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Richard Driehaus Screen 65 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 2.6% 1.7% 1.7% -7.0% -1.5% 1.9% - 1.5%
1 month 14.7% 3.4% -0.4% -5.6% 11.5% 9.0% - 3.2%
3 months 20.8% 7.2% 15.0% 19.9% 15.7% 5.6% - 4.2%
6 months 38.2% 25.9% 29.6% 28.2% 19.8% 14.0% 12.4% 18.6%
1 year 19.7% 88.1% 76.6% 76.7% 43.8% 44.8% 26.4% 24.7%
2 years -11.1% 56.8% 15.5% -18.7% 60.4% 55.6% 87.8% -6.0%
Annualised 7.0% 17.3% 1.3% 9.6% 17.6% 11.5% 12.0%
 
Risks
Max Drawdown -53.4% -35.9% -55.7% -66.0% -36.1% -45.9% -34.4%
Avg Holdings 6.7 19.6 8.4 6.6 0.7 21.3 1.5
Diversification Low Good Moderate Low Low Good Low