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Richard Driehaus Screen 24 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 -0.4% -5.7% 2.1% -8.8% - -1.0% - 3.9%
1 month -3.4% -9.4% -2.1% -9.3% - -3.1% - 2.5%
3 months 12.1% 3.3% -6.3% -13.1% - -9.9% - 1.2%
6 months -10.6% -25.2% -14.8% -20.2% - -15.8% -5.4% 7.5%
1 year -3.6% -20.1% 0.0% 21.6% 2.6% -10.2% -3.9% 7.8%
2 years 20.4% 22.8% 51.7% 170.7% 66.5% 28.4% 21.5% 24.8%
Annualised 6.3% 12.4% 1.0% 15.5% 17.0% 7.0% 9.0%
 
Risks
Max Drawdown -53.4% -39.9% -55.7% -66.0% -36.1% -45.9% -34.4%
Avg Holdings 6.3 19 9.8 5.9 0.7 20.6 1.4
Diversification Low Good Moderate Low Low Good Low