Graham Formula Stock Screener

RGV min:        RGV max:

Yield on AAA corporate bonds (Y): %

 
2016 backtesting*:  +35.2%

*average 2016 performance of 161 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 Net Inc.
3yr avg.
$ mln
No. of
shares
mln
Avg.
EPS
$/share
Growth
rate
%
Stock
price
$/share
Intrinsic
value
$/share
RGV X-FIN
Intrinsic
value
Potential
%
Rating
AAL American Airlines Group 4068 468 8.69 50 43.600 78.96 1.8 32.67 -25% sell
ABB ABB ADR 2015 154 13.08 50 24.310 118.89 4.9 369.57 +1,420% str.buy
ACET Aceto 26 31 0.84 50 3.040 7.67 2.5 26.63 +776% str.buy
ACH Aluminum Corp. of China A 94 5 18.84 50 11.140 171.18 15.4 4,689.74 +41,998% str.buy
ALJJ ALJ Regional Holdings 13 38 0.34 50 1.780 3.12 1.8 4.20 +136% str.buy
AMOV America Movil Cl A ADR 1314 7 179.78 50 16.370 1633.64 99.8 11,485.72 +70,063% str.buy
ANFI Amira Nature Foods 31 32 0.98 -206 1.830 4.11 2.2 8.56 +368% str.buy
ASX ASE Technology Holding AD 676 146 4.62 50 4.650 41.97 9 36.18 +678% str.buy
AUO AU Optronics ADR 618 43 14.29 50 4.140 129.89 31.4 1,769.20 +42,634% str.buy
BAK Braskem ADR 231 28 8.27 50 29.710 75.14 2.5 2,607.54 +8,677% str.buy
BBBY Bed Bath&Beyond 650 144 4.51 50 19.130 40.98 2.1 79.82 +317% str.buy
BBGI Beasley Broadcast Group C 47 11 4.33 50 6.550 39.38 6 95.07 +1,351% str.buy
BGI Birks Group 7 10 0.68 -177 1.300 3.24 2.5 0.54 -58% str.sell
BORN China New Borun ADR 19 13 1.48 50 1.120 13.42 12 27.31 +2,338% str.buy
BT BT Group ADR 2976 32 93.78 50 15.100 852.2 56.4 1,548.25 +10,153% str.buy
BTI British American Tobacco 20929 230 91.14 50 47.420 828.19 17.5 1,390.41 +2,832% str.buy
BUD Anheuser-Busch InBev ADR 5811 104 55.99 50 92.040 508.76 5.5 5,582.55 +5,965% str.buy
CAJ Canon ADR 1755 24 73.8 50 31.680 670.6 21.2 1,819.74 +5,644% str.buy
CBB Cincinnati Bell 153 50 3.05 50 14.950 27.72 1.9 11.91 -20% sell
CCU Compania Cervecerias Unid 216 31 6.88 50 28.230 62.56 2.2 107.08 +279% str.buy
CEO CNOOC ADR 2314 11 220.19 50 182.560 2000.88 11 32,023.20 +17,441% str.buy
CEPU Central Puerto ADR 135 26 5.27 50 12.100 47.93 4 432.89 +3,478% str.buy
CETX Cemtrex 4 12 0.35 50 1.510 3.14 2.1 4.50 +198% str.buy
CGA China Green Agriculture 27 39 0.69 50 0.920 6.31 6.9 6.34 +589% str.buy
CHT Chunghwa Telecom ADR 1315 25 53.65 50 35.480 487.55 13.7 207.30 +484% str.buy
CHU China Unicom (Hong Kong) 664 35 18.72 50 12.130 170.13 14 321.00 +2,546% str.buy
CIG Companhia Energetica de M 343 189 1.82 50 1.810 16.52 9.1 59.74 +3,200% str.buy
CMCM Cheetah Mobile ADR 73 42 1.75 50 9.790 15.87 1.6 165.98 +1,595% str.buy
CPAC Cementos Pacasmayo ADR 42 13 3.11 50 10.080 28.29 2.8 24.60 +144% str.buy
CPL CPFL Energia ADR 284 5 57.57 50 11.690 523.15 44.8 7,930.56 +67,741% str.buy
CRH CRH ADR 1477 40 36.72 50 33.020 333.71 10.1 793.02 +2,302% str.buy
CWH Camping World Holdings Cl 131 37 3.54 50 22.060 32.17 1.5 69.56 +215% str.buy
CXDC China XD Plastics 72 50 1.43 50 3.600 13.01 3.6 31.12 +764% str.buy
CYOU Changyou.com ADR 156 18 8.86 50 13.960 80.48 5.8 100.09 +617% str.buy
CZR Caesars Entertainment 862 147 5.87 50 10.800 53.3 4.9 0.00 -100% str.sell
DEO Diageo ADR 3510 103 34.04 50 141.250 309.36 2.2 552.56 +291% str.buy
DQ Daqo New Energy ADR 50 9 5.42 50 30.210 49.21 1.6 889.11 +2,843% str.buy
EC Ecopetrol ADR 590 54 10.85 50 24.780 98.59 4 3,142.14 +12,580% str.buy
