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Top QualityRank 200 Qualifying

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:

  • Quality Rank >= 90
  • Mkt Cap £m > 10
  • Is Primary Listing == 1

Results are sorted by:

  • Quality Rank in descending order


And limited to the first 200 Results


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Performance Tracking


Returns FTSE 100
1 week 3.3% 1.3% -0.1% 2.5% 1.9% 0.5% -0.2% 0.8%
1 month 5.5% -1.7% -3.4% 0.3% 1.0% 0.7% -1.6% 3.0%
3 months -2.1% -1.9% 3.7% -2.0% 0.1% 6.8% -3.5% 1.0%
6 months -0.4% 1.9% 16.7% 6.4% 6.9% 2.3% 2.3% 1.2%
1 year 9.4% 8.3% 30.4% -3.8% 19.6% 3.2% -2.6% 3.1%
2 years 4.2% 11.9% 43.3% -2.1% 18.0% 5.6% 8.2% -2.3%
Annualised 13.4% 7.5% 17.8% 7.3% 17.5% 8.9% 3.1%
 
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