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Richard Driehaus Screen 80 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% 0.4% 0.1% -3.1% - 1.8% -5.4% 1.5%
1 month 1.6% 2.3% 1.0% -16.0% - 4.0% -8.5% 5.0%
3 months -10.2% -1.9% -16.5% -7.9% -7.2% 4.0% -20.0% 2.3%
6 months -19.1% -6.6% -25.2% -28.4% -7.9% -11.0% -25.4% -5.8%
1 year -11.5% -3.0% -16.7% -21.9% 3.0% -14.0% -17.6% -0.2%
2 years 7.9% 9.9% -20.7% 7.9% 6.4% 10.8% -16.9% -1.0%
Annualised 10.5% 14.7% -1.6% 21.7% 12.8% 10.9% -1.1%
 
Risks
Max Drawdown -31.6% -18.6% -31.9% -32.7% -11.6% -29.3% -32.8%
Avg Holdings 7 20 8.9 6.6 1 22.9 2
Diversification Low Good Moderate Low Low Good Low