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 37.780 78.96 2.1 32.67 -14% hold
ABB ABB ADR 2015 154 13.08 50 19.700 118.89 6 369.57 +1,776% str.buy
ACET Aceto 26 31 0.84 50 1.710 7.67 4.5 26.63 +1,457% str.buy
ACH Aluminum Corp. of China A 94 5 18.84 50 9.480 171.18 18.1 4,689.74 +49,370% str.buy
ALJJ ALJ Regional Holdings 13 38 0.34 50 1.610 3.12 1.9 4.20 +161% str.buy
AMOV America Movil Cl A ADR 1314 7 179.78 50 13.360 1633.64 122.3 11,485.72 +85,871% str.buy
ANFI Amira Nature Foods 31 32 0.98 -206 0.560 4.11 7.3 8.56 +1,429% str.buy
ANW Aegean Marine Petroleum N 34 39 0.86 -367 0.660 0.96 1.5 6.05 +817% str.buy
ASX ASE Technology Holding AD 676 146 4.62 50 3.790 41.97 11.1 36.18 +854% str.buy
AUO AU Optronics ADR 618 43 14.29 50 4.040 129.89 32.2 1,769.20 +43,692% str.buy
AVDL Avadel Pharmaceuticals AD 23 37 0.63 50 3.500 5.68 1.6 22.28 +537% str.buy
AXL American Axle&Manufacturi 271 112 2.43 50 11.580 22.05 1.9 66.73 +476% str.buy
BAK Braskem ADR 231 28 8.27 50 26.140 75.14 2.9 2,607.54 +9,875% str.buy
BBBY Bed Bath&Beyond 650 144 4.51 50 14.110 40.98 2.9 79.82 +466% str.buy
BBGI Beasley Broadcast Group C 47 11 4.33 50 5.990 39.38 6.6 95.07 +1,487% str.buy
BGI Birks Group 7 10 0.68 -177 1.350 3.24 2.4 0.54 -60% str.sell
BORN China New Borun ADR 19 13 1.48 50 1.030 13.42 13 27.31 +2,551% str.buy
BT BT Group ADR 2976 32 93.78 50 16.280 852.2 52.3 1,548.25 +9,410% str.buy
BTI British American Tobacco 20929 230 91.14 50 37.040 828.19 22.4 1,390.41 +3,654% str.buy
BUD Anheuser-Busch InBev ADR 5811 104 55.99 50 73.210 508.76 6.9 5,582.55 +7,525% str.buy
CAJ Canon ADR 1755 24 73.8 50 28.380 670.6 23.6 1,819.74 +6,312% str.buy
CBB Cincinnati Bell 153 50 3.05 50 12.080 27.72 2.3 11.91 -1% hold
CCU Compania Cervecerias Unid 216 31 6.88 50 24.710 62.56 2.5 107.08 +333% str.buy
CEO CNOOC ADR 2314 11 220.19 50 163.120 2000.88 12.3 32,023.20 +19,532% str.buy
CEPU Central Puerto ADR 135 26 5.27 50 9.450 47.93 5.1 432.89 +4,481% str.buy
CETX Cemtrex 4 12 0.35 50 1.280 3.14 2.5 4.50 +252% str.buy
CGA China Green Agriculture 27 39 0.69 50 0.540 6.31 11.7 6.34 +1,074% str.buy
CHT Chunghwa Telecom ADR 1315 25 53.65 50 34.310 487.55 14.2 207.30 +504% str.buy
CHU China Unicom (Hong Kong) 664 35 18.72 50 10.900 170.13 15.6 321.00 +2,845% str.buy
CIFS China Internet Nationwide 15 22 0.68 50 1.790 6.16 3.4 241.67 +13,401% str.buy
CIG Companhia Energetica de M 343 189 1.82 50 2.930 16.52 5.6 59.74 +1,939% str.buy
CMCM Cheetah Mobile ADR 73 42 1.75 50 9.300 15.87 1.7 165.98 +1,685% str.buy
CPAC Cementos Pacasmayo ADR 42 13 3.11 50 9.950 28.29 2.8 24.60 +147% str.buy
CPL CPFL Energia ADR 284 5 57.57 50 13.430 523.15 39 7,930.56 +58,951% str.buy
CRH CRH ADR 1477 40 36.72 50 28.940 333.71 11.5 793.02 +2,640% str.buy
CWH Camping World Holdings Cl 131 37 3.54 50 17.790 32.17 1.8 69.56 +291% str.buy
