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 | 8.3% | 6.8% | -3.4% | 6.3% | -1.2% | -5.0% | 4.0% | 6.2% |
| 1 month | -26.2% | -6.5% | -35.7% | -22.6% | -19.2% | -28.6% | -11.4% | -18.9% |
| 3 months | -24.3% | -14.8% | -38.7% | -25.7% | -18.7% | -28.5% | -13.9% | -27.9% |
| 6 months | -16.0% | -18.5% | -37.4% | -22.9% | -13.3% | -31.4% | -15.8% | -25.8% |
| 1 year | -13.0% | -15.7% | -24.3% | -15.1% | -5.6% | -28.7% | -9.6% | -23.4% |
| 2 years | -10.2% | -9.9% | -13.0% | -23.1% | -2.4% | -28.6% | -11.4% | -21.3% |
| Annualised | 9.3% | 2.0% | 3.5% | 0.1% | 13.6% | -1.0% | 0.1% | |
| Risks | ||||||||
| Max Drawdown | -36.3% | -27.9% | -44.9% | -38.8% | -27.2% | -39.3% | -34.3% | |
| Avg Holdings | 25 | 25 | 25 | 25 | 25 | 25 | 25 | |
| Diversification | Good | Good | Good | Good | Good | Good | Good | |
