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:
- Eliminated ADRs (mainly to avoid data issues)
- Removed stocks in the miscellaneous financial services sector (to remove funds, special purpose acquisition companies, and the like)
- Current ratio > 1.5
- Market cap > $100 million
- PE10 > 0
- Current PE < 12
- Number of annual historical reporting periods > 9
- 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.