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Value Trap 200 Qualifying

In the StockRank Styles framework, Value Traps is the classification given to shares that appear to be excellent Value (but suffer from being low Quality and have poor Momentum). Focusing on the very cheapest stocks in the market regardless of other factors is a very pure form of value investing. However, these stocks are likely to be very volatile and in the absence of other confirming factors, Value Traps are at risk of falling further in price and failing to recover. Value stocks can perform very well when market sentiment is bearish but they tend to languish during bull markets.

This screen uses the following criteria:

  • Mkt Cap £m > 10
  • StockRank Style in (Value Trap)
  • 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 -1.2% -1.0% -2.6% -6.0% 2.8% -5.7% -1.6% -1.5%
1 month -0.3% 2.5% -8.2% -8.7% 7.8% 7.9% -1.3% 1.1%
3 months -3.9% 1.4% -14.8% -25.3% 3.4% -7.9% 8.9% 2.0%
6 months -3.8% 2.5% -19.3% -26.1% 2.7% -28.6% -7.3% 0.7%
1 year 11.2% 3.6% -37.8% -33.3% 13.4% -44.0% -6.5% 3.7%
2 years 5.6% -9.0% -38.4% -49.0% -0.5% -70.0% -0.1% -1.6%
Annualised 5.8% 9.4% -5.6% -6.1% 8.1% -16.7% 10.7%
 
Risks
Max Drawdown -50.4% -22.6% -67.5% -52.4% -37.9% -78.4% -32.1%
Avg Holdings 25 25 24.8 25 25 25 25
Diversification Good Good Good Good Good Good Good