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Walter Schloss 'New Lows' Screen 200 Qualifying

Walter Schloss New Lows is a value investing strategy based on an approach used by Walter Schloss, who was a disciple of value investing legend Benjamin Graham. The strategy uses value and price factors as its main rules. It searches for companies that are trading below book value, using the price-to-book ratio, and at prices that are close to new lows. Schloss said: "We want to buy cheap stocks based on a small premium over book value, usually a depressed market price, a record that goes back at least 20 years?and one that doesn't have much debt." Between 1956 and 2000, Schloss's fund produced a compound annual growth rate of 15.7%. In a 1994 shareholder letter, Warren Buffett wrote: "Walter continues to outperform managers who work in temples filled with paintings, staff and computers. And he accomplishes this feat by rummaging among the cigar butts on the floor of capitalism."

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This is an independent study based upon the methods of...
Picture of Walter Schloss

Walter Schloss

Deep value investor. One of Buffett's 'Superinvestors of Graham-and-Doddsville'.

The Superinvestors of Graham-and-Doddsville

by Warren Buffett

Although his memoirs - "The Memoirs of Walter J. Schloss: A Personal and Family History" – are now out of print, there are various lectures and interviews by Schloss available online. Over an astounding 45 years from 1956 to 2000, Walter's fund earned a CAGR of 15.7%, compared to the market’s return of 11.2% annually over the same period, hence Buffett's reference to Schloss as a "super investor".

This screen uses the following criteria:

  • P/B < 1.2
  • Net Debt < 0
  • Price Streak > 7
  • Industry Group not in Collective Investments,
  • Mkt Cap £m > 10
  • Rank ( % Price Chg 3y ) < 25%

Results are sorted by:

  • P/B in ascending order


And limited to the first 200 Results


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Performance Tracking


Returns FTSE 100
1 week -0.7% -2.1% -2.2% -6.1% 0.1% -4.7% -1.8% -0.6%
1 month 10.7% 6.8% 2.6% 1.7% 16.1% 1.6% 12.7% 2.5%
3 months 5.7% -2.2% 2.5% 9.4% 15.0% 3.9% 3.8% 2.8%
6 months 9.6% 1.1% 3.8% 18.9% 17.9% 15.1% 9.8% 4.0%
1 year 14.6% 9.5% 5.0% 32.0% 0.1% 12.3% 14.3% 7.2%
2 years 100.1% 66.3% 144.6% - - - - 31.5%
Annualised -2.2% -4.3% 24.3% 50.9% 41.7% 35.3% 65.5%
 
Risks
Max Drawdown -64.4% -60.8% -33.4% -16.6% -25.7% -19.3% -14.4%
Avg Holdings 18 22 21.5 11.8 14.5 18.2 14.6
Diversification Good Good Good Moderate Moderate Good Moderate

 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 P/B % vs. 52w Low Net Debt Price Streak Industry Grp Flag
Subscriber Subscriber Oil & Gas United Kingdom
Subscriber Subscriber Food & Tobacco Hong Kong
Subscriber Subscriber Biotechnology & Medical Research United States
Subscriber Subscriber Beverages Singapore
Subscriber Subscriber Food & Tobacco Hong Kong
Subscriber Subscriber Metals & Mining Canada
Subscriber Subscriber Metals & Mining Hong Kong
Subscriber Subscriber Hotels & Entertainment Services Hong Kong
Subscriber Subscriber Professional & Commercial Services United States
Subscriber Subscriber Software & IT Services Hong Kong
Subscriber Subscriber Metals & Mining Canada
Subscriber Subscriber Holding Companies Hong Kong
Subscriber Subscriber Professional & Commercial Services Hong Kong
Subscriber Subscriber Banking Services Greece
Subscriber Subscriber Textiles & Apparel Hong Kong
Subscriber Subscriber Investment Banking & Investment Services India
Subscriber Subscriber Banking Services Greece
Subscriber Subscriber Software & IT Services Hong Kong
Subscriber Subscriber Metals & Mining Canada
Subscriber Subscriber Electric Utilities & IPPs Germany
Subscriber Subscriber Food & Tobacco Korea, Republic of
Subscriber Subscriber Hotels & Entertainment Services Hong Kong
Subscriber Subscriber Electronic Equipments & Parts United States
Subscriber Subscriber Metals & Mining Hong Kong
Subscriber Subscriber Banking Services Cyprus
Subscriber Subscriber Real Estate Operations Hong Kong
Subscriber Subscriber Professional & Commercial Services Hong Kong
Subscriber Subscriber Metals & Mining United Kingdom
Subscriber Subscriber Uranium Canada
Subscriber Subscriber Metals & Mining Hong Kong
Subscriber Subscriber Banking Services Japan
Subscriber Subscriber Media & Publishing Hong Kong
Subscriber Subscriber Metals & Mining Australia
Subscriber Subscriber Paper & Forest Products Korea, Republic of
Subscriber Subscriber Real Estate Operations Hong Kong
Subscriber Subscriber Metals & Mining Hong Kong
Subscriber Subscriber Textiles & Apparel Korea, Republic of
Subscriber Subscriber Textiles & Apparel Hong Kong
Subscriber Subscriber Metals & Mining United States
Subscriber Subscriber Renewable Energy United Kingdom
Subscriber Subscriber Automobiles & Auto Parts Korea, Republic of
Subscriber Subscriber Food & Tobacco United States
Subscriber Subscriber Oil & Gas United Kingdom
Subscriber Subscriber Hotels & Entertainment Services Hong Kong
Subscriber Subscriber Metals & Mining Canada
Subscriber Subscriber Textiles & Apparel Korea, Republic of
Subscriber Subscriber Real Estate Operations Singapore
Subscriber Subscriber Investment Banking & Investment Services Hong Kong
Subscriber Subscriber Real Estate Operations Singapore
Subscriber Subscriber Specialty Retailers Hong Kong
Subscriber Subscriber Machinery, Equipment & Components Hong Kong
Subscriber Subscriber Natural Gas Utilities Korea, Republic of
Subscriber Subscriber Machinery, Equipment & Components Romania
Subscriber Subscriber Freight & Logistics Services Bulgaria
Subscriber Subscriber Investment Banking & Investment Services Hong Kong
Subscriber Subscriber Oil & Gas Hong Kong
Subscriber Subscriber Hotels & Entertainment Services United Kingdom
Subscriber Subscriber Metals & Mining Australia
Subscriber Subscriber Household Goods Singapore
Subscriber Subscriber Food & Tobacco Serbia Montenegro
Subscriber Subscriber Banking Services India
Subscriber Subscriber Media & Publishing United States
Subscriber Subscriber Banking Services Serbia Montenegro
Subscriber Subscriber Metals & Mining Canada
Subscriber Subscriber Specialty Retailers Hong Kong
Subscriber Subscriber Oil & Gas Related Equipment and Services Romania
Subscriber Subscriber Banking Services Greece
Subscriber Subscriber Freight & Logistics Services Korea, Republic of
Subscriber Subscriber Machinery, Equipment & Components Korea, Republic of
Subscriber Subscriber Metals & Mining Canada
Subscriber Subscriber Metals & Mining Canada