Duplicate

Charles Kirkpatrick Bargain Screen 20 Qualifying

Charles Kirkpatrick Bargain is a rules based strategy inspired by US investment strategist Charles Kirkpatrick's work in his excellent Beat the Market. Kirkpatrick has established strategies for finding growth and value stocks. His bargain strategy concentrates on value and momentum factors, with a very precise requirement for the price to sales ratio. Kirkpatrick's testing of of relative price-to-sales ratio rankings found that it was most effective between the 17th and 42nd percentiles in terms of cheapness. Initial testing of the Bargain Model was promising but Kirkpatrick said that several more years of testing were needed before labeling it a success. Kirkpatrick wrote: "As a result of these studies of relative selection methods, I decided to create a new list, called the 'Bargain List' that would incorporate the best triggers found so far and would only include value and price strength."

To learn more about this strategy please click here »

This is an independent study based upon the methods of...
Picture of Charles Kirkpatrick

Charles Kirkpatrick

President of Kirkpatrick & Co., Inc., a specialist in technical research. Author of "Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell"

Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell

by Charles D. Kirkpatrick II

In his book, "Beating the Market", Kirkpatrick tested his Value Model from 1998 to 2007, where it outperformed both his own Growth Model and the S&P 500 index.

This screen uses the following criteria:

  • Mkt Cap £m > 200
  • Rank ( % 130d MA ) > 80%
  • Rank ( P/S ) < 83%
  • Rank ( P/S ) > 58%

Results are sorted by:

  • % 130d MA in descending order


And limited to the first 20 Results


Can these rules be improved? Submit a suggestion »
Want to make your own version? Create a Duplicate

Performance Tracking


Returns FTSE 100
1 week 0.9% 1.3% 1.8% 0.6% -1.2% -0.8% 1.3% 0.2%
1 month -2.5% 6.4% 2.8% -9.5% 0.8% -2.5% -1.5% 0.7%
3 months -2.2% 0.2% 21.4% -20.0% 13.3% -5.5% 2.9% 4.2%
6 months -0.4% -3.1% 14.5% -31.0% -8.1% -15.1% 6.6% -0.7%
1 year 3.1% 15.4% 17.8% -7.2% -11.5% -8.6% 36.7% 2.5%
2 years 30.4% 61.7% 51.8% 32.9% -7.3% 20.6% 45.0% 14.1%
Annualised 11.4% 19.3% 16.1% 25.6% 13.6% 15.2% 40.5%
 
Risks
Max Drawdown -27.3% -28.1% -24.2% -38.6% -42.6% -19.9% -13.3%
Avg Holdings 12.3 15.9 17.4 13 9.3 19.5 18
Diversification Moderate Good Good Moderate 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.



Please subscribe to see the companies that qualify for this independent study of the Charles Kirkpatrick Bargain Screen Strategy.
Plans start from as little as $30 per month. 14 day FREE TRIAL available.