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 | 2.7% | 5.1% | 5.1% | 4.0% | 5.6% | 1.6% | 2.4% | 2.6% |
| 1 month | 8.2% | 10.8% | 4.3% | 8.6% | 13.8% | 6.3% | 9.3% | 2.8% |
| 3 months | 14.2% | 5.4% | 0.3% | 7.1% | 9.1% | 9.7% | 11.2% | 0.6% |
| 6 months | 28.1% | 12.1% | 14.9% | 10.1% | 27.2% | 26.6% | 22.8% | 14.9% |
| 1 year | 59.5% | 54.1% | 70.3% | 41.4% | 78.2% | 75.8% | 42.8% | 18.4% |
| 2 years | 41.2% | 34.5% | 38.7% | 23.2% | 72.5% | 30.4% | 30.6% | -6.9% |
| Annualised | 15.5% | 11.7% | 16.3% | 8.5% | 21.2% | 12.3% | 6.9% | |
| 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 | |
