Graham-Dodd Stock Screener

Intrinsic value =
           x (Book value - Goodwill)
           + (Net income-Dividends) / %
           + (Dividends) / %

Margin of safety ≥ %

 
2016 backtesting*:  +39.2%

*average 2016 performance of 394 stocks that at the beginning of 2016 had the parameters you selected.

Only on this site!

Use value-price divergence and intrinsic value to find stocks that are expected to outperform the market by a wide margin. There is instant backtesting on 2016 results.

STOCK SCREENER

STOCK SCREENING RESULTS
Stocks Listed in the USA

Ticker Company name Equity
$ mln
Goodwill
$ mln
Net
Income
$ mln
Divid.
$ mln
No. of
shares
mln
Stock
price
$
Intrinsic
value
$
Mrgn of
safety
%
X-FIN
Intrinsic
value
Potential
%
Rating
ABAC Aoxin Tianli Group 92 4 0 8 2.06 14.62 610 premium content
ABIL Ability 18 15 15 26 1.26 6.52 418 premium content
ABR Arbor Realty Trust 565 53 37 51 8.41 19.77 135 premium content
ACH Aluminum Corp. of China A 39167 206 0 781 12.25 51.47 320 premium content
ACY AeroCentury 41 6 0 2 12.74 45.28 255 premium content
AEG Aegon ADR 24718 586 306 2062 4.87 14.15 191 premium content
AEY ADDvantage Technologies G 42 4 0 0 10 1.61 3.79 136 premium content
AFSI AmTrust Financial Service 2909 433 504 117 176 14.34 31.77 122 premium content
AGO Assured Guaranty 6504 881 69 123 40.65 91.73 126 premium content
AHC A. H. Belo Series A 118 37 -18 57 22 5.55 12.83 131 premium content
AIRI Air Industries Group 29 11 -1 4 7 1.84 4.55 147 premium content
AKO-A Embotelladora Andina S.A. 830474 95836 87863 54320 171 22.11 8,463.87 38181 premium content
AKO-B Embotelladora Andina S.A. 830474 95836 87863 54320 151 24.74 9,589.52 38661 premium content
ALN American Lorain 194 3 4 0 38 0.47 5.51 1073 premium content
ALSK Alaska Communications Sys 153 13 0 51 2.10 4.30 105 premium content
AMCN AirMedia Group ADR 387 150 0 62 2.37 18.19 668 premium content
AMOV America Movil Cl A ADR 208915 152633 8649 13810 3298 15.61 51.12 227 premium content
AMX America Movil ADR 208915 152633 8649 13810 3221 15.82 52.33 231 premium content
ANF Abercrombie&Fitch 1291 36 55 66 12.29 26.49 116 premium content
ANW Aegean Marine Petroleum N 622 66 36 4 39 5.35 19.47 264 premium content
AOI Alliance One Internationa 271 16 66 0 9 14.45 64.00 343 premium content
APWC Asia Pacific Wire&Cable 135 -8 0 14 3.00 6.87 129 premium content
ARLP Alliance Resource Partner 1088 136 339 248 72 19.20 53.73 180 premium content
ASC Ardmore Shipping 348 32 13 33 8.15 17.61 116 premium content
ASFI Asta Funding 183 3 8 0 12 8.60 18.72 118 premium content
ASR Grupo Aeroportuario del S 22754 3629 1683 30 207.46 1,655.00 698 premium content
ASX Advanced Semiconductor En 156635 10507 19479 15297 1655 6.13 193.39 3055 premium content
ATAI ATA ADR 394 31 26 0 22 4.83 22.31 362 premium content
ATW Atwood Oceanics 3230 265 22 79 8.39 59.19 605 premium content
AUO AU Optronics ADR 181245 11281 7819 3368 966 4.24 233.75 5413 premium content
AVH Avianca Holdings ADR 1354 308 -155 71 43 6.61 14.58 121 premium content
AWX Avalon Holdings 39 -1 0 4 2.61 8.94 242 premium content
BCOM B Communications 2650 2066 0 108 19.44 119.75 516 premium content
BIDU Baidu ADR 80256 15396 33335 0 349 178.14 662.99 272 premium content
BITA Bitauto Holdings ADR 10322 -416 0 70 29.41 118.36 302 premium content
BKE Buckle 413 147 94 47 16.80 34.20 104 premium content
BNSO Bonso Electronics Interna 15 3 0 5 2.49 5.53 122 premium content
BORN China New Borun ADR 1805 129 0 26 1.36 95.23 6903 premium content
BPT BP Prudhoe Bay Royalty Tr 1 125 125 20 20.75 61.57 197 premium content
BRS Bristow Group 1499 30 -72 38 34 7.10 38.21 438 premium content
