Duplicate

Dreman Low Price to Book Screen 200 Qualifying

This is a low Price to Book based on the writings of David Dreman. He champions a contrarian investment approach based on interpreting market psychology and using value measures to pick stocks that are out of favour with the market. Dreman invests in out-of-favour stocks, often in out-of-favour industries, that he identifies using relatively straightforward metric criteria. "I buy stocks when they are battered. I am strict with my discipline. I always buy stocks with low price-earnings ratios, low price-to-book value ratios and higher-than-average yield. Academic studies have shown that a strategy of buying out-of-favor stocks with low P/E, price-to-book and price-to-cash flow ratios outperforms the market pretty consistently over long periods of time."

Dreman warns that the Price to Book strategy in particular may lead to investing in loss-making stocks, at which one needs to be especially careful, and double-checking a company's financial strength is especially important.

To learn more about this strategy please click here »

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/B ) > 60%
  • Sales £m > 100
  • Debt To Assets < Median
  • Current Ratio > 1
  • Yield % > Median
  • Industry Group not in Collective Investments,

Results are sorted by:

  • P/B in ascending order


And limited to the first 200 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 0.1% -1.4% 4.0% 1.4% 2.8% -1.7% 3.2% -0.7%
1 month 0.2% -2.3% 3.0% 3.1% -4.5% 0.6% 2.4% -1.8%
3 months 5.1% -4.6% 6.9% 23.6% 1.0% 2.6% -6.5% -0.1%
6 months -3.1% -0.9% -3.3% 29.7% -5.0% 9.5% -7.5% -1.6%
1 year -1.7% 20.1% 6.9% 76.3% -4.3% 14.7% -23.0% 8.6%
2 years 20.7% 41.2% 34.1% - - - - 17.7%
Annualised 3.3% 9.2% 5.0% 92.1% 14.0% 24.4% 7.3%
 
Risks
Max Drawdown -46.9% -25.8% -43.1% -19.7% -22.4% -10.2% -36.5%
Avg Holdings 8.2 24.1 25 6.8 4.2 25 3.8
Diversification Moderate Good 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.



Please subscribe to see the companies that qualify for this independent study of the Dreman Low Price to Book Screen Strategy.
Plans start from as little as $35 per month. 14 day FREE TRIAL available.

200 Qualifying

Ticker Name Mkt Cap £m P/B Sales £m Debt To Assets Current Ratio Yield % Industry Grp Flag
Subscriber Subscriber Computers, Phones & Household Electronics Hong Kong
Subscriber Subscriber Real Estate Operations Hong Kong
Subscriber Subscriber Real Estate Operations Hong Kong
Subscriber Subscriber Holding Companies Bulgaria
Subscriber Subscriber Containers & Packaging Korea, Republic of
Subscriber Subscriber Oil & Gas United Kingdom
Subscriber Subscriber Electric Utilities & IPPs Romania
Subscriber Subscriber Textiles & Apparel Japan
Subscriber Subscriber Oil & Gas Japan
Subscriber Subscriber Natural Gas Utilities Japan
Subscriber Subscriber Textiles & Apparel Japan
Subscriber Subscriber Textiles & Apparel Korea, Republic of
Subscriber Subscriber Household Goods Japan
Subscriber Subscriber Food & Tobacco New Zealand
Subscriber Subscriber Investment Banking & Investment Services United States
Subscriber Subscriber Textiles & Apparel Hong Kong
Subscriber Subscriber Automobiles & Auto Parts Korea, Republic of
Subscriber Subscriber Metals & Mining Japan
Subscriber Subscriber Construction & Engineering Japan
Subscriber Subscriber Real Estate Operations Japan
Subscriber Subscriber Chemicals Japan
Subscriber Subscriber Metals & Mining Hong Kong
Subscriber Subscriber Freight & Logistics Services Hong Kong
Subscriber Subscriber Textiles & Apparel Korea, Republic of
Subscriber Subscriber Food & Tobacco Japan
Subscriber Subscriber Multiline Utilities Hong Kong
Subscriber Subscriber Metals & Mining United States
Subscriber Subscriber Specialty Retailers Japan
Subscriber Subscriber Containers & Packaging Japan
Subscriber Subscriber Metals & Mining Japan
Subscriber Subscriber Machinery, Equipment & Components Japan
Subscriber Subscriber Textiles & Apparel Hong Kong
Subscriber Subscriber Construction & Engineering Japan
Subscriber Subscriber Food & Tobacco Hong Kong
Subscriber Subscriber Chemicals Japan
Subscriber Subscriber Automobiles & Auto Parts Korea, Republic of
Subscriber Subscriber Textiles & Apparel Japan
Subscriber Subscriber Electronic Equipments & Parts Korea, Republic of
Subscriber Subscriber Construction & Engineering Japan
Subscriber Subscriber Metals & Mining Korea, Republic of
Subscriber Subscriber Household Goods Taiwan
Subscriber Subscriber Textiles & Apparel Japan
Subscriber Subscriber Food & Tobacco Japan
Subscriber Subscriber Machinery, Equipment & Components Japan
Subscriber Subscriber Specialty Retailers United Kingdom
Subscriber Subscriber Automobiles & Auto Parts Japan
Subscriber Subscriber Media & Publishing Japan
Subscriber Subscriber Machinery, Equipment & Components Hong Kong
Subscriber Subscriber Chemicals Japan
Subscriber Subscriber Automobiles & Auto Parts Japan
Subscriber Subscriber Freight & Logistics Services Hong Kong
Subscriber Subscriber Media & Publishing Hong Kong
Subscriber Subscriber Machinery, Equipment & Components Korea, Republic of
Subscriber Subscriber Construction Materials Japan
Subscriber Subscriber Professional & Commercial Services Japan
Subscriber Subscriber Food & Drug Retailing Japan
Subscriber Subscriber Electric Utilities & IPPs United Kingdom
Subscriber Subscriber Chemicals Hong Kong
Subscriber Subscriber Construction & Engineering Japan
Subscriber Subscriber Automobiles & Auto Parts Korea, Republic of
Subscriber Subscriber Automobiles & Auto Parts Korea, Republic of
Subscriber Subscriber Media & Publishing United Kingdom
Subscriber Subscriber Media & Publishing Japan
Subscriber Subscriber Construction & Engineering Japan
Subscriber Subscriber Real Estate Operations Hong Kong
Subscriber Subscriber Diversified Retail Hong Kong
Subscriber Subscriber Media & Publishing Canada
Subscriber Subscriber Specialty Retailers Australia
Subscriber Subscriber Oil & Gas France
Subscriber Subscriber Machinery, Equipment & Components Korea, Republic of
Subscriber Subscriber Chemicals Japan
Subscriber Subscriber Real Estate Operations United Kingdom
Subscriber Subscriber Real Estate Operations Singapore
Subscriber Subscriber Real Estate Operations United Kingdom
Subscriber Subscriber Real Estate Operations United Kingdom
Subscriber Subscriber Construction & Engineering Hong Kong
Subscriber Subscriber Professional & Commercial Services United Kingdom
Subscriber Subscriber Real Estate Operations Hong Kong
Subscriber Subscriber Computers, Phones & Household Electronics Taiwan
Subscriber Subscriber Electronic Equipments & Parts Korea, Republic of
Subscriber Subscriber Professional & Commercial Services Japan
Subscriber Subscriber Construction Materials Japan
Subscriber Subscriber Construction & Engineering Japan
Subscriber Subscriber Textiles & Apparel Italy
Subscriber Subscriber Construction & Engineering Japan
Subscriber Subscriber