Moose Pond Investors » Stock Screens

Stock Screens

Admin — Tue, 07 Feb 2006 16:29:12 +0000

One of the challenges when starting a new portfolio or updating an existing one is finding stocks to buy. Here are several public lists of stocks maintained by Manifest Investing. The lists provide both projected average return (PAR) and a quality rating (1-100).

Manifest 40. These are the top 40 stocks contained in the subscriber portfolios on Manifest Investing.
Challenge Club. Stocks from an online model investment club.
Tin Cup Portfolio. A hypothetical portfolio maintained by Manifest Investing.
Forbes 200. Stocks from the Forbes Top 200 small companies.
Solomon’s Select. A portfolio of stocks highlighted by Manifest Investing.
StockFundas Selections. Stocks highlighted on StockFundas.

These links provide some excellent leads but you still need to do your own stock selection guide.

Quality Growth Screen

Admin — Sat, 18 Dec 2004 22:21:53 +0000

NAIC publishes an annual survey of the 200 most widely held stocks by investment clubs. Screening that list for stocks for a projected 5-year average return of 12% or more and for an upside /downside ratio of 3 or more, yields 34 stocks. We already own 11 of these stocks. Here is the list of stocks passing the screen.

Return on Equity Screen

Admin — Mon, 11 Oct 2004 04:14:31 +0000

There seems to be a correlation between stocks that have a good return on equity (ROE) year after year and quality growth stocks.

Here is a screen using AAII SI Pro with the following parameters:
   - ROE for each of the last seven years > 15%
   - Current PE < 5-year average PE
   - (PE / EPS growth) < 1.5
   - 5-year (diluted) EPS growth > 10%
   - Projected long term EPS growth > 10%
   - positive EPS growth for each of last 4 quarters

Using data from October 8, the screen yielded 22 stocks.

17 of the 22 stocks have an U/D ratio > 3.0, total return > 15%, and a relative value < 110. In an equally weighted portfolio, all of these stocks together would have a total return of 20.1%, a PAR of 15.1%, an U/D ratio of 4.7, and a relative value of 89.1.

The attached PDF file contains a PERT chart (sorted by total return) and a trend report (sorted by PAR) with the stocks passing the screen. The PERT chart uses First Call data for projected EPS and 5-year growth.