ELP Companhia Paranaense de E 289 33 8.72 50 5.460 79.27 14.5 144.94 +2,555% str.buy
EMKR Emcore 27 27 0.98 50 4.600 8.92 1.9 3.22 -30% sell
ENIA Enel Americas ADR 817 88 9.24 50 8.050 84 10.4 295.33 +3,569% str.buy
ENIC Enel Chile ADR 499 72 6.93 50 4.940 62.94 12.7 177.30 +3,489% str.buy
EOCC Enel Generacion Chile ADR 647 2 314.69 50 20.400 2859.56 140.2 5,184.59 +25,315% str.buy
EVC Entravision Communication 74 65 1.15 50 5.100 10.41 2 71.01 +1,292% str.buy
EVK Ever-Glory International 11 15 0.74 50 3.150 6.76 2.1 40.97 +1,201% str.buy
F Ford Motor 6524 3915 1.67 50 9.850 15.14 1.5 14.28 +45% buy
FBR Fibria Celulose ADR 308 55 5.64 50 18.450 51.28 2.8 355.70 +1,828% str.buy
FMS Fresenius Medical Care AD 1126 23 48.08 50 51.100 436.91 8.6 1,471.29 +2,779% str.buy
FWONA Liberty Media Series A Li 699 26 27.25 50 35.610 247.61 7 1,676.57 +4,608% str.buy
GHG Greentree Hospitality Gro 39 10 3.82 50 13.010 34.74 2.7 354.78 +2,627% str.buy
GSH Guangshen Railway ADR 161 2 80.22 50 22.550 728.95 32.3 36,250.66 +160,657% str.buy
GSK GlaxoSmithKline ADR 5206 466 11.18 50 40.300 101.58 2.5 350.10 +769% str.buy
HEBT Hebron Technology Cl A 6 16 0.37 50 1.560 3.35 2.1 3.97 +155% str.buy
HGSH China HGS Real Estate 14 45 0.31 50 1.300 2.82 2.2 0.90 -31% sell
HLTH Nobilis Health 20 78 0.26 50 0.900 2.32 2.6 4.44 +393% str.buy
HMC Honda Motor ADR 5966 58 103.12 50 30.870 937.08 30.4 629.13 +1,938% str.buy
HNP Huaneng Power Internation 1463 5 267.31 50 26.270 2429.05 92.5 5,966.20 +22,611% str.buy
HPJ Highpower International 9 16 0.58 50 2.600 5.26 2 25.00 +862% str.buy
IBA Industrias Bachoco ADR 221 4 59.88 50 54.380 544.08 10 276.24 +408% str.buy
IDT IDT Cl B 39 23 1.68 37 5.260 14.81 2.8 12.90 +145% str.buy
IHG InterContinental Hotels G 743 13 55.06 50 62.580 500.34 8 165.95 +165% str.buy
INFY Infosys ADR 2226 373 5.97 50 9.930 54.26 5.5 78.78 +693% str.buy
IRCP IRSA Propiedades Comercia 413 32 13.11 50 26.000 119.12 4.6 39.91 +53% str.buy
JE Just Energy Group 260 148 1.75 -26 3.050 13.37 4.4 7.82 +156% str.buy
JHX James Hardie Industries A 222 3 69.48 50 15.190 631.39 41.6 528.58 +3,380% str.buy
JP Jupai Holdings ADR 38 15 2.52 50 9.070 22.86 2.5 1,685.35 +18,482% str.buy
KEP Korea Electric Power ADR 6232 62 100.67 50 12.800 914.79 71.5 267.08 +1,987% str.buy
KGJI Kingold Jewelry 47 66 0.71 50 1.030 6.46 6.3 190.84 +18,428% str.buy
KT KT ADR 495 168 2.94 50 14.460 26.71 1.8 52.35 +262% str.buy
LCI Lannett 65 38 1.71 50 5.000 15.54 3.1 42.42 +748% str.buy
LIVE Live Ventures 3 2 1.61 50 9.510 14.66 1.5 296.96 +3,023% str.buy
LPL LG Display ADR 1088 21 52.89 50 8.550 480.59 56.2 5,362.15 +62,615% str.buy
MBT Mobile TeleSystems ADR 811 384 2.11 50 8.480 19.21 2.3 71.72 +746% str.buy
MDCA MDC Partners Cl A 51 58 0.89 50 4.650 8.06 1.7 7.45 +60% str.buy
MTOR Meritor 320 86 3.7 50 20.920 33.62 1.6 51.58 +147% str.buy
NGG National Grid ADR 8108 76 106.88 50 52.070 971.25 18.7 676.89 +1,200% str.buy
NVO Novo Nordisk ADR 5693 203 28 50 47.660 254.4 5.3 128.58 +170% str.buy
ONE OneSmart International Ed 25 16 1.53 50 8.970 13.94 1.6 218.54 +2,336% str.buy
ORAN Orange ADR 2752 64 43.02 50 16.120 390.95 24.3 3,183.40 +19,648% str.buy
PAC Grupo Aeroportuario del P 188 5 35.32 50 105.120 320.94 3.1 2,009.95 +1,812% str.buy
