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.