The Top QualityRank screen looks for the highest quality shares in the market according to Stockopedia’s proprietary QualityRank. Stocks qualifying for this screen score well against a checklist of key quality benchmarks, including the strength of the business franchise, fundamental momentum and bankruptcy and earnings risk. Research - including work by finance professor Robert Novy-Marx - has shown that high quality is a hugely influential investment factor on its own, but also combines effectively with Value and Momentum to create potent two-factor strategies. The QualityRank is constructed using the quality criteria of investing luminaries like Warren Buffett, Joseph Piotroski, Edward Altman and Messod Daniel Beneish.
This screen uses the following criteria:
Results are sorted by:
And limited to the first 200 Results
| Returns |  |
 |
 |
 |
 |
 |
 |
FTSE 100 |
|---|---|---|---|---|---|---|---|---|
| 1 week | -0.2% | 1.7% | 2.0% | 2.3% | -1.7% | -0.4% | 2.5% | 0.5% |
| 1 month | -0.2% | 7.9% | 11.5% | 5.1% | 1.4% | -1.4% | 4.6% | 3.2% |
| 3 months | 4.1% | 6.5% | 14.3% | 5.7% | 5.6% | -0.6% | 4.7% | 1.4% |
| 6 months | 12.6% | 17.0% | 29.6% | 3.3% | 19.8% | 0.5% | 11.9% | 10.4% |
| 1 year | 1.5% | 6.3% | 29.4% | -10.4% | 9.5% | -0.6% | -3.5% | -0.3% |
| 2 years | 10.4% | 16.0% | 55.1% | 3.6% | 20.7% | 10.2% | 12.8% | 2.7% |
| Annualised | 14.3% | 10.0% | 19.3% | 8.2% | 18.2% | 10.2% | 4.4% | |
| Risks | ||||||||
| Max Drawdown | -17.4% | -15.2% | -12.3% | -21.4% | -16.0% | -18.9% | -27.0% | |
| Avg Holdings | 25 | 25 | 25 | 25 | 25 | 25 | 25 | |
| Diversification | Good | Good | Good | Good | Good | Good | Good | |
