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David Dreman High Dividend Screen 136 Qualifying

David Dreman High Dividends is a contrarian high yield strategy championed by the renowned US fund manager and author David Dreman in his book Contrarian Investment Strategies. Dreman favoured buying out of favour value stocks with straightforward filters for quality. In this version of the screen we filter for higher yielding shares with strong financial positions, as many favourable operating and financial ratios as possible, with above average earnings growth. Dreman explains: "High yielding stocks provide you with the best protection in a bear market. These stocks give the dividend oriented investor more protection of principal on the downside and provide both rising dividend income as well as capital appreciation." Dreman's studies showed that the highest quintile of dividend paying stocks in the market outperformed those with low or no dividends by 4% annually, with half of the returns coming from the dividends themselves. He cautioned that "buying stocks with high dividend yields beats the market, but provides lower total returns than his other contrarian strategies". Dreman runs the firm Dreman Value Management and continues to research and write on contrarian and behavioural investing.

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This is an independent study based upon the methods of...
Picture of David Dreman

David Dreman

Dreman is currently the founder, chairman and CIO of Dreman Value Management LLC. Author of 'Contrarian Investment Strategies: The Next Generation'. Regular columnist for Forbes magazine.

Contrarian Investment Strategies Dreman

by David N. Dreman

The 'contrarian guru' of investment shows today's financiers how to out perform professional money managers and profit from Wall Street panics.

This screen uses the following criteria:

  • Rank ( Yield % ) > 80%
  • Sales £m > 100
  • Debt To Assets % < Median
  • Current Ratio > 1
  • Net Mgn % > Median
  • EPS Gwth % > Median
  • Industry Group not in Collective Investments,

Results are sorted by:

  • Yield % in descending order


And limited to the first 200 Results


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Performance Tracking


Returns FTSE 100
1 week 1.5% 1.9% 5.0% 0.7% - 0.5% 1.1% 1.4%
1 month 10.4% 3.6% 4.1% 3.3% - -1.8% -6.1% 4.3%
3 months 5.0% 3.2% -1.1% -12.5% - 1.3% -6.3% -4.7%
6 months 6.5% 2.4% 1.4% -4.8% - 1.2% -1.7% -2.1%
1 year 25.8% 8.4% 14.5% 3.6% - 1.9% -13.0% 3.5%
2 years 29.6% 28.3% 91.3% 69.2% - 26.4% 44.8% 14.9%
Annualised 14.1% 15.4% 30.7% 32.7% 0.0% 14.4% 23.5%
 
Risks
Max Drawdown -34.3% -14.4% -27.3% -26.3% -0.0% -10.5% -38.1%
Avg Holdings 7.9 22.9 6.4 9.1 0 25 2.2
Diversification Low Good Low Moderate 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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136 Qualifying

Ticker Name Mkt Cap £m Yield % Sales £m Debt To Assets % Current Ratio Net Mgn % EPS Gwth % Industry Grp Flag
Subscriber Subscriber Pharmaceuticals United States
Subscriber Subscriber Machinery, Equipment & Components Sweden
Subscriber Subscriber Freight & Logistics Services United Kingdom
Subscriber Subscriber Electric Utilities & IPPs Romania
Subscriber Subscriber Machinery, Equipment & Components United States
Subscriber Subscriber Oil & Gas United Kingdom
Subscriber Subscriber Oil & Gas Romania
Subscriber Subscriber Computers, Phones & Household Electronics Taiwan
Subscriber Subscriber Real Estate Operations Hong Kong
Subscriber Subscriber Banking Services Australia
Subscriber Subscriber Household Goods Hong Kong
Subscriber Subscriber Coal Australia
Subscriber Subscriber Oil & Gas Slovakia
Subscriber Subscriber Homebuilding & Construction Supplies United Kingdom
Subscriber Subscriber Household Goods Taiwan
Subscriber Subscriber Hotels & Entertainment Services Hong Kong
Subscriber Subscriber Construction & Engineering Poland
Subscriber Subscriber Oil & Gas United Kingdom
Subscriber Subscriber Machinery, Equipment & Components Hong Kong
Subscriber Subscriber Food & Drug Retailing Taiwan
Subscriber Subscriber Homebuilding & Construction Supplies Poland
Subscriber Subscriber Investment Banking & Investment Services Spain
Subscriber Subscriber Specialty Retailers New Zealand
Subscriber Subscriber Investment Banking & Investment Services Sweden
Subscriber Subscriber Machinery, Equipment & Components Hong Kong
Subscriber Subscriber Specialty Retailers Hong Kong
Subscriber Subscriber Semiconductors & Semiconductor Equipment Taiwan
Subscriber Subscriber Metals & Mining Taiwan
Subscriber Subscriber Household Goods Australia
Subscriber Subscriber Investment Banking & Investment Services