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Turnaround 200 Qualifying

In the StockRank Styles framework, Turnarounds is the classification given to shares with the strongest combined exposure to Value and Momentum (but where Quality is lacking). They typically have the characteristics of out-of-favour stocks that are in recovery and starting to be noticed by the market. Value and Momentum are the two most influential drivers of market returns, making this a profitable seam of the market for value hunters looking to get in early on stock re-ratings. In the absence of solid quality features, the risk with Turnarounds is that their embryonic support breaks down and the momentum crashes. US fund manager James O’Shaughnessy described a twin value and momentum strategy as the basis for “the best performing strategy since 1963”.

This screen uses the following criteria:

  • Mkt Cap £m > 10
  • StockRank Style in (Turnaround)
  • Is Primary Listing == 1

Results are sorted by:

  • Stock Rank™ in descending order


And limited to the first 200 Results


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Performance Tracking


Returns FTSE 100
1 week 9.4% 9.6% -3.5% 8.6% 8.0% -9.8% 5.4% 6.2%
1 month -34.0% -7.3% -34.7% -29.2% -26.9% -38.4% -31.4% -18.9%
3 months -34.8% -17.9% -41.6% -33.9% -30.5% -34.5% -39.7% -27.9%
6 months -28.7% -14.3% -41.1% -2.5% -26.2% -42.8% -40.6% -25.8%
1 year -20.5% -18.9% -35.9% 5.3% -24.5% -51.4% -31.3% -23.4%
2 years -17.4% -24.5% -32.9% -5.8% -29.1% -47.0% -41.5% -21.3%
Annualised 3.9% 5.6% -0.7% -1.5% -5.0% -14.7% -9.9%
 
Risks
Max Drawdown -43.6% -37.9% -49.1% -46.0% -39.9% -55.5% -49.1%
Avg Holdings 25 25 24.4 24.7 25 25 25
Diversification Good Good Good Good Good Good Good

 Studies based on equal weighted portfolios of max 25 stocks rebalanced quarterly. Qualifying shares below updated daily. Past performance not indicative of future returns.



