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Richard Driehaus Screen 81 Qualifying

Richard Driehaus Momentum is a momentum investing strategy inspired by an approach used by US investor Richard Driehaus. It combines a focus on price and earnings momentum in small and mid-cap companies with strong, sustained earnings growth. Importantly, Driehaus wanted to find companies that had produced significant earnings surprises over the previous year by beating analyst forecasts. Driehaus said: "I would much rather invest in a stock that's increasing in price and take the risk that it may begin to decline than invest in a stock that's already in a decline and try to guess when it will turn around." Driehaus's fund management firm Driehaus Capital Management was reported to have delivered compound annual returns of 30% during the 12 years after it was started in 1980. Driehaus was named in Barron's "All-Century" team of the 25 most influential and powerful mutual fund managers in 2000.

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This is an independent study based upon the methods of...
Picture of Richard Driehaus

Richard Driehaus

Mutual fund guru named to Barron’s All-Century team of the 25 most influential mutual fund managers in 2000.

Investment Gurus: A Road Map to Wealth from the World's Best Money Managers

by Tanous

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This screen uses the following criteria:

  • EPS Gwth Streak > 2
  • EPS Gwth % > 0
  • EPS Gwth % > Median EPS Gwth %
  • % 50d MA > 0
  • EPS Surprise % Last Yr > 5
  • # Brokers < 6
  • Rank ( Mkt Cap £m ) < 85%
  • RS 1m > 0

Results are sorted by:

  • EPS Surprise % Last Yr in descending order


And limited to the first 200 Results


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Performance Tracking


Returns FTSE 100
1 week 0.7% 0.6% 0.8% 0.9% - -1.7% -2.8% 0.3%
1 month 9.4% 4.2% 3.5% 1.8% - -2.1% -6.0% 1.9%
3 months 7.8% 6.8% 3.2% -1.8% - -14.7% -11.8% 7.1%
6 months -4.2% -2.0% -18.0% 7.0% -5.9% -19.4% -30.9% 5.8%
1 year -13.3% -3.0% -13.7% -9.7% 2.4% -30.8% -25.6% 1.8%
2 years 3.0% 6.3% -22.5% 7.8% 10.1% -12.9% -16.9% 4.9%
Annualised 10.8% 14.7% -1.2% 24.5% 12.0% 3.0% -2.3%
 
Risks
Max Drawdown -31.6% -18.6% -31.9% -32.7% -11.6% -38.5% -34.3%
Avg Holdings 7 19.9 8.7 7.1 0.9 22.2 2
Diversification Low Good Moderate Low Low Good Low