CXDC China XD Plastics 72 50 1.43 50 2.260 13.01 5.8 31.12 +1,277% str.buy
CYOU Changyou.com ADR 156 18 8.86 50 17.730 80.48 4.5 100.09 +465% str.buy
CZR Caesars Entertainment 862 147 5.87 50 8.140 53.3 6.5 0.00 -100% str.sell
DEO Diageo ADR 3510 103 34.04 50 141.500 309.36 2.2 552.56 +290% str.buy
DLPH Delphi Technologies 264 89 2.97 50 17.200 27.02 1.6 38.52 +124% str.buy
DQ Daqo New Energy ADR 50 9 5.42 50 21.430 49.21 2.3 889.11 +4,049% str.buy
DVD Dover Motorsports 6 18 0.33 50 2.060 2.99 1.5 1.29 -37% sell
EC Ecopetrol ADR 590 54 10.85 50 20.180 98.59 4.9 3,142.14 +15,471% str.buy
ELP Companhia Paranaense de E 289 33 8.72 50 7.280 79.27 10.9 144.94 +1,891% str.buy
EMKR Emcore 27 27 0.98 50 4.400 8.92 2 3.22 -27% sell
ENIA Enel Americas ADR 817 88 9.24 50 7.770 84 10.8 295.33 +3,701% str.buy
ENIC Enel Chile ADR 499 72 6.93 50 4.440 62.94 14.2 177.30 +3,893% str.buy
EOCC Enel Generacion Chile ADR 647 2 314.69 50 18.050 2859.56 158.4 5,184.59 +28,623% str.buy
EVC Entravision Communication 74 65 1.15 50 3.400 10.41 3.1 71.01 +1,989% str.buy
EVK Ever-Glory International 11 15 0.74 50 4.000 6.76 1.7 40.97 +924% str.buy
F Ford Motor 6524 3915 1.67 50 9.540 15.14 1.6 14.28 +50% buy
FBR Fibria Celulose ADR 308 55 5.64 50 18.480 51.28 2.8 355.70 +1,825% str.buy
FMS Fresenius Medical Care AD 1126 23 48.08 50 39.490 436.91 11.1 1,471.29 +3,626% str.buy
FWONA Liberty Media Series A Li 699 26 27.25 50 30.980 247.61 8 1,676.57 +5,312% str.buy
GHG Greentree Hospitality Gro 39 10 3.82 50 12.500 34.74 2.8 354.78 +2,738% str.buy
GME GameStop Cl A 264 102 2.59 50 13.880 23.55 1.7 76.99 +455% str.buy
GSH Guangshen Railway ADR 161 2 80.22 50 19.100 728.95 38.2 36,250.66 +189,694% str.buy
GSK GlaxoSmithKline ADR 5206 466 11.18 50 41.400 101.58 2.5 350.10 +746% str.buy
HDSN Hudson Technologies 9 42 0.21 50 0.960 1.93 2 5.32 +454% str.buy
HEBT Hebron Technology Cl A 6 16 0.37 50 1.150 3.35 2.9 3.97 +245% str.buy
HGSH China HGS Real Estate 14 45 0.31 50 1.360 2.82 2.1 0.90 -34% sell
HLTH Nobilis Health 20 78 0.26 50 0.470 2.32 4.9 4.44 +844% str.buy
HMC Honda Motor ADR 5966 58 103.12 50 28.140 937.08 33.3 629.13 +2,136% str.buy
HNP Huaneng Power Internation 1463 5 267.31 50 23.900 2429.05 101.6 5,966.20 +24,863% str.buy
HPJ Highpower International 9 16 0.58 50 2.460 5.26 2.1 25.00 +916% str.buy
IBA Industrias Bachoco ADR 221 4 59.88 50 41.030 544.08 13.3 276.24 +573% str.buy
IDT IDT Cl B 39 23 1.68 37 7.770 14.81 1.9 12.90 +66% str.buy
IHG InterContinental Hotels G 743 13 55.06 50 53.960 500.34 9.3 165.95 +208% str.buy
INFY Infosys ADR 2226 373 5.97 50 9.400 54.26 5.8 78.78 +738% str.buy
IRCP IRSA Propiedades Comercia 413 32 13.11 50 23.260 119.12 5.1 39.91 +72% str.buy
JE Just Energy Group 260 148 1.75 -26 3.960 13.37 3.4 7.82 +97% str.buy
