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Richard Driehaus Screen 105 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 -1.2% -0.1% 0.1% -2.4% - -0.2% -8.7% -0.7%
1 month -0.0% 2.8% 0.5% -4.3% - 5.1% -11.0% -1.7%
3 months 7.2% 3.3% 10.0% -1.3% - 15.8% -13.0% -0.0%
6 months -5.7% -2.7% 13.4% -27.8% - 17.9% 18.8% -1.3%
1 year -3.9% 3.1% 11.7% -31.9% -6.3% -4.1% 19.0% 6.7%
2 years -16.5% -6.1% -10.1% -42.2% 3.0% -11.8% 25.2% -2.2%
Annualised 9.3% 12.8% 2.0% 8.4% 9.8% 8.2% 8.1%
 
Risks
Max Drawdown -31.6% -18.6% -31.9% -51.4% -11.6% -39.9% -34.4%
Avg Holdings 7.2 20.3 8.7 7.1 0.7 22.6 1.9
Diversification Low Good Moderate Low Low Good Low