Duplicate

James O'Shaugnessy Cornerstone Growth 50 Qualifying

James O'Shaughnessy Cornerstone Growth is a growth investing strategy devised by US fund manager James O'Shaughnessy in his 1996 book, What Works on Wall Street. It combines value, momentum and growth factors, using the price-to-sales ratio, price momentum and earnings growth as its main rules. O'Shaughnessy wrote: "Marrying good value characteristics with price momentum is an excellent way to find 'cheap stocks on the mend'." He found that this strategy produced an annual compound return of 17% between 1963 and 2009. In 2012, O'Shaugnessy updated the strategy rules by replacing price-to-sales as the key value metric with 6 composited value factors.

To learn more about this strategy please click here »

This is an independent study based upon the methods of...
Picture of James O'Shaughnessy

James O'Shaughnessy

Founder and CEO of O'Shaughnessy Asset Management (OSAM). Wrote the seminal 1996 book "What Works on Wall Street”.

What Works on Wall Street, Fourth Edition: The Classic Guide to the Best-Performing Investment Strategies of All Time

by James P. O'Shaughnessy

James O'Shaughnessy’s seminal 1996 book describes the strategies he developed in the 1990s using Standard & Poor's Compustat database to back-test the performance of dozens of stock-picking strategies between 1954 and 1996.

This screen uses the following criteria:

  • Mkt Cap £m > 100
  • P/S <= 1.5
  • Rank ( % Price Chg 6m ) > 50%
  • Rank ( % Price Chg 3m ) > 50%
  • EPS Gwth % > 0

Results are sorted by:

  • RS 1y in descending order


And limited to the first 50 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% 0.9% -2.2% 0.9% -1.2% -1.8% -1.2% 1.3%
1 month -2.2% -4.9% 0.5% 1.3% -2.7% -4.4% -4.5% -1.8%
3 months 1.9% -1.7% 4.9% 9.9% 1.6% -4.6% -4.1% 0.2%
6 months 5.1% 6.7% 1.9% 28.8% 15.6% 13.6% 9.1% -0.8%
1 year 26.7% 43.1% -5.5% 83.4% 23.0% 50.2% 16.2% 6.7%
2 years 30.5% 60.7% 15.9% - - - - 20.5%
Annualised 14.8% 23.5% 8.2% 72.2% 25.6% 39.6% 31.3%
 
Risks
Max Drawdown -20.3% -25.5% -24.7% -21.2% -11.8% -21.1% -15.0%
Avg Holdings 20.8 24.1 25 25 17.7 25 24.9
Diversification Good Good Good Good Good 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 James O'Shaugnessy Cornerstone Growth Strategy.
Plans start from as little as $30 per month. 14 day FREE TRIAL available.

50 Qualifying

Ticker Name Mkt Cap £m P/S EPS Gwth % % Price Chg 3m % Price Chg 6m RS 1y Sector Flag
Subscriber Subscriber Consumer Cyclicals Japan
Subscriber Subscriber Basic Materials Singapore
Subscriber Subscriber Financials India
Subscriber Subscriber Consumer Cyclicals Turkey
Subscriber Subscriber Consumer Defensives India
Subscriber Subscriber Basic Materials India
Subscriber Subscriber Industrials Singapore
Subscriber Subscriber Industrials Japan
Subscriber Subscriber Consumer Cyclicals Japan
Subscriber Subscriber Financials Japan
Subscriber Subscriber Healthcare Japan
Subscriber Subscriber Industrials Italy
Subscriber Subscriber Industrials Finland
Subscriber Subscriber Consumer Cyclicals India
Subscriber Subscriber Basic Materials India
Subscriber Subscriber Basic Materials India
Subscriber Subscriber Technology France
Subscriber Subscriber Basic Materials Hong Kong
Subscriber Subscriber Industrials Japan
Subscriber Subscriber Industrials India
Subscriber Subscriber Industrials Japan
Subscriber Subscriber Consumer Cyclicals India
Subscriber Subscriber Industrials Japan
Subscriber Subscriber Industrials Japan
Subscriber Subscriber Industrials France
Subscriber Subscriber Basic Materials India
Subscriber Subscriber Basic Materials Hong Kong
Subscriber Subscriber Consumer Defensives Japan
Subscriber Subscriber Industrials Japan
Subscriber Subscriber Financials Hong Kong
Subscriber Subscriber Basic Materials Netherlands
Subscriber Subscriber Financials Hong Kong
Subscriber Subscriber Consumer Defensives Japan
Subscriber Subscriber Consumer Defensives India
Subscriber Subscriber Industrials Turkey
Subscriber Subscriber Basic Materials United Kingdom
Subscriber Subscriber Industrials Japan
Subscriber Subscriber Technology Taiwan
Subscriber Subscriber Consumer Cyclicals Japan
Subscriber Subscriber Consumer Cyclicals Italy
Subscriber Subscriber Technology Japan
Subscriber Subscriber Consumer Defensives India
Subscriber Subscriber Industrials Japan
Subscriber Subscriber Consumer Cyclicals India
Subscriber Subscriber Basic Materials Spain
Subscriber Subscriber Financials Hong Kong
Subscriber Subscriber Industrials Japan
Subscriber Subscriber Industrials Japan
Subscriber Subscriber Consumer Cyclicals Japan
Subscriber Subscriber Industrials Germany

Can't see the share you expect? View this screen as a checklist to find out why.

You should consider the results of any screening process, including this one, as candidates for further research, not as a buy list. Screening helps to narrow a search based on pre-defined criteria. It is not a substitute for independent research reflecting your individual criteria for investing/trading. Please note that the screening criteria used represents Stockopedia's interpretation of the author's investment approach and are not determined or endorsed by the original strategist.



Let’s get you setup so you get the most out of our service
Done, Let's add some stocks
Brilliant - You've created a folio! Now let's add some stocks to it.

  • Apple (AAPL)

  • Shell (RDSA)

  • Twitter (TWTR)

  • Volkswagon AG (VOK)

  • McDonalds (MCD)

  • Vodafone (VOD)

  • Barratt Homes (BDEV)

  • Microsoft (MSFT)

  • Tesco (TSCO)
Save and show me my analysis