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Bill Miller Contrarian Value Screen 50 Qualifying

Bill Miller Contrarian Value is a value investing strategy based on the style of US fund manager, Bill Miller. It uses value and growth factors to find stocks that are trading below their intrinsic value but are capable of rebounding. This model of Miller's contrarian approach uses price-to-free cash flow as a valuation measure but also looks at the price-to-earning growth factor (PEG) as well as sales and free cash flow growth. Miller wrote: "We are value investors because we are persuaded of the logic of buying shares of businesses when others want to sell them, and we understand that lower prices today mean higher future rates of return, and high prices today mean lower future rates of return." Between 1991 and 2005 Miller cemented his legendary reputation by guiding the Legg Mason Value Trust to a record 15 consecutive years of beating the S&P 500.

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This is an independent study based upon the methods of...
Picture of Bill Miller

Bill Miller

Chairman and Chief Investment Officer of Legg Mason Capital Management. Beat the S&P 500 index for 15 consecutive years from 1991 through 2005.

Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management

by Ludwig B Chincarini, Daehwan Kim

This book discusses the approach of Bill Miller, manager of Legg Mason Value Trust. He became famous for beating the S&P 500 fifteen years in a row from 1990 to 2005, although his more recent performance has not been as good, due to difficult bets on financials like Bear Stearns, Countrywide, and Freddie Mac.

This screen uses the following criteria:

  • Rank ( P/FCF ) > 80%
  • FCF > FCF 1y Ago
  • PEG < 1.5
  • Sales 5y CAGR % > 0
  • Rank ( Mkt Cap £m ) > 25%
  • Debt To Assets < Industry GroupMedian
  • Is Primary Listing == 1

Results are sorted by:

  • RS 1y in descending order


And limited to the first 50 Results


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Performance Tracking


Returns FTSE 100
1 week -1.7% -0.5% -1.6% -1.2% 0.5% -1.3% -2.8% 1.3%
1 month -3.9% -2.4% 1.4% 2.0% -0.5% -4.7% -3.7% -1.8%
3 months 7.6% -1.7% 11.5% 7.5% 3.1% 0.5% -4.5% 0.2%
6 months 4.8% 2.3% 7.3% -2.5% 17.5% 3.7% 7.5% -0.8%
1 year 41.2% 18.0% 8.6% -1.1% 14.5% 19.3% 16.7% 6.7%
2 years 20.9% 40.1% 54.8% - - - - 20.5%
Annualised 27.3% 10.9% 16.7% -4.8% 7.6% 20.6% 14.2%
 
Risks
Max Drawdown -31.8% -28.6% -14.1% -31.4% -27.1% -17.9% -22.2%
Avg Holdings 3.8 11.6 23.3 2.7 3 23.2 3.2
Diversification Low Moderate Good 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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50 Qualifying

Ticker Name Mkt Cap £m P/FCF FCF FCF 1y Ago PEG Sales 5y CAGR % Mkt Cap £m Debt To Assets RS 1y Sector Flag
Subscriber Subscriber Industrials Turkey
Subscriber Subscriber Financials Hong Kong
Subscriber Subscriber Industrials France
Subscriber Subscriber Industrials Germany
Subscriber Subscriber Industrials United Kingdom
Subscriber Subscriber Consumer Cyclicals Korea, Republic of
Subscriber Subscriber Technology Korea, Republic of
Subscriber Subscriber Consumer Cyclicals France
Subscriber Subscriber Industrials United Kingdom
Subscriber Subscriber Consumer Defensives Japan
Subscriber Subscriber Industrials Australia
Subscriber Subscriber Industrials Hong Kong
Subscriber Subscriber Consumer Cyclicals United States
Subscriber Subscriber Financials Turkey
Subscriber Subscriber Utilities Romania
Subscriber Subscriber Financials Denmark
Subscriber Subscriber Basic Materials India
Subscriber Subscriber Industrials Japan
Subscriber Subscriber Financials United Kingdom
Subscriber Subscriber Financials United States
Subscriber Subscriber Financials France
Subscriber Subscriber Consumer Cyclicals Poland
Subscriber Subscriber Financials India
Subscriber Subscriber Financials United Kingdom
Subscriber Subscriber Consumer Defensives Japan
Subscriber Subscriber Healthcare Germany
Subscriber Subscriber Financials Hong Kong
Subscriber Subscriber Industrials Japan
Subscriber Subscriber Financials Korea, Republic of
Subscriber Subscriber Financials Hong Kong
Subscriber Subscriber Financials Hong Kong
Subscriber Subscriber Industrials India
Subscriber Subscriber Industrials Australia
Subscriber Subscriber Utilities Australia
Subscriber Subscriber Industrials Greece
Subscriber Subscriber Financials Hong Kong
Subscriber Subscriber Financials Singapore
Subscriber Subscriber Financials Denmark
Subscriber Subscriber Basic Materials Sweden
Subscriber Subscriber Financials Canada
Subscriber Subscriber Financials India
Subscriber Subscriber Financials United States
Subscriber Subscriber Consumer Cyclicals United Kingdom
Subscriber Subscriber Financials Denmark
Subscriber Subscriber Financials Canada
Subscriber Subscriber Financials Singapore
Subscriber Subscriber Financials Canada
Subscriber Subscriber Financials Singapore
Subscriber Subscriber Financials United States
Subscriber Subscriber Industrials Japan

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.



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