BRT BRT Realty Trust 151 31 0 14 7.84 21.81 178 premium content
CAAS China Automotive Systems 299 1 27 0 31 4.81 13.83 187 premium content
CAJ Canon ADR 2783129 936424 150650 163810 1323 34.93 2,583.93 7297 premium content
CATO Cato Cl A 413 67 34 26 17.51 35.21 101 premium content
CBL CBL&Associates Properties 1229 173 226 168 8.40 19.25 129 premium content
CBR Ciber 319 257 3 0 82 0.30 0.93 211 premium content
CCIH ChinaCache International 721 -89 0 28 1.19 9.96 737 premium content
CCM Concord Medical Services 1392 -80 0 44 3.52 22.65 543 premium content
CCP Care Capital Properties 1214 145 143 1369 85 27.58 100.96 266 premium content
CCU Compania Cervecerias Unid 1057816 83301 120808 66147 189 26.35 10,110.25 38269 premium content
CEA China Eastern Airlines AD 37411 11270 4537 0 463 29.20 105.56 261 premium content
CEO CNOOC ADR 386041 13805 20246 20419 442 109.02 1,303.28 1095 premium content
CETC Hongli Clean Energy Techn 131 -3 0 2 2.12 48.74 2199 premium content
CGA China Green Agriculture 370 8 25 0 38 1.30 12.92 894 premium content
CGI Celadon Group 381 56 25 2 27 3.05 17.26 466 premium content
CHA China Telecom ADR 303784 29920 20054 6160 795 48.60 509.60 949 premium content
CHL China Mobile ADR 917336 35343 108539 47912 4038 53.61 412.13 669 premium content
CHMI Cherry Hill Mortgage Inve 151 13 15 8 18.86 38.77 106 premium content
CHT Chunghwa Telecom ADR 368740 218 42806 37673 783 35.65 985.11 2663 premium content
CHU China Unicom (Hong Kong) 231216 2771 10562 4643 2388 15.08 127.50 746 premium content
CIG Companhia Energetica de M 12984 2469 796 1424 2.25 20.59 815 premium content
CIM Chimera Investment 3124 552 454 188 19.74 43.35 120 premium content
CLD Cloud Peak Energy 952 2 22 0 74 3.28 14.39 339 premium content
CMO Capstead Mortgage 1248 83 110 97 11.06 22.86 107 premium content
CMRE Costamare 964 144 102 88 6.87 24.94 263 premium content
CNTF China TechFaith Wireless 268 -13 0 11 3.35 18.04 438 premium content
CO China Cord Blood 1709 91 0 75 9.77 28.93 196 premium content
CPAC Cementos Pacasmayo ADR 1867 129 154 114 11.56 28.91 150 premium content
CPLP Capital Product Partners 928 52 68 136 3.41 11.24 230 premium content
CPSS Consumer Portfolio Servic 186 29 0 23 4.43 14.10 218 premium content
CRC California Resources -557 279 0 42 9.23 20.06 117 premium content
CREG China Recycling Energy 213 18 0 8 1.30 36.05 2673 premium content
CX Cemex ADR 167775 205835 14033 0 1346 9.19 23.86 160 premium content
CXDC China XD Plastics 676 84 0 50 4.80 22.12 361 premium content
CYD China Yuchai Internationa 7240 213 341 142 41 18.09 231.78 1181 premium content
CZZ Cosan Cl A 6272 715 348 1441 266 6.02 54.48 805 premium content
DAC Danaos 842 117 0 105 1.65 13.54 720 premium content
DCM NTT DoCoMo ADR 5302248 243695 548378 271643 3931 24.74 2,329.75 9317 premium content
DDE Dover Downs Gaming&Entert 115 2 0 32 1.17 3.93 236 premium content
DEST Destination Maternity 93 -4 11 13 4.42 9.62 118 premium content
DHT DHT Holdings 685 9 66 93 4.07 11.44 181 premium content
DRD DRDGOLD ADR 1340 62 253 44 3.30 66.36 1911 premium content
DS Drive Shack 210 22 37 65 3.20 7.77 143 premium content
DX Dynex Capital 467 43 61 49 7.14 20.11 182 premium content
EARN Ellington Residential Mor 142 12 19 9 15.65 32.46 107 premium content
EC Ecopetrol ADR 43356713 919445 -3987726 5493400 2025 8.86 24,678.17 278435 premium content
EDN Empresa Distribuidora y C 1525 1142 0 22 30.79 331.61 977 premium content
EHIC eHi Car Services ADR 3948 696 0 69 9.90 107.13 982 premium content
ELLO Ellomay Capital 796 103 0 11 9.02 119.01 1219 premium content
ELP Companhia Paranaense de E 14246 1193 308 241 7.43 90.17 1114 premium content