PBI Pitney Bowes 242 188 1.29 50 7.480 11.7 1.6 84.80 +1,034% str.buy
PDLI PDL BioPharma 169 151 1.12 50 2.430 10.19 4.2 16.84 +593% str.buy
PHG Koninklijke Philips ADR 1397 75 18.64 50 45.850 169.41 3.7 513.37 +1,020% str.buy
PKX POSCO ADR 1162 37 31.49 50 67.760 286.16 4.2 239.69 +254% str.buy
PRPH ProPhase Labs 12 11 1.08 50 3.060 9.8 3.2 0.74 -76% str.sell
PTR PetroChina ADR 3350 8 407.49 50 77.480 3702.87 47.8 5,058.73 +6,429% str.buy
QD Qudian ADR 125 90 1.39 50 5.490 12.59 2.3 1,254.14 +22,744% str.buy
RDY Dr. Reddy's Laborator 213 24 8.94 50 35.290 81.25 2.3 77.39 +119% str.buy
RIO Rio Tinto ADR 4171 118 35.28 50 51.580 320.58 6.2 3,965.07 +7,587% str.buy
SAP SAP ADR 4321 59 72.65 50 121.640 660.16 5.4 4,712.61 +3,774% str.buy
SBS Companhia de Saneamento B 601 125 4.8 50 6.110 43.66 7.1 160.31 +2,524% str.buy
SCKT Socket Mobile 4 6 0.68 50 2.500 6.18 2.5 4.72 +89% str.buy
SKM SK Telecom ADR 1707 80 21.43 50 27.000 194.76 7.2 139.51 +417% str.buy
SMI Semiconductor Manufacturi 222 15 15.16 50 5.410 137.76 25.5 143.13 +2,546% str.buy
SNE Sony ADR 2090 120 17.39 50 57.000 158.07 2.8 3,771.76 +6,517% str.buy
SNN Smith&Nephew ADR 654 40 16.36 50 36.880 148.63 4 255.74 +593% str.buy
SORL SORL Auto Parts 19 19 0.98 50 4.380 8.94 2 48.96 +1,018% str.buy
SQM Sociedad Quimica y Minera 309 38 8.12 50 48.450 73.76 1.5 379.50 +683% str.buy
STM STMicroelectronics 357 104 3.44 50 18.820 31.26 1.7 746.43 +3,866% str.buy
SVU Supervalu 291 39 7.53 50 32.250 68.46 2.1 259.43 +704% str.buy
TI Telecom Italia ADR 1058 21 51.58 50 5.800 468.7 80.8 4,614.38 +79,458% str.buy
TIS Orchids Paper Products 11 11 1.03 -122 3.700 5.98 1.6 2.83 -24% sell
TKC Turkcell Iletisim Hizmetl 3386 45 75.62 50 4.700 687.18 146.2 29,358.63 +624,552% str.buy
TLK Telekomunikasi Indonesia 2081 64 32.36 50 24.290 294.06 12.1 675.79 +2,682% str.buy
TM Toyota Motor ADR 19646 23 858.24 50 124.720 7798.8 62.5 9,769.42 +7,733% str.buy
TNP Tsakos Energy Navigation 56 86 0.65 50 3.430 5.89 1.7 4.32 +26% buy
TOT Total ADR 6638 198 33.47 50 63.330 304.16 4.8 222.16 +251% str.buy
TSM Taiwan Semiconductor Manu 10368 1068 9.71 50 44.060 88.2 2 140.13 +218% str.buy
TSU TIM Participacoes ADR 377 73 5.19 50 14.530 47.19 3.2 72.88 +402% str.buy
TTM Tata Motors ADR 1138 79 14.39 50 17.140 130.8 7.6 58.79 +243% str.buy
UEPS Net 1 U.E.P.S. Technologi 83 53 1.58 50 7.650 14.36 1.9 33.57 +339% str.buy
UGP Ultrapar Participacoes AD 445 31 14.27 50 9.120 129.7 14.2 256.07 +2,708% str.buy
UL Unilever ADR 6018 132 45.52 50 55.890 413.63 7.4 8,557.36 +15,211% str.buy
UMC United Microelectronics A 246 144 1.71 50 2.500 15.52 6.2 11.97 +379% str.buy
UN Unilever ADR 6018 185 32.56 50 56.510 295.86 5.2 6,120.85 +10,731% str.buy
UONE Urban One Cl A 12 2 7.31 -355 2.400 9.79 4.1 263.47 +10,878% str.buy
VC Visteon 845 29 28.78 -47 102.430 208.09 2 68.20 -33% sell
VIV Telefonica Brasil ADR 1171 189 6.19 -5 9.630 49.77 5.2 143.03 +1,385% str.buy
VLRS Controladora Vuela Compan 94 68 1.39 50 7.980 12.6 1.6 36.55 +358% str.buy
WIT Wipro ADR 1294 101 12.75 -126 5.330 72.93 13.7 143.25 +2,588% str.buy
WPP WPP ADR 1965 17 118.09 50 75.110 1073.07 14.3 6,141.54 +8,077% str.buy
XIN Xinyuan Real Estate ADR 68 42 1.61 50 4.780 14.63 3.1 218.57 +4,472% str.buy
ZNH China Southern Airlines A 734 2 367.74 50 34.230 3341.6 97.6 940.87 +2,649% str.buy

