Companies that Passed the Graham-Shiller PE10 Ratio Stock Screen in 2002

I recently received a question regarding my Revised Graham-Shiller 10 Year PE Ratio Stock Screen. A reader named Adam posted the following question:

Very cool!…do you have a list of the companies that passed the screen in 2002?

I didn’t have the list of companies that passed the screen in 2002 handy, but I just ran it again using Portfolio123 (affiliate link providing 45-day free trial).  Here are the results of the screen ran on December 31, 2001.  The returns are for 1 year which ended on December 31, 2002.

Table: Companies that Passed the Graham-Shiller PE10 Ratio Stock Screen in 2002

Name Ticker 1yr % Return PE10 CurRatio PE PB
Lenox Group Inc. LENXQ 50 5.28 1.91 6.55 0.71
Salton, Inc. SFPI -48.97 9.95 2.16 10.86 0.91
Universal Corporation UVV 1.51 12.83 1.73 8.68 1.76
Aviall, Incorporated AVL 6.62 13.19 2.68 11.04 0.7
Standex Int’l Corp. SXI 5.93 15.31 2.75 11.6 1.52
Nautica Enterprises, Inc. NAUT -13.14 16.04 1.8 10.22 1.33
Cytec Industries Inc. CYT 1.04 16.1 1.72 8.2 1.71
Cascade Corporation CASC 32.81 16.72 3.08 10.52 1.11
Pomeroy IT Solutions, Inc. PMRY -11.11 17.01 1.7 8.84 0.89
Herbalife International* HERBA 37.06 17.16 2.04 10.59 1.71
Building Materials Holding Co BLGM 33.73 17.25 3.04 7.92 0.59
UniSource Energy Corp. UNS -4.95 17.27 1.88 10.32 1.53
Tommy Hilfiger Corporation TOM -49.45 17.4 1.98 9.27 0.87
Int’l Specialty Products ISP 14.08 18.65 1.97 8.66 1.01
Cooper Industries plc CBE 4.38 19.25 1.61 11.72 1.66
SFN Group Inc SFN -31.35 20.34 2.03 6.09 0.44
Garan Incorporated* GAN 41.18 20.61 3.35 8.82 1.5
NL Industries, Inc. NL 8.71 20.77 1.98 6.52 2
Rockwell Automation ROK 15.96 21.15 1.96 10.94 2.08
Maxwell Shoe Company Inc. MAXS 23.62 21.19 9.54 11.02 1.02

The criteria used to run this screen are as follows:

  1. Eliminated ADRs (mainly to avoid data issues)
  2. Removed stocks in the miscellaneous financial services sector (to remove funds,  special purpose acquisition companies, and the like)
  3. Current ratio > 1.5
  4. Market cap > $100 million
  5. PE10 > 0
  6. Current PE < 12
  7. Number of annual historical reporting periods > 9
  8. Retain the top 20 stocks sorted by lowest PE10

Now I’m sure the next question will be, what are the current passing companies.  I’ll post the current Graham-Shiller PE10 screen results shortly.

Disclosure: At the time this article was posted, I did not own any of the stocks mentioned.

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