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200 Qualifying

Ticker Name Mkt Cap £m Stock Rank™ StockRank Style Sector Flag
Subscriber Subscriber Turnaround Financials United States
Subscriber Subscriber Turnaround Industrials Hong Kong
Subscriber Subscriber Turnaround Healthcare United States
Subscriber Subscriber Turnaround Healthcare United States
Subscriber Subscriber Turnaround Basic Materials Hong Kong
Subscriber Subscriber Turnaround Financials United States
Subscriber Subscriber Turnaround Industrials Japan
Subscriber Subscriber Turnaround Basic Materials Japan
Subscriber Subscriber Turnaround Financials United States
Subscriber Subscriber Turnaround Technology Japan
Subscriber Subscriber Turnaround Telecoms United States
Subscriber Subscriber Turnaround Industrials Japan
Subscriber Subscriber Turnaround Consumer Cyclicals Austria
Subscriber Subscriber Turnaround Basic Materials United States
Subscriber Subscriber Turnaround Consumer Cyclicals Japan
Subscriber Subscriber Turnaround Financials Norway
Subscriber Subscriber Turnaround Financials United States
Subscriber Subscriber Turnaround Basic Materials Japan
Subscriber Subscriber Turnaround Financials Japan
Subscriber Subscriber Turnaround Basic Materials Hong Kong
Subscriber Subscriber Turnaround Industrials Japan
Subscriber Subscriber Turnaround Utilities Singapore
Subscriber Subscriber Turnaround Consumer Cyclicals United States
Subscriber Subscriber Turnaround Technology Poland
Subscriber Subscriber Turnaround Technology Germany
Subscriber Subscriber Turnaround Financials Hong Kong
Subscriber Subscriber Turnaround Financials Hong Kong
Subscriber Subscriber Turnaround Industrials Hong Kong
Subscriber Subscriber Turnaround Financials United Kingdom
Subscriber Subscriber Turnaround Financials France
Subscriber Subscriber Turnaround Financials Spain
Subscriber Subscriber Turnaround Industrials United Kingdom
Subscriber Subscriber Turnaround Basic Materials Hong Kong
Subscriber Subscriber Turnaround Consumer Defensives France
Subscriber Subscriber Turnaround Consumer Defensives United States
Subscriber Subscriber Turnaround Industrials Singapore
Subscriber Subscriber Turnaround Financials United States
Subscriber Subscriber Turnaround Financials Hong Kong
Subscriber Subscriber Turnaround Industrials Japan
Subscriber Subscriber Turnaround Basic Materials Japan
Subscriber Subscriber Turnaround Consumer Cyclicals United States
Subscriber Subscriber Turnaround Energy Hong Kong
Subscriber Subscriber Turnaround Financials Hong Kong
Subscriber Subscriber Turnaround Industrials Japan
Subscriber Subscriber Turnaround Financials Switzerland
Subscriber Subscriber Turnaround Industrials Japan
Subscriber Subscriber Turnaround Financials Japan
Subscriber Subscriber Turnaround Industrials Japan
Subscriber Subscriber Turnaround Industrials Poland
Subscriber Subscriber Turnaround Basic Materials France
Subscriber Subscriber Turnaround Industrials Singapore
Subscriber Subscriber Turnaround Consumer Cyclicals Turkey
Subscriber Subscriber Turnaround Financials Hong Kong
Subscriber Subscriber Turnaround Technology Hong Kong
Subscriber Subscriber Turnaround Financials Taiwan
Subscriber Subscriber Turnaround Financials Hong Kong
Subscriber Subscriber Turnaround Industrials Japan
Subscriber Subscriber Turnaround Consumer Cyclicals New Zealand
Subscriber Subscriber Turnaround Financials Turkey
Subscriber Subscriber Turnaround Financials Turkey
Subscriber Subscriber Turnaround Industrials Japan
Subscriber Subscriber Turnaround Financials Hong Kong
Subscriber Subscriber Turnaround Industrials Japan
Subscriber Subscriber Turnaround Industrials Japan
Subscriber Subscriber Turnaround Financials Denmark
Subscriber Subscriber Turnaround Financials Japan
Subscriber Subscriber Turnaround Financials France
Subscriber Subscriber Turnaround Financials United States
Subscriber Subscriber Turnaround Consumer Defensives Finland
Subscriber Subscriber Turnaround Basic Materials Japan
Subscriber Subscriber Turnaround Financials Norway
Subscriber Subscriber Turnaround Financials United States
Subscriber Subscriber Turnaround Financials Norway
Subscriber Subscriber Turnaround Basic Materials Hong Kong
Subscriber Subscriber Turnaround Utilities France
Subscriber Subscriber Turnaround Financials Hong Kong
Subscriber Subscriber Turnaround Financials Norway
Subscriber Subscriber Turnaround Industrials Hong Kong
Subscriber Subscriber Turnaround Financials United Kingdom
Subscriber Subscriber Turnaround Financials Czech Republic
Subscriber Subscriber Turnaround Financials Hong Kong
Subscriber Subscriber Turnaround Basic Materials Japan
Subscriber Subscriber Turnaround Financials Switzerland
Subscriber Subscriber Turnaround Financials Taiwan
Subscriber Subscriber Turnaround Consumer Cyclicals Japan
Subscriber Subscriber Turnaround Consumer Cyclicals Japan
Subscriber Subscriber Turnaround Basic Materials Japan
Subscriber Subscriber Turnaround Financials Hong Kong
Subscriber Subscriber Turnaround Financials Austria
Subscriber Subscriber Turnaround Consumer Defensives Japan
Subscriber Subscriber Turnaround Financials Norway
Subscriber Subscriber Turnaround Industrials Japan
Subscriber Subscriber Turnaround Consumer Cyclicals United Kingdom
Subscriber Subscriber Turnaround Industrials Hong Kong
Subscriber Subscriber Turnaround Financials United States
Subscriber Subscriber Turnaround Technology United States
Subscriber Subscriber Turnaround Financials United States
Subscriber Subscriber Turnaround Consumer Cyclicals Japan
Subscriber Subscriber Turnaround Basic Materials India
Subscriber Subscriber Turnaround Financials Switzerland
Subscriber Subscriber Turnaround Basic Materials Japan
Subscriber Subscriber Turnaround Financials Japan
Subscriber Subscriber Turnaround Financials Hong Kong
Subscriber Subscriber Turnaround Industrials Denmark
Subscriber Subscriber Turnaround Consumer Cyclicals Japan
Subscriber Subscriber Turnaround Financials Japan
Subscriber Subscriber Turnaround Financials United States
Subscriber Subscriber Turnaround Industrials Japan
Subscriber Subscriber Turnaround Technology Turkey
Subscriber Subscriber Turnaround Financials Taiwan
Subscriber Subscriber Turnaround Consumer Cyclicals Portugal
Subscriber Subscriber Turnaround Financials Hong Kong
Subscriber Subscriber Turnaround Consumer Defensives New Zealand
Subscriber Subscriber Turnaround Industrials Japan
Subscriber Subscriber Turnaround Basic Materials Japan
Subscriber Subscriber Turnaround Financials Denmark
Subscriber Subscriber Turnaround Financials United States
Subscriber Subscriber Turnaround Consumer Defensives Japan
Subscriber Subscriber Turnaround Financials Japan
Subscriber Subscriber Turnaround Financials Italy
Subscriber Subscriber Turnaround Technology Japan
Subscriber Subscriber Turnaround Financials Norway
Subscriber Subscriber Turnaround Financials Japan
Subscriber Subscriber Turnaround Financials Korea, Republic of
Subscriber Subscriber Turnaround Industrials Estonia
Subscriber Subscriber Turnaround Consumer Cyclicals Hong Kong
Subscriber Subscriber