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David Dreman Low PE Screen 200 Qualifying

David Dreman Low Price to Equity is a value strategy developed by the renowned US fund manager and author David Dreman in his book Contrarian Investment Strategies. It uses a basic value filter of selecting the cheapest 40% of the market by P/E ratio and filtering further for quality according to company size, financial strength and growth. Dreman favoured the P/E strategy above all others: "Our money management firm uses the low-PE method as it's core strategy, but also utilizes the other 3 contrarian strategies extensively." Dreman's studies showed that the cheapest 20% of the market by P/E outperformed the most expensive 20% by 6.7% annually. It should be cautioned that Dreman's portfolio did suffer in the 2008 financial crisis due to an overweighting of low P/E banks. Dreman though continues to evangelise the power of contrarian investing to counter behavioural biases.

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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 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 ( P/E ) > 60%
  • Sales £m > 100
  • Debt To Assets < Median
  • Current Ratio > 1
  • Net Mgn % > Median
  • ROE % > Median
  • EPS Gwth % > Median
  • Yield % > Median
  • Industry Group not in Collective Investments,

Results are sorted by:

  • P/E in ascending order


And limited to the first 200 Results


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Performance Tracking


Returns FTSE 100
1 week 2.2% 1.0% -0.9% -1.3% -6.1% -2.6% -1.4% 1.3%
1 month -0.2% -4.4% 2.0% 1.7% -8.1% -1.3% -3.3% -1.8%
3 months 4.5% -5.8% 6.6% 12.8% -21.6% 6.0% -0.0% 0.2%
6 months 12.5% 0.5% 3.5% 23.6% -9.1% 14.6% 3.7% -0.8%
1 year 29.0% 18.3% -3.7% 64.5% -5.5% 37.6% -0.3% 6.7%
2 years 9.1% 39.0% 23.9% - - - - 20.5%
Annualised 16.4% 20.7% 5.3% 66.7% 25.6% 43.1% 60.0%
 
Risks
Max Drawdown -29.0% -12.0% -23.7% -15.0% -24.4% -11.9% -22.3%
Avg Holdings 9.8 23.9 16.7 13.2 1.6 25 3.2
Diversification Moderate Good Good 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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200 Qualifying

Ticker Name Mkt Cap £m P/E Sales £m Debt To Assets Current Ratio Net Mgn % ROE % EPS Gwth % Yield % Industry Grp Flag
Subscriber Subscriber Real Estate Operations Singapore
Subscriber Subscriber Real Estate Operations United Kingdom
Subscriber Subscriber Real Estate Operations United Kingdom
Subscriber Subscriber Real Estate Operations United Kingdom
Subscriber Subscriber Machinery, Equipment & Components United States
Subscriber Subscriber Semiconductors & Semiconductor Equipment Hong Kong
Subscriber Subscriber Construction & Engineering Hong Kong
Subscriber Subscriber Food & Tobacco Hong Kong
Subscriber Subscriber Construction & Engineering Japan
Subscriber Subscriber Construction & Engineering Korea, Republic of
Subscriber Subscriber Construction & Engineering Hong Kong
Subscriber Subscriber Holding Companies United States
Subscriber Subscriber Construction & Engineering Korea, Republic of
Subscriber Subscriber Holding Companies Canada
Subscriber Subscriber Metals & Mining Korea, Republic of
Subscriber Subscriber Food & Tobacco Lithuania
Subscriber Subscriber Diversified Retail Hong Kong
Subscriber Subscriber Real Estate Operations Hong Kong
Subscriber Subscriber Investment Banking & Investment Services France
Subscriber Subscriber Electric Utilities & IPPs United Kingdom
Subscriber Subscriber Automobiles & Auto Parts Hong Kong
Subscriber Subscriber Metals & Mining Japan
Subscriber Subscriber Holding Companies Sweden
Subscriber Subscriber Machinery, Equipment & Components Korea, Republic of
Subscriber Subscriber Real Estate Operations Hong Kong
Subscriber Subscriber Holding Companies Sweden
Subscriber Subscriber Construction & Engineering Japan
Subscriber Subscriber Holding Companies Sweden
Subscriber Subscriber Investment Banking & Investment Services Turkey
Subscriber Subscriber Holding Companies Sweden
Subscriber Subscriber Machinery, Equipment & Components Japan
Subscriber Subscriber Construction & Engineering Japan
Subscriber Subscriber Computers, Phones & Household Electronics Korea, Republic of
Subscriber Subscriber Oil & Gas Czech Republic
Subscriber Subscriber Multiline Utilities Poland
Subscriber Subscriber Food & Tobacco Hong Kong
Subscriber Subscriber Software & IT Services Japan
Subscriber Subscriber Hotels & Entertainment Services Hong Kong
Subscriber Subscriber Real Estate Operations Hong Kong
Subscriber Subscriber Food & Tobacco Singapore
Subscriber Subscriber Investment Banking & Investment Services Japan
Subscriber Subscriber Oil & Gas Hong Kong
Subscriber Subscriber Chemicals Turkey
Subscriber Subscriber Hotels & Entertainment Services Hong Kong
Subscriber Subscriber Electronic Equipments & Parts Korea, Republic of
Subscriber Subscriber Containers & Packaging Japan
Subscriber Subscriber Oil & Gas Related Equipment and Services Romania
Subscriber Subscriber Containers & Packaging Japan
Subscriber Subscriber Chemicals Korea, Republic of
Subscriber Subscriber Real Estate Operations Hong Kong
Subscriber Subscriber Containers & Packaging Japan
Subscriber Subscriber Investment Banking & Investment Services United Kingdom
Subscriber Subscriber Industrial Conglomerates Singapore
Subscriber Subscriber Industrial Conglomerates United Kingdom
Subscriber Subscriber Oil & Gas United States
Subscriber Subscriber Investment Banking & Investment Services United Kingdom
Subscriber Subscriber Specialty Retailers Hong Kong
Subscriber Subscriber Specialty Retailers Hong Kong
Subscriber Subscriber Investment Banking & Investment Services Germany
Subscriber Subscriber Machinery, Equipment & Components Japan
Subscriber Subscriber Food & Tobacco Korea, Republic of
Subscriber Subscriber