ENG ENGlobal 40 3 11 0 28 1.19 3.31 178 premium content
ENIA Enel Americas ADR 4150469 478509 383060 431317 996 9.41 7,775.78 82533 premium content
ENIC Enel Chile ADR 2592682 887258 251838 134692 996 5.58 3,652.66 65360 premium content
EOCC Enel Generacion Chile ADR 2648190 24860 392868 400032 274 22.86 24,077.27 105225 premium content
EQR Equity Residential 10229 4292 4774 366 67.21 151.77 126 premium content
ERA Era Group 471 9 0 20 8.39 25.82 208 premium content
ERIC Ericsson ADR 139817 43387 1716 12263 3351 7.25 49.63 585 premium content
ERJ Embraer ADR 14611 69 242 182 182 18.96 91.37 382 premium content
ESND Essendant 781 298 64 20 27 14.53 33.87 133 premium content
ETP Energy Transfer Partners 18642 3897 297 3542 545 19.35 62.33 222 premium content
EVA Enviva Partners 323 86 23 316 25 27.15 78.67 190 premium content
EVEP EV Energy Partners 999 21 101 51 0.60 31.67 5178 premium content
EVK Ever-Glory International 79 14 0 15 2.65 9.91 274 premium content
EXPR Express 618 117 0 77 6.42 15.57 143 premium content
FANH Fanhua ADR 3317 133 210 0 57 8.95 74.59 733 premium content
FBR Fibria Celulose ADR 13751 4230 1655 306 548 10.22 35.30 245 premium content
FENG Phoenix New Media Cl A AD 1806 74 0 71 2.75 30.81 1021 premium content
FLY Fly Leasing ADR 657 23 41 32 13.28 30.57 130 premium content
FMX Fomento Economico Mexican 211904 41708 21140 12045 324 97.01 1,037.35 969 premium content
FNHC Federated National Holdin 233 41 2 14 15.62 32.43 108 premium content
FOSL Fossil Group 1015 355 79 0 47 9.91 22.45 127 premium content
FTR Frontier Communications 4519 -373 707 1045 1.22 5.93 386 premium content
GAIA Gaia Cl A 98 11 87 0 15 11.10 33.86 205 premium content
GASS StealthGas 583 3 0 42 3.27 14.32 338 premium content
GFA Gafisa ADR 3095 25 74 0 191 6.52 18.04 177 premium content
GMAN Gordmans Stores 35 -4 0 18 0.17 0.81 378 premium content
GNRT Gener8 Maritime 1348 26 130 0 86 6.12 22.92 275 premium content
GNW Genworth Financial Cl A 14393 867 560 0 499 3.70 32.73 785 premium content
GRAM Grana y Montero ADR 2655 185 88 105 158 3.17 21.81 588 premium content
GSH Guangshen Railway ADR 27462 281 1071 354 168 24.65 203.89 727 premium content
GSL Global Ship Lease Cl A 397 -29 13 55 1.23 5.80 372 premium content
GTS Triple-S Management Cl B 848 25 52 0 24 16.97 44.95 165 premium content
GURE Gulf Resources Inc 338 30 34 0 47 1.61 10.22 535 premium content
HCHC HC2 Holdings 54 3 112 121 40 5.57 30.03 439 premium content
HGT Hugoton Royalty Trust Un 87 8 8 40 1.80 4.18 132 premium content
HLG Hailiang Education Group 922 62 99 0 26 8.80 52.53 497 premium content
HMC Honda Motor ADR 6761433 344531 158601 1794 27.65 5,170.66 18600 premium content
HMY Harmony Gold Mining ADR 28179 846 949 0 441 1.70 72.67 4175 premium content
HNP Huaneng Power Internation 84142 11677 13652 5536 555 28.69 303.17 957 premium content
HOS Hornbeck Offshore Service 1403 -64 0 35 2.68 30.62 1043 premium content
HRI Herc Holdings 2302 91 111 0 29 37.54 95.72 155 premium content
HT Hersha Hospitality Trust 835 117 65 41 19.11 42.97 125 premium content
HZN Horizon Global 2 4 8 215 25 13.85 45.31 227 premium content
IBA Industrias Bachoco ADR 31662 485 3958 780 48 56.80 1,134.39 1897 premium content
IESC IES Holdings 223 40 121 0 20 17.40 38.66 122 premium content
IIJI Internet Initiative Japan 64845 6170 4038 1011 96 8.69 873.72 9954 premium content
IKGH Iao Kun Group Holding 218 0 5 2 57 0.28 4.42 1479 premium content
INFY Infosys ADR 617790 37640 134910 68130 2281 14.85 699.33 4609 premium content
INS Intelligent Systems 26 18 0 9 3.55 13.56 282 premium content
