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Top ValueRank 200 Qualifying

The Top ValueRank screen looks for the cheapest stocks in the market according to Stockopedia’s proprietary ValueRank. Stocks qualifying for this screen are inexpensive across a blend of six of the most important value ratios. Research by the investor James O’Shaughnessy has shown that a composite value approach like this produces superior results to using any of the individual value ratios on their own. Note that the very cheapest stocks in the market can be distressed, low quality and highly volatile - so care is needed. It can pay to combine value with quality or momentum (or both) to create a multi-factor strategy.

This screen uses the following criteria:

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

Results are sorted by:

  • Value Rank in descending order


And limited to the first 200 Results


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Performance Tracking


Returns FTSE 100
1 week 1.2% -1.9% 3.6% -1.7% -0.2% -13.4% 3.9% -0.3%
1 month -9.1% -3.1% 0.1% -6.7% -3.7% -25.1% -9.7% -6.1%
3 months -14.0% -0.6% 13.5% -4.5% -4.5% -42.7% 4.1% -1.9%
6 months -13.5% -5.1% 21.8% -11.7% -11.1% -39.4% 7.7% -1.2%
1 year -15.4% 4.7% 8.2% -17.9% -21.5% -51.7% -15.9% -6.2%
2 years 3.3% 33.2% 37.0% -7.8% -32.8% -65.5% 21.5% -3.9%
Annualised 10.2% 16.6% 19.5% 12.3% -2.3% -17.7% 12.2%
 
Risks
Max Drawdown -36.0% -12.2% -16.4% -29.4% -54.4% -75.5% -65.1%
Avg Holdings 25 25 25 25 25 25 25
Diversification Good Good Good Good Good Good Good