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|
|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|
|Pomeroy IT Solutions, Inc.||PMRY||-11.11||17.01||1.7||8.84||0.89|
|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|
|NL Industries, Inc.||NL||8.71||20.77||1.98||6.52||2|
|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.