% -6.0%
2 years 12.2% 7.2% -3.9% -2.3% -32.0% 8.1% -24.7% 2.5%
Annualised 5.8% 7.6% 3.6% 11.3% -4.1% 12.5% -3.0%
 
Risks
Max Drawdown -22.9% -22.1% -35.2% -50.6% -41.7% -18.3% -33.8%
Avg Holdings 15.5 25 23.6 3.5 5.2 25 10.2
Diversification Good Good Good Low Low Good Moderate

 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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200 Qualifying