INSW International Seaways 1384 173 0 29 20.89 78.41 275 premium content
IRDM Iridium Communications 1344 111 15 91 10.75 21.65 101 premium content
ISIG Insignia Systems 25 2 0 12 1.04 3.03 191 premium content
IVR Invesco Mortgage Capital 2242 254 204 113 16.75 39.99 139 premium content
IX Orix ADR 2310431 260169 76034 264 79.89 15,138.84 18850 premium content
JASO JA Solar Holdings ADR 5820 624 0 47 6.44 191.99 2881 premium content
JKS JinkoSolar Holding ADR 4322 684 0 30 20.77 260.63 1155 premium content
JMEI Jumei International Holdi 3630 15 123 0 145 2.39 29.20 1122 premium content
JOBS 51job ADR 4125 217 618 0 60 46.35 117.06 153 premium content
JONE Jones Energy Cl A 400 -2 0 82 1.50 4.77 218 premium content
JP Jupai Holdings ADR 1104 260 169 0 29 8.01 57.69 620 premium content
JRJC China Finance Online ADR 88 7 22 0 23 1.68 8.36 398 premium content
KEP Korea Electric Power ADR 66634467 2582 13289127 426339 1283 18.62 105,392.60 565918 premium content
KGJI Kingold Jewelry 266 22 0 64 1.77 5.84 230 premium content
KIRK Kirkland's 120 17 26 16 9.18 21.44 134 premium content
KOF Coca-Cola Femsa ADR 122137 25394 10071 7013 68 84.08 2,662.15 3066 premium content
KT KT ADR 10845069 342341 552964 41575 440 16.24 30,615.52 188419 premium content
KYO Kyocera ADR 2284264 102599 109047 43874 373 59.53 7,903.15 13176 premium content
LBY Libbey 148 164 66 10 18 7.77 20.06 158 premium content
LFC China Life Insurance ADR 322492 34699 11491 6532 15.50 84.73 447 premium content
LIVE Live Ventures 24 0 18 0 2 9.96 57.23 475 premium content
LN LINE ADR 161631 3400 7560 0 218 36.24 897.29 2376 premium content
LPG Dorian LPG 986 130 0 54 7.90 30.39 285 premium content
LPL LG Display ADR 12955997 110072 906713 178908 708 16.18 25,816.03 159455 premium content
MBI MBIA 3729 180 0 134 8.53 34.45 304 premium content
MBT Mobile TeleSystems ADR 160115 34468 49489 50786 906 8.80 691.84 7762 premium content
MEP Midcoast Energy Partners 1471 -100 0 46 8.00 21.04 163 premium content
MFS Manitowoc Foodservice -44 845 80 1362 104 19.04 60.49 218 premium content
MHLD Maiden Holdings 1348 124 63 80 11.20 28.40 154 premium content
MITT AG Mortgage Investment Tr 667 14 82 28 18.98 41.45 118 premium content
MIXT MiX Telematics ADR 1921 654 183 107 24 8.00 115.24 1340 premium content
MN Manning&Napier 169 13 10 15 3.90 19.38 397 premium content
MVO MV Oil Trust 22 15 15 12 5.75 14.72 156 premium content
NAP Navios Maritime Midstream 273 25 35 19 9.85 30.47 209 premium content
NAT Nordic American Tankers 908 19 33 126 88 6.10 19.22 215 premium content
NFEC NF Energy Saving 30 -1 0 7 0.91 3.56 291 premium content
NM Navios Maritime Holdings 989 160 -134 35 115 1.25 2.90 132 premium content
NMM Navios Maritime Partners 680 -53 0 82 1.55 5.05 226 premium content
NMR Nomura Holdings ADR 2700239 131550 82783 3822 6.14 986.82 15972 premium content
NNA Navios Maritime Acquisiti 547 2 90 40 149 1.40 8.02 473 premium content
NTES Netease ADR 38191 11605 2546 134 333.56 812.74 144 premium content
NTL Nortel Inversora ADR 9605 1891 972 3 30.60 7,827.23 25479 premium content
NTT Nippon Telegraph&Telephon 8833806 1229208 737738 200182 2081 42.43 5,907.95 13824 premium content
NVGS Navigator Holdings 910 98 0 54 7.65 25.96 239 premium content
NVO Novo Nordisk ADR 45269 37925 23830 1999 44.44 177.12 299 premium content
NYMT New York Mortgage Trust 848 25 68 123 111 6.41 16.05 150 premium content
OAKS Five Oaks Investment 177 0 23 18 4.88 16.65 241 premium content
OMAB Grupo Aeroportuario del C 6555 23 1870 1372 43 46.84 526.92 1025 premium content
ONP Orient Paper 176 12 0 21 1.04 11.11 968 premium content
