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
AFSI AmTrust Financial Service 411 176 2.34 50 14.340 21.26 1.5 premium content
AHC A. H. Belo Series A 30 22 1.39 -40 5.550 10.27 1.9 premium content
AKO-A Embotelladora Andina S.A. 84112 171 492.48 50 22.110 4475.19 202.4 premium content
AKO-B Embotelladora Andina S.A. 84112 151 557.98 50 24.740 5070.37 204.9 premium content
ALN American Lorain 8 38 0.21 -140 0.470 1.14 2.4 premium content
AMOV America Movil Cl A ADR 29950 3298 9.08 50 15.610 82.52 5.3 premium content
AMX America Movil ADR 29950 3221 9.3 50 15.820 84.48 5.3 premium content
ASR Grupo Aeroportuario del S 2942 30 98.73 50 207.460 897.2 4.3 premium content
ASX Advanced Semiconductor En 19602 1655 11.85 50 6.130 107.65 17.6 premium content
ATAI ATA ADR 25 22 1.13 50 4.830 10.28 2.1 premium content
AXL American Axle&Manufacturi 207 75 2.75 50 14.720 24.96 1.7 premium content
BBBY Bed Bath&Beyond 940 145 6.49 50 29.650 58.95 2 premium content
BCOM B Communications 691 108 6.37 50 19.440 57.93 3 premium content
BIDU Baidu ADR 18999 349 54.4 50 178.140 494.36 2.8 premium content
BORN China New Borun ADR 96 26 3.73 50 1.360 33.91 24.9 premium content
BRFS BRF ADR 1655 808 2.05 50 12.000 18.62 1.6 premium content
BZH Beazer Homes USA 128 33 3.88 50 13.040 35.21 2.7 premium content
CBB Cincinnati Bell 177 40 4.41 50 18.650 40.06 2.1 premium content
CCM Concord Medical Services 44 44 1 50 3.520 9.13 2.6 premium content
CCU Compania Cervecerias Unid 116694 189 617.93 50 26.350 5615.09 213.1 premium content
CEA China Eastern Airlines AD 3440 463 7.44 50 29.200 67.58 2.3 premium content
CGA China Green Agriculture 27 38 0.72 50 1.300 6.51 5 premium content
CGI Celadon Group 31 27 1.16 50 3.050 10.57 3.5 premium content
CHA China Telecom ADR 18426 795 23.19 50 48.600 210.71 4.3 premium content
CHL China Mobile ADR 113150 4038 28.02 50 53.610 254.62 4.7 premium content
CHT Chunghwa Telecom ADR 40971 783 52.35 50 35.650 475.74 13.3 premium content
CIG Companhia Energetica de M 2903 1424 2.04 50 2.250 18.53 8.2 premium content
CMRE Costamare 121 88 1.38 50 6.870 12.5 1.8 premium content
CODI Compass Diversified Holdi 170 60 2.83 50 17.000 25.7 1.5 premium content
CPSS Consumer Portfolio Servic 31 23 1.32 50 4.430 12 2.7 premium content
CREG China Recycling Energy 18 8 2.14 50 1.300 19.46 15 premium content
CSIQ Canadian Solar 148 56 2.65 50 15.780 24.07 1.5 premium content
CX Cemex ADR 2817 1346 2.09 50 9.190 19.02 2.1 premium content
CZZ Cosan Cl A 305 266 1.15 50 6.020 10.41 1.7 premium content
DAC Danaos 50 105 0.47 50 1.650 4.31 2.6 premium content
DCM NTT DoCoMo ADR 474400 3931 120.68 50 24.740 1096.58 44.3 premium content
DRAD Digirad 13 19 0.68 50 3.950 6.17 1.6 premium content
DRD DRDGOLD ADR 28 44 0.64 50 3.300 5.79 1.8 premium content
EDN Empresa Distribuidora y C 378 22 17.33 50 30.790 157.43 5.1 premium content
EHIC eHi Car Services ADR 150 69 2.16 50 9.900 19.66 2 premium content
ELLO Ellomay Capital 55 11 4.99 50 9.020 45.37 5 premium content
ELP Companhia Paranaense de E 1157 241 4.8 50 7.430 43.59 5.9 premium content
ENIA Enel Americas ADR 551602 996 553.88 -200 9.410 2384.08 253.4 premium content
ENIC Enel Chile ADR 214608 996 215.47 50 5.580 1957.95 350.9 premium content
EOCC Enel Generacion Chile ADR 360450 274 1317.38 50 22.860 11970.94 523.7 premium content
ERJ Embraer ADR 776 182 4.26 50 18.960 38.67 2 premium content
EXPR Express 101 77 1.31 50 6.420 11.88 1.9 premium content
FAC First Acceptance 12 38 0.31 50 1.090 2.85 2.6 premium content
FANH Fanhua ADR 156 57 2.75 50 8.950 24.97 2.8 premium content
FENG Phoenix New Media Cl A AD 206 71 2.92 -180 2.750 13.67 5 premium content
FMX Fomento Economico Mexican 18508 324 57.12 50 97.010 519.05 5.4 premium content
GFA Gafisa ADR 299 191 1.57 50 6.520 14.25 2.2 premium content
GME GameStop Cl A 383 94 4.08 50 20.650 37.04 1.8 premium content
GRAM Grana y Montero ADR 236 158 1.5 50 3.170 13.61 4.3 premium content
GSH Guangshen Railway ADR 1002 168 5.96 50 24.650 54.11 2.2 premium content
GURE Gulf Resources Inc 24 47 0.51 50 1.610 4.66 2.9 premium content
HIBB Hibbett Sports 72 21 3.37 50 20.300 30.65 1.5 premium content
