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Richard Driehaus Screen 73 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 -0.5% -1.1% -0.3% -3.0% - 0.5% -2.4% 0.8%
1 month -2.8% -0.5% 3.1% -3.4% - 7.1% 8.2% 1.9%
3 months 1.3% 0.2% 11.3% -9.6% - 0.9% 12.9% 2.9%
6 months 4.0% 6.8% 9.7% -19.7% -3.7% -9.2% 6.5% 10.9%
1 year -18.3% -6.6% -17.2% -18.2% -3.7% -27.7% -15.3% -3.5%
2 years 1.5% -5.5% -19.9% -10.1% 6.3% -16.2% 4.4% -0.1%
Annualised 10.6% 14.2% 0.0% 18.7% 11.3% 5.2% 4.6%
 
Risks
Max Drawdown -31.6% -18.6% -31.9% -32.7% -11.6% -39.9% -34.4%
Avg Holdings 7.1 20 8.8 7.5 0.9 22.3 1.9
Diversification Low Good Moderate Low Low Good Low