OSN Ossen Innovation ADR 93 6 0 19 2.17 6.38 194 premium content
PAC Grupo Aeroportuario del P 21333 3282 2139 55 109.74 873.54 696 premium content
PACD Pacific Drilling 2692 126 0 20 1.63 164.51 9993 premium content
PAM Pampa Energia ADR 6991 6 3065 26 74 58.85 303.72 416 premium content
PDLI PDL BioPharma 696 333 98 162 2.54 17.62 594 premium content
PFIN P&F Industries Cl A 44 10 4 0 4 6.12 15.12 147 premium content
PHI PLDT ADR 113608 62393 22065 32532 226 36.35 1,434.51 3846 premium content
PHII PHI 600 -27 0 15 9.84 31.97 225 premium content
PHIIK PHI Non-Voting 600 -27 0 15 9.69 31.56 226 premium content
PKX POSCO ADR 41235350 1461954 180647 822570 353 59.88 126,923.73 211863 premium content
PMT PennyMac Mortgage Investm 1496 90 173 67 18.33 42.04 129 premium content
PMTS CPI Card Group -87 73 31 230 57 2.40 20.25 744 premium content
PSIX Power Solutions Internati 106 41 14 0 11 5.50 12.43 126 premium content
PTR PetroChina ADR 1179716 45589 35517 29005 2727 61.97 534.12 762 premium content
PXS Pyxis Tankers 55 4 0 17 1.28 4.46 248 premium content
PZE Petrobras Argentina ADR 12936 853 163 201 11.99 89.61 647 premium content
QCP Quality Care Properties 5087 113 0 94 18.54 60.27 225 premium content
QIWI QIWI ADR 22423 6285 5187 699 60 24.41 755.29 2994 premium content
RAS RAIT Financial Trust 454 25 85 90 1.91 11.15 484 premium content
RDC Rowan Cos. 5114 321 0 124 10.63 54.16 410 premium content
RDY Dr. Reddy's Laborator 128336 3848 20013 4106 164 41.58 1,498.37 3504 premium content
RFP Resolute Forest Products 1693 81 -81 0 87 4.35 13.88 219 premium content
RIG Transocean 14498 782 0 357 8.09 51.62 538 premium content
RSO Resource Capital 819 11 114 31 9.94 46.32 366 premium content
SB Safe Bulkers 634 -48 18 99 2.38 4.87 105 premium content
SBGL Sibanye Gold ADR 16680 936 3702 0 238 5.09 144.15 2732 premium content
SBS Companhia de Saneamento B 13717 536 202 677 9.27 25.72 177 premium content
SC Santander Consumer USA Ho 5239 74 766 0 354 11.66 25.42 118 premium content
SCKT Socket Mobile 16 4 12 0 5 3.95 13.30 237 premium content
SDLP Seadrill Partners 964 3 257 435 86 3.16 51.55 1531 premium content
SDR SandRidge Mississippian T 136 42 42 50 1.39 11.11 699 premium content
SDRL SeaDrill 9371 0 -738 0 425 0.37 13.35 3509 premium content
SDT SandRidge Mississippian T 80 35 35 27 1.40 15.87 1033 premium content
SENEA Seneca Foods Cl A 405 54 0 10 31.35 68.75 119 premium content
SFL Ship Finance Internationa 1242 201 163 94 12.75 32.44 154 premium content
SGMA Sigmatron International 60 3 2 0 4 6.46 16.85 161 premium content
SGOC SGOCO Group 78 -2 0 7 1.30 9.49 630 premium content
SHI SINOPEC Shanghai Petroche 19797 3274 0 152 51.44 237.38 361 premium content
SHOS Sears Hometown&Outlet Sto 403 -27 0 23 2.70 11.80 337 premium content
SID Companhia Siderurgica Nac 7665 4098 1258 550 1360 1.90 9.27 388 premium content
SIFY Sify Technologies ADR 7501 15 438 170 185 0.72 57.03 7821 premium content
SIM Grupo Simec ADR 34271 1814 4570 0 165 10.80 336.18 3013 premium content
SKM SK Telecom ADR 15251079 1908590 1518604 668494 730 25.05 33,263.20 132687 premium content
SLM SLM 5637 394 1418 284 421 10.86 32.67 201 premium content
SMRT Stein Mart 76 24 239 44 1.53 31.64 1968 premium content
SNE Sony ADR 2463340 606290 147791 12751 1267 38.52 2,098.66 5348 premium content
SNP China Petroleum&Chemical 674029 6271 32438 24214 1283 79.63 741.21 831 premium content
SPIL Siliconware Precision Ind 70601 8762 9349 627 8.01 257.13 3110 premium content
SPLP Steel Partners Holdings 558 102 134 0 26 18.40 43.30 135 premium content
SPU SkyPeople Fruit Juice 178 3 0 4 2.60 47.23 1717 premium content
