Current Graham-Shiller PE10 Screen Results February 16, 2011

As I mentioned in my recent Companies that Passed the Graham-Shiller PE10 Ratio Stock Screen in 2002 post, here are the current results of the Graham-Shiller PE10 Screen as promised:

Name Ticker PE10 CurRatioQ PE PB ROI
The E.W. Scripps Company SSP 4.6 2.32 4.69 1.01 2.93
Blyth, Inc. BTH 5.37 2.86 7.59 1.17 10.22
RadioShack Corporation RSH 6.59 2.02 8.9 1.98 14.83
Rex American Resources Corp. REX 7.03 3.54 8.85 0.58 5.04
G. Willi-Food International L WILC 7.2 4.86 11.08 1.24 11.24
EnCana Corporation (USA) ECA 7.87 1.69 10.66 1.31 5.31
Lexmark International, Inc. LXK 8.14 1.82 9.24 2.23 14.71
SkyWest, Inc. SKYW 8.29 3.02 11.34 0.62 2.06
Terra Nova Royalty Corp TTT 8.39 19.77 10.84 0.95 6.5
Universal Corporation UVV 8.6 2.71 7.72 1.01 9.22
Hanesbrands Inc. HBI 8.71 2.59 11.43 4.22 7.81
Constellation Energy Group, I CEG 9.49 1.97 1.98 0.79 -5.17
P.H. Glatfelter Company GLT 11.23 2.31 9.91 1.02 8.41
Knightsbridge Tankers Limited VLCCF 11.49 6.33 11.75 1.59 8.8
Entergy Corporation ETR 11.51 1.79 10.73 1.5 3.59
NRG Energy, Inc. NRG 12.3 1.9 10.3 0.63 2.4
Delta Apparel, Inc. DLA 12.51 3.24 10.24 0.9 5.82
Computer Sciences Corporation CSC 12.91 1.78 9.09 1.04 7.04
Exelon Corporation EXC 12.96 1.51 10.65 2.01 5.52
Nutraceutical Int’l Corp. NUTR 12.98 3.38 9.06 1.3 11.9

*Data as of February 16, 2011.

A quick backtest of this screen from 2002 to December 2010 with a one year annual rebalancing period on Portfolio123 showed that $100 invested evenly in the stocks selected by the revised Graham-Shiller PE10 Screen grew to $441 compared to just $109 for the S&P 500 over the same period. That’s a 17.9% annualized return!

I’d love to hear your thoughts on the stocks listed above. Please share them in the comments section below.

Disclosure: At the time this article was posted, I owned shares of Blyth, Inc. (BTH). I owned no other shares mentioned in this article.

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