Browsing Category: "Stock Research"

Current Best Values: Return on Enterprise Value

Jan.27, 2012 in Stock Research 1 Comment

The results for the Return on Enterprise Value backtest were very impressive, so I thought readers would be interested in seeing a list of the top 1% of stocks ranked based on Net Cash Flow / Enterprise Value.  Here are the current results:

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Current Best Values: Enterprise Value to EBITDA Ratio

Jan.17, 2012 in Stock Research 5 Comments

Given that we recently backtested the highly effective Enterprise Value to EBITDA ratio that was presented in Quantitative Strategies for Achieving Alpha, I thought folks might be interested in seeing the current results for this screen. Here are the top 1% stocks ranked on EV/EBITDA:

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Cheapest Stocks on the S&P 500

Mar.27, 2011 in Stock Research 4 Comments

What are currently the cheapest stocks in the S&P 500? That’s a great question that I recently received. I decided to tackle this question using two simple and crude tools in the value investor toolbox, the price to book value ratio and the current ratio. The price to book (P/B) ratio has been a favorite of [...]

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Current Graham-Shiller PE10 Screen Results February 16, 2011

Feb.17, 2011 in Stock Research Leave a Comment

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 [...]

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

Feb.08, 2011 in Stock Research 1 Comment

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 [...]

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Revised Graham-Shiller 10 Year PE Ratio Stock Screen

Dec.21, 2010 in Stock Research 8 Comments

After I posted the Graham-Dodd-Shiller 10 Year PE Ratio Stock Screen a few weeks ago, I received some great feedback from readers. I used that feedback to retool my PE10 stock screen and the results are below: Graham-Shiller PE10 Stock Screen Passing Companies as of December 20, 2010 Name Ticker PE10 CurRatio PE PB ROI [...]

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Graham-Dodd-Shiller 10 Year PE Ratio Stock Screen

Nov.24, 2010 in Stock Research 11 Comments

Something I read last week got me interested in Professor Robert Shiller’s use of the 10 year price earnings ratio (PE) to value the stock market. It got me to thinking about whether this PE10 ratio could also be useful for valuing stocks. Shiller first wrote about the use of long-term P/E ratios to value [...]

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Consistent Cash Creators During the Great Recession

Apr.23, 2010 in Stock Research 1 Comment

Continuing my look back at the performance of my Consistent Cash Creators screen, today I completed examining the performance of Consistent Cash Creators with high normalized earnings yield during the Great Recession. The current financial crisis started in 2007, but really only picked up steam in 2008 and 2009. This tumultuous period of the stock [...]

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Consistent Cash Creators Value Screen – April 20, 2010

Apr.20, 2010 in Stock Research 7 Comments

This is a follow-up to a post I wrote earlier today on my stock screen to identify value stocks of companies that are consistent cash creators. I decided to run my Consistent Cash Creators screen again given the amazing performance of the consistent cash creators from last year. Those stocks that were selected last year [...]

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Consistent Cash Creators One Year Later

Apr.20, 2010 in Stock Research 3 Comments

It has been over a year since I discussed my Consistent Cash Creators with High Normalized Earnings Yield screen.  I developed this screen a few years ago  in order to identify companies that have consistent free cash flow growth trends that are easier to predict and are trading at the best values. I must admit that [...]

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