SSI Stage Stores 430 4 19 25 2.21 21.53 874 premium content
SSL Sasol ADR 206997 469 13225 0 645 27.71 422.49 1425 premium content
SSW Seaspan 1776 75 199 159 106 6.20 32.96 432 premium content
STLY Stanley Furniture 20 -5 21 14 1.15 7.04 513 premium content
STNG Scorpio Tankers 1315 -25 87 169 4.00 9.64 141 premium content
SVT Servotronics 25 5 0 2 9.55 20.33 113 premium content
SXCP SunCoke Energy Partners 739 74 119 120 45 17.35 41.09 137 premium content
SXE Southcross Energy Partner 621 -55 47 62 2.86 9.31 226 premium content
TA TravelCenters of America 549 28 0 34 3.60 20.33 465 premium content
TAC Transalta 3361 465 22 170 285 6.05 13.53 124 premium content
TDW Tidewater 2300 -160 35 47 0.81 35.85 4326 premium content
TECK Teck Resources Cl B 17442 1114 1040 58 574 16.55 37.99 130 premium content
TEO Telecom Argentina ADR 17194 3403 849 99 24.38 389.55 1498 premium content
TGP Teekay LNG Partners 1519 36 201 256 79 14.55 47.48 226 premium content
THLD Threshold Pharmaceuticals 41 44 0 70 0.40 3.72 831 premium content
TKC Turkcell Iletisim Hizmetl 16012 33 1512 51 865 8.26 27.50 233 premium content
TLK Telekomunikasi Indonesia 75136000 307000 15451000 8783000 1004 33.73 195,181.19 578558 premium content
TM Toyota Motor ADR 17226714 2312694 705953 1614 105.24 20,030.21 18933 premium content
TNK Teekay Tankers 877 180 15 153 1.72 12.12 605 premium content
TNP Tsakos Energy Navigation 1403 158 33 84 4.49 27.96 523 premium content
TOO Teekay Offshore Partners 1167 129 86 258 146 2.15 18.92 780 premium content
TRIB Trinity Biotech ADR 214 22 5 24 5.83 14.83 154 premium content
TSM Taiwan Semiconductor Manu 1389248 6008 334247 155582 5060 36.73 757.41 1962 premium content
TSU TIM Participacoes ADR 17188 1527 750 460 481 14.70 45.13 207 premium content
TTM Tata Motors ADR 763597 7598 95883 0 643 34.00 1,920.37 5548 premium content
TUES Tuesday Morning 227 4 0 43 1.75 5.71 226 premium content
TWMC Trans World Entertainment 175 3 0 34 1.65 5.65 242 premium content
UMC United Microelectronics A 226790 15 13449 6939 2572 2.04 127.80 6165 premium content
VALE Vale ADR 127241 10041 13311 1829 5126 8.17 37.63 361 premium content
VC Visteon 586 45 75 1736 32 95.91 299.24 212 premium content
VCO Vina Concha y Toro ADR 452711 28397 49797 0 37 31.79 18,045.59 56665 premium content
VDTH Videocon d2h ADR 7236 -922 0 105 9.09 25.00 175 premium content
VIPS Vipshop Holdings ADR 5732 367 2037 0 585 11.87 26.58 124 premium content
VIV Telefonica Brasil ADR 69244 23062 4085 2966 1581 13.63 51.52 278 premium content
VLRS Controladora Vuela Compan 10794 3519 0 89 14.64 318.36 2075 premium content
VSI Vitamin Shoppe 475 243 53 0 23 10.45 21.70 108 premium content
WG Willbros Group 177 31 0 62 2.38 5.32 123 premium content
WILC G. Willi-Food Internation 400 0 7 0 13 7.34 32.70 346 premium content
WIT Wipro ADR 465160 101991 88922 35494 1842 5.09 534.85 10408 premium content
WMC Western Asset Mortgage Ca 512 -9 109 42 10.75 24.07 124 premium content
XELB Xcel Brands 100 12 3 0 18 2.75 5.63 105 premium content
XIN Xinyuan Real Estate ADR 936 66 15 66 4.91 20.47 317 premium content
YECO Yulong Eco-Materials 47 9 0 12 0.47 7.69 1536 premium content
YIN Yintech Investment Holdin 364 0 403 0 68 9.92 35.12 254 premium content
YNDX Yandex 77086 8436 6798 0 313 27.55 327.86 1090 premium content
YPF YPF ADR 120413 4579 503 395 22.39 369.49 1550 premium content
YY YY ADR 3301 152 1033 0 54 58.80 153.46 161 premium content
ZNH China Southern Airlines A 39045 3736 393 299 41.35 199.75 383 premium content
ZPIN Zhaopin ADR 1379 65 284 0 54 18.24 51.04 180 premium content
ZX China Zenix Auto Internat 2563 -29 0 51 1.77 47.16 2565 premium content