JHX James Hardie Industries A 222 3 69.48 50 11.530 631.39 54.8 528.58 +4,484% str.buy
JP Jupai Holdings ADR 38 15 2.52 50 8.610 22.86 2.7 1,685.35 +19,474% str.buy
KEP Korea Electric Power ADR 6232 62 100.67 50 12.380 914.79 73.9 267.08 +2,057% str.buy
KGJI Kingold Jewelry 47 66 0.71 50 0.930 6.46 6.9 190.84 +20,421% str.buy
KT KT ADR 495 168 2.94 50 14.470 26.71 1.8 52.35 +262% str.buy
LCI Lannett 65 38 1.71 50 5.440 15.54 2.9 42.42 +680% str.buy
LIVE Live Ventures 3 2 1.61 50 7.790 14.66 1.9 296.96 +3,712% str.buy
LPL LG Display ADR 1088 21 52.89 50 8.030 480.59 59.8 5,362.15 +66,676% str.buy
MBT Mobile TeleSystems ADR 811 384 2.11 50 8.250 19.21 2.3 71.72 +769% str.buy
MDCA MDC Partners Cl A 51 58 0.89 50 2.650 8.06 3 7.45 +181% str.buy
MTOR Meritor 320 86 3.7 50 16.810 33.62 2 51.58 +207% str.buy
NGG National Grid ADR 8108 76 106.88 50 55.640 971.25 17.5 676.89 +1,117% str.buy
NNBR NN 54 28 1.95 50 7.180 17.7 2.5 32.62 +354% str.buy
NVO Novo Nordisk ADR 5693 203 28 50 44.190 254.4 5.8 128.58 +191% str.buy
ONE OneSmart International Ed 25 16 1.53 50 8.040 13.94 1.7 218.54 +2,618% str.buy
ORAN Orange ADR 2752 64 43.02 50 16.450 390.95 23.8 3,183.40 +19,252% str.buy
PAC Grupo Aeroportuario del P 188 5 35.32 50 72.630 320.94 4.4 2,009.95 +2,667% str.buy
PBI Pitney Bowes 242 188 1.29 50 7.930 11.7 1.5 84.80 +969% str.buy
PDLI PDL BioPharma 169 151 1.12 50 2.890 10.19 3.5 16.84 +483% str.buy
PHG Koninklijke Philips ADR 1397 75 18.64 50 37.600 169.41 4.5 513.37 +1,265% str.buy
PKX POSCO ADR 1162 37 31.49 50 56.610 286.16 5.1 239.69 +323% str.buy
PRPH ProPhase Labs 12 11 1.08 50 3.030 9.8 3.2 0.74 -75% str.sell
PTR PetroChina ADR 3350 8 407.49 50 72.430 3702.87 51.1 5,058.73 +6,884% str.buy
QD Qudian ADR 125 90 1.39 50 4.420 12.59 2.8 1,254.14 +28,274% str.buy
RDY Dr. Reddy's Laborator 213 24 8.94 50 34.040 81.25 2.4 77.39 +127% str.buy
RIO Rio Tinto ADR 4171 118 35.28 50 50.180 320.58 6.4 3,965.07 +7,802% str.buy
RYAM Rayonier Advanced Materia 145 51 2.83 50 13.850 25.73 1.9 80.96 +485% str.buy
SAH Sonic Automotive Cl A 91 31 2.97 50 17.790 26.95 1.5 40.80 +129% str.buy
SAP SAP ADR 4321 59 72.65 50 103.730 660.16 6.4 4,712.61 +4,443% str.buy
SBS Companhia de Saneamento B 601 125 4.8 50 7.240 43.66 6 160.31 +2,114% str.buy
SCKT Socket Mobile 4 6 0.68 50 2.060 6.18 3 4.72 +129% str.buy
SKM SK Telecom ADR 1707 80 21.43 50 26.260 194.76 7.4 139.51 +431% str.buy
SMI Semiconductor Manufacturi 222 15 15.16 50 4.050 137.76 34 143.13 +3,434% str.buy
SNE Sony ADR 2090 120 17.39 50 51.240 158.07 3.1 3,771.76 +7,261% str.buy
SNN Smith&Nephew ADR 654 40 16.36 50 36.600 148.63 4.1 255.74 +599% str.buy
SORL SORL Auto Parts 19 19 0.98 50 3.750 8.94 2.4 48.96 +1,206% str.buy
SQM Sociedad Quimica y Minera 309 38 8.12 50 43.270 73.76 1.7 379.50 +777% str.buy
