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Richard Driehaus Screen 49 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 2.4% -0.2% -1.8% 5.1% -0.5% -0.1% -3.9% -0.7%
1 month 7.2% 2.9% -5.0% 5.4% 3.3% -9.3% -4.1% 0.8%
3 months -10.2% -5.9% -13.7% -24.5% -1.5% -21.6% -4.4% -8.0%
6 months -9.9% -4.9% -6.4% -17.7% 3.4% -27.5% 1.3% -8.7%
1 year -2.6% -3.2% -11.1% -16.1% 10.4% -20.7% 14.5% -5.1%
2 years 33.9% 25.7% 4.1% 12.7% 20.8% 6.1% 7.5% 4.8%
Annualised 12.7% 16.1% 1.9% 27.7% 17.1% 7.7% 8.5%
 
Risks
Max Drawdown -31.6% -17.5% -28.3% -32.7% -11.6% -33.0% -25.8%
Avg Holdings 7 20.1 9.2 6.3 1 23.9 2
Diversification Low Good Moderate Low Low Good Low