The complete list of 288 stocks matching your screening parameters:

ABAC, ABIL, ABR, ACH, ACY, AEG, AEY, AFSI, AGO, AHC, AIRI, AKO-A, AKO-B, ALN, ALSK, AMCN, AMOV, AMX, ANF, ANW, AOI, APWC, ARLP, ASC, ASFI, ASR, ASX, ATAI, ATW, AUO, AVH, AWX, BCOM, BIDU, BITA, BKE, BNSO, BORN, BPT, BRS, BRT, CAAS, CAJ, CATO, CBL, CBR, CCIH, CCM, CCP, CCU, CEA, CEO, CETC, CGA, CGI, CHA, CHL, CHMI, CHT, CHU, CIG, CIM, CLD, CMO, CMRE, CNTF, CO, CPAC, CPLP, CPSS, CRC, CREG, CX, CXDC, CYD, CZZ, DAC, DCM, DDE, DEST, DHT, DRD, DS, DX, EARN, EC, EDN, EHIC, ELLO, ELP, ENG, ENIA, ENIC, EOCC, EQR, ERA, ERIC, ERJ, ESND, ETP, EVA, EVEP, EVK, EXPR, FANH, FBR, FENG, FLY, FMX, FNHC, FOSL, FTR, GAIA, GASS, GFA, GMAN, GNRT, GNW, GRAM, GSH, GSL, GTS, GURE, HCHC, HGT, HLG, HMC, HMY, HNP, HOS, HRI, HT, HZN, IBA, IESC, IIJI, IKGH, INFY, INS, INSW, IRDM, ISIG, IVR, IX, JASO, JKS, JMEI, JOBS, JONE, JP, JRJC, KEP, KGJI, KIRK, KOF, KT, KYO, LBY, LFC, LIVE, LN, LPG, LPL, MBI, MBT, MEP, MFS, MHLD, MITT, MIXT, MN, MVO, NAP, NAT, NFEC, NM, NMM, NMR, NNA, NTES, NTL, NTT, NVGS, NVO, NYMT, OAKS, OMAB, ONP, OSN, PAC, PACD, PAM, PDLI, PFIN, PHI, PHII, PHIIK, PKX, PMT, PMTS, PSIX, PTR, PXS, PZE, QCP, QIWI, RAS, RDC, RDY, RFP, RIG, RSO, SB, SBGL, SBS, SC, SCKT, SDLP, SDR, SDRL, SDT, SENEA, SFL, SGMA, SGOC, SHI, SHOS, SID, SIFY, SIM, SKM, SLM, SMRT, SNE, SNP, SPIL, SPLP, SPU, SSI, SSL, SSW, STLY, STNG, SVT, SXCP, SXE, TA, TAC, TDW, TECK, TEO, TGP, THLD, TKC, TLK, TM, TNK, TNP, TOO, TRIB, TSM, TSU, TTM, TUES, TWMC, UMC, VALE, VC, VCO, VDTH, VIPS, VIV, VLRS, VSI, WG, WILC, WIT, WMC, XELB, XIN, YECO, YIN, YNDX, YPF, YY, ZNH, ZPIN, ZX