The complete list of 123 stocks matching your screening parameters:

AAL, ABB, ACET, ACH, ALJJ, AMOV, ANFI, ASX, AUO, BAK, BBBY, BBGI, BGI, BORN, BT, BTI, BUD, CAJ, CBB, CCU, CEO, CEPU, CETX, CGA, CHT, CHU, CIG, CMCM, CPAC, CPL, CRH, CWH, CXDC, CYOU, CZR, DEO, DQ, EC, ELP, EMKR, ENIA, ENIC, EOCC, EVC, EVK, F, FBR, FMS, FWONA, GHG, GSH, GSK, HEBT, HGSH, HLTH, HMC, HNP, HPJ, IBA, IDT, IHG, INFY, IRCP, JE, JHX, JP, KEP, KGJI, KT, LCI, LIVE, LPL, MBT, MDCA, MTOR, NGG, NVO, ONE, ORAN, PAC, PBI, PDLI, PHG, PKX, PRPH, PTR, QD, RDY, RIO, SAP, SBS, SCKT, SKM, SMI, SNE, SNN, SORL, SQM, STM, SVU, TI, TIS, TKC, TLK, TM, TNP, TOT, TSM, TSU, TTM, UEPS, UGP, UL, UMC, UN, UONE, VC, VIV, VLRS, WIT, WPP, XIN, ZNH

You may copy and paste this list into YOUR PORTFOLIO.


About Graham Formula Stock Screener

Contrary to common belief, Benjamin Graham and David Dodd did not provide any indication that they used a formula or a specific algorithm for determining intrinsic value of a common stock. According to them, "security analysis does not seek to determine exactly what is the intrinsic value of a given security". It can only asses if the price is low or high enough. The intrinsic value is a range with vaguely defined limits, not a specific number.

In The Intelligent Investor, Benjamin Graham provides a simple formula, that, in his own words, only "approximates the results of the more elaborate calculations in vogue" (i.e. other methods) for the valuation of growth stocks. He never actually suggested or implied that that the formula gives the "true value" of a growth stock. This formula appeared in the text in the context of the discussion how unreliable predictions of future growth rates are.

The formula was slightly revised in 1974 to adjust for variations in market interest rates and was described as follows:

Graham formula

where V* is intrinsic value of a stock, EPS is the company’s last 12-month earnings per share, 8.5 is the constant representing the appropriate P/E ratio for a no-growth company as proposed by Graham, g is the company’s long-term (five years) earnings growth estimate, 4.4 is the average yield of high-grade corporate bonds in 1962, when this model was first introduced, and Y is the current yield on 20yr AAA corporate bonds.

Despite specific warnings from the author, the equation, known as the Benjamin Graham formula, is commonly used today for valuation of stocks.

Overzealous Graham followers even introduced the notion of relative Graham value (RGV), which is calculated as the ratio of stock's intrinsic value (V*) to its current price (P):

Relative Graham Value

For overvalued stocks RGV is less than one, while for undervalued ones it is greater than one.

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