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Charles Kirkpatrick Growth Screen 30 Qualifying

Charles Kirkpatrick Growth is a strategy pioneered by Charles Kirkpatrick, the renowned US investment strategist who wrote Beat the Market & many books on technical analysis. It combines relative growth and momentum factors in large capitalisation stocks. Specifically it looks for the top 20% of shares with the strongest share price vs 130-day Moving Average and then the top 10% with the strongest growth in operating profit. Kirkpatrick reinforced his strategy by studying point-and-figure charts to determine whether a stock was in an uptrend, which helped to guide his trading decisions. In an award winning paper by Kirkpatrick, entitled Stock Selection: A Test of Relative Stock Values Reported over 17 ½ Years, he wrote: "Relative price strength and relative reported earnings growth, when calculated in the manner of this study, showed superior results when compared to market averages." In Beat the Market, Kirkpatrick claimed that his stock-picking technique had outperformed the S&P 500's performance by 7.7x over 25 years.

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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 ( Op Profit Gwth % ) > 90%

Results are sorted by:

  • % 130d MA in descending order


And limited to the first 30 Results


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Performance Tracking


Returns FTSE 100
1 week -4.4% -3.0% -4.1% -0.5% -0.5% -3.4% -3.6% -0.7%
1 month -0.7% -4.7% -10.5% 1.6% -3.1% -5.7% -6.6% -0.7%
3 months -1.7% -7.7% -19.8% -27.8% -7.7% -12.2% -16.7% -7.4%
6 months -4.7% -8.2% -12.0% -23.1% -22.0% -16.5% -15.9% -10.0%
1 year -1.2% -0.4% -17.3% -40.8% -42.4% -7.7% -11.8% -5.1%
2 years 39.5% 22.5% -10.4% -5.3% -54.0% 3.1% 57.5% 3.3%
Annualised 15.2% 20.0% 3.3% 14.9% -23.2% 9.9% 32.2%
 
Risks
Max Drawdown -27.2% -18.0% -31.6% -55.2% -60.6% -21.4% -32.5%
Avg Holdings 9.6 23.7 24.5 7.1 2.6 25 4.7
Diversification Moderate Good Good Low Low Good Low