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About Graham-Dodd Stock Screener

Security Analysis is arguably the most important book on value investing. You might be surprised, but there is no valuation methodology in the book. Benjamin Graham and David Dodd did not provide any indication that they used a formula or a specific algorithm for determining intrinsic value of common stocks.

The book, quite appropriately, is named "Security Analysis", not "Security Valuation". In the sections related to common-stock investment, it contains description of a general approach to selecting stocks. There is also a good treatise on how to adjust the income statement and balance sheet and what factors to look at in a comparison valuation. But you will be looking in vain for a well defined valuation process. Nonetheless, Security Analysis is a great book. It clearly distinguishes investing from speculation, and arms the investor with general guiding principles of investing.

The stock screener presented here is not the one used by the founders of the security analysis, but the one developed by us using the general approach to security valuation they employed. The stock screener compares intrinsic value of a stock with its current market price. The difference between them is called the margin of safety.

Following the spirit of Benjamin Graham and David Dodd's teachings, we assume that intrinsic value (V*) of a stock is composed of the following three components (on a per share basis):

  • Tangible book value (TBV), which serves as a proxy for assets' replacement costs or assets' fair value.
  • Value attributed to retained earnings, which are defined as the difference between Net Income (NI) and Dividends (Div). The value of this component is calculated as the value of a perpetual bond with the coupon equal to the company's average yearly retained earnings, and the required rate of return for retained earnings (RRRre) of 20%.
  • Value attributed to dividends. The value of this component is calculated as the value of a perpetual bond with the coupon equal to the company's average yearly dividend (Div) and the required rate of return for dividends (RRRd) of 10%.

Thus, using the Graham and Dodd's approach to security selection we came up with the following very simplified formula for valuation of common stocks:

           V* = TBV + ((NI – Div) / RRRre) + (Div / RRRd)

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