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Richard Driehaus Screen 13 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 5.2% 6.0% -5.2% 0.1% -8.3% 4.0% - 0.3%
1 month -21.3% -18.9% -30.4% -40.4% -17.7% -5.1% - -13.6%
3 months -27.2% -21.1% -39.0% -41.1% 10.5% -18.4% - -26.3%
6 months -20.5% -14.1% -35.5% -38.2% 11.6% -7.1% -14.5% -22.0%
1 year -25.7% -17.6% -27.6% -53.9% 11.6% 0.9% 44.2% -25.0%
2 years -33.4% -18.8% -38.7% -57.6% 13.8% -32.1% 13.7% -22.3%
Annualised 5.6% 9.3% -6.6% -2.6% 12.0% 3.0% 8.8%
 
Risks
Max Drawdown -49.4% -35.9% -51.2% -66.0% -36.1% -45.9% -34.4%
Avg Holdings 7.3 20.4 8.6 6.8 0.8 22.7 1.8
Diversification Low Good Moderate Low Low Good Low