STM STMicroelectronics 357 104 3.44 50 14.000 31.26 2.2 746.43 +5,232% str.buy
SVU Supervalu 291 39 7.53 50 32.490 68.46 2.1 259.43 +698% str.buy
TI Telecom Italia ADR 1058 21 51.58 50 6.090 468.7 77 4,614.38 +75,670% str.buy
TIS Orchids Paper Products 11 11 1.03 -122 1.630 5.98 3.7 2.83 +73% str.buy
TKC Turkcell Iletisim Hizmetl 3386 45 75.62 50 5.230 687.18 131.4 29,358.63 +561,251% str.buy
TLK Telekomunikasi Indonesia 2081 64 32.36 50 25.980 294.06 11.3 675.79 +2,501% str.buy
TM Toyota Motor ADR 19646 23 858.24 50 115.110 7798.8 67.8 9,769.42 +8,387% str.buy
TNP Tsakos Energy Navigation 56 86 0.65 50 3.360 5.89 1.8 4.32 +29% buy
TOT Total ADR 6638 198 33.47 50 54.850 304.16 5.5 222.16 +305% str.buy
TSM Taiwan Semiconductor Manu 10368 1068 9.71 50 37.400 88.2 2.4 140.13 +275% str.buy
TSU TIM Participacoes ADR 377 73 5.19 50 14.960 47.19 3.2 72.88 +387% str.buy
TTM Tata Motors ADR 1138 79 14.39 50 12.180 130.8 10.7 58.79 +383% str.buy
UEPS Net 1 U.E.P.S. Technologi 83 53 1.58 50 4.500 14.36 3.2 33.57 +646% str.buy
UGP Ultrapar Participacoes AD 445 31 14.27 50 10.220 129.7 12.7 256.07 +2,406% str.buy
UL Unilever ADR 6018 132 45.52 50 54.020 413.63 7.7 8,557.36 +15,741% str.buy
UMC United Microelectronics A 246 144 1.71 50 1.640 15.52 9.5 11.97 +630% str.buy
UN Unilever ADR 6018 185 32.56 50 55.060 295.86 5.4 6,120.85 +11,017% str.buy
UONE Urban One Cl A 12 2 7.31 -355 2.600 9.79 3.8 263.47 +10,033% str.buy
VC Visteon 845 29 28.78 -47 78.740 208.09 2.6 68.20 -13% hold
VIV Telefonica Brasil ADR 1171 189 6.19 -5 11.580 49.77 4.3 143.03 +1,135% str.buy
VLRS Controladora Vuela Compan 94 68 1.39 50 6.360 12.6 2 36.55 +475% str.buy
WIT Wipro ADR 1294 101 12.75 -126 5.140 72.93 14.2 143.25 +2,687% str.buy
WPP WPP ADR 1965 17 118.09 50 55.390 1073.07 19.4 6,141.54 +10,988% str.buy
XIN Xinyuan Real Estate ADR 68 42 1.61 50 4.420 14.63 3.3 218.57 +4,845% str.buy
ZKIN ZK International Group 5 13 0.38 50 1.800 3.44 1.9 10.29 +472% str.buy
ZNH China Southern Airlines A 734 2 367.74 50 32.340 3341.6 103.3 940.87 +2,809% str.buy

The complete list of 135 stocks matching your screening parameters:

AAL, ABB, ACET, ACH, ALJJ, AMOV, ANFI, ANW, ASX, AUO, AVDL, AXL, BAK, BBBY, BBGI, BGI, BORN, BT, BTI, BUD, CAJ, CBB, CCU, CEO, CEPU, CETX, CGA, CHT, CHU, CIFS, CIG, CMCM, CPAC, CPL, CRH, CWH, CXDC, CYOU, CZR, DEO, DLPH, DQ, DVD, EC, ELP, EMKR, ENIA, ENIC, EOCC, EVC, EVK, F, FBR, FMS, FWONA, GHG, GME, GSH, GSK, HDSN, HEBT, HGSH, HLTH, HMC, HNP, HPJ, IBA, IDT, IHG, INFY, IRCP, JE, JHX, JP, KEP, KGJI, KT, LCI, LIVE, LPL, MBT, MDCA, MTOR, NGG, NNBR, NVO, ONE, ORAN, PAC, PBI, PDLI, PHG, PKX, PRPH, PTR, QD, RDY, RIO, RYAM, SAH, 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, ZKIN, 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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