HLG Hailiang Education Group 127 26 4.92 50 8.800 44.74 5.1 premium content
HMC Honda Motor ADR 492890 1794 274.72 50 27.650 2496.33 90.3 premium content
HNH Handy&Harman 58 12 4.75 50 28.700 43.15 1.5 premium content
HNP Huaneng Power Internation 11612 555 20.9 50 28.690 189.96 6.6 premium content
HOV Hovnanian Enterprises Cl 96 144 0.67 50 2.390 6.05 2.5 premium content
IBA Industrias Bachoco ADR 3899 48 80.61 50 56.800 732.53 12.9 premium content
IIJI Internet Initiative Japan 3947 96 41.09 50 8.690 373.42 43 premium content
INFY Infosys ADR 130451 2281 57.18 50 14.850 519.63 35 premium content
IX Orix ADR 227304 264 862.12 50 79.890 7834.08 98.1 premium content
JASO JA Solar Holdings ADR 206 47 4.42 50 6.440 40.2 6.2 premium content
JKS JinkoSolar Holding ADR 515 30 17.34 50 20.770 157.54 7.6 premium content
JMEI Jumei International Holdi 228 145 1.57 50 2.390 14.3 6 premium content
JOBS 51job ADR 519 60 8.68 50 46.350 78.89 1.7 premium content
JP Jupai Holdings ADR 111 29 3.79 50 8.010 34.45 4.3 premium content
KBH KB Home 370 85 4.36 50 22.410 39.58 1.8 premium content
KEP Korea Electric Power ADR 5345337 1283 4166.57 50 18.620 37861.46 2033.4 premium content
KOF Coca-Cola Femsa ADR 10283 68 150.28 50 84.080 1365.56 16.2 premium content
KYO Kyocera ADR 104559 373 280.47 -310 59.530 617.04 10.4 premium content
LFC China Life Insurance ADR 30558 6532 4.68 50 15.500 42.51 2.7 premium content
LN LINE ADR 1395 218 6.39 50 36.240 58.02 1.6 premium content
MBT Mobile TeleSystems ADR 60211 906 66.44 50 8.800 603.69 68.6 premium content
MIXT MiX Telematics ADR 162 24 6.87 50 8.000 62.44 7.8 premium content
NNI Nelnet Cl A 278 37 7.48 50 46.350 67.94 1.5 premium content
NTES Netease ADR 7699 134 57.44 50 333.560 521.91 1.6 premium content
NTL Nortel Inversora ADR 1890 3 618.46 50 30.600 5619.88 183.7 premium content
NTT Nippon Telegraph&Telephon 613759 2081 294.94 50 42.430 2680.11 63.2 premium content
NVGS Navigator Holdings 74 54 1.37 50 7.650 12.47 1.6 premium content
NVO Novo Nordisk ADR 33089 1999 16.55 50 44.440 150.42 3.4 premium content
OMAB Grupo Aeroportuario del C 1376 43 31.88 50 46.840 289.7 6.2 premium content
ONP Orient Paper 12 21 0.56 -150 1.040 2.97 2.9 premium content
PAC Grupo Aeroportuario del P 2750 55 49.59 50 109.740 450.66 4.1 premium content
PACD Pacific Drilling 113 20 5.6 -10 1.630 44.43 27.3 premium content
PAM Pampa Energia ADR 1365 74 18.47 50 58.850 167.88 2.9 premium content
PDLI PDL BioPharma 307 162 1.9 50 2.540 17.25 6.8 premium content
PHI PLDT ADR 30525 226 135.07 20 36.350 1149.82 31.6 premium content
PIR Pier 1 Imports 74 81 0.91 40 5.240 8.08 1.5 premium content
PZE Petrobras Argentina ADR 697 201 3.47 50 11.990 31.5 2.6 premium content
QIWI QIWI ADR 4028 60 66.76 50 24.410 606.68 24.9 premium content
RAD Rite Aid 841 1052 0.8 50 3.110 7.26 2.3 premium content
RDY Dr. Reddy's Laborator 21236 164 129.83 50 41.580 1179.77 28.4 premium content
RRTS Roadrunner Transportation 50 38 1.31 50 6.890 11.88 1.7 premium content
SBGL Sibanye Gold ADR 1990 238 8.37 50 5.090 76.1 15 premium content
SBS Companhia de Saneamento B 1121 677 1.66 50 9.270 15.05 1.6 premium content
SC Santander Consumer USA Ho 772 354 2.18 50 11.660 19.83 1.7 premium content
SDLP Seadrill Partners 180 86 2.1 50 3.160 19.07 6 premium content
SDT SandRidge Mississippian T 44 27 1.62 0 1.400 13.2 9.4 premium content
SELB Selecta Biosciences 94 18 5.22 50 17.710 47.39 2.7 premium content
SHIP Seanergy Maritime Holding 27 33 0.82 50 0.840 7.48 8.9 premium content
SIFY Sify Technologies ADR 377 185 2.04 50 0.720 18.56 25.8 premium content
SIM Grupo Simec ADR 1520 165 9.24 50 10.800 83.96 7.8 premium content
SKM SK Telecom ADR 1652915 730 2264.65 -40 25.050 16679.68 665.9 premium content
SMRT Stein Mart 26 44 0.59 50 1.530 5.37 3.5 premium content
SPIL Siliconware Precision Ind 8783 627 14.01 -30 8.010 105.89 13.2 premium content
SSW Seaspan 210 106 1.98 50 6.200 18.02 2.9 premium content
TEO Telecom Argentina ADR 3426 99 34.71 50 24.380 315.37 12.9 premium content
TGNA TEGNA 653 214 3.05 50 14.550 27.71 1.9 premium content
TKC Turkcell Iletisim Hizmetl 2251 865 2.6 50 8.260 23.64 2.9 premium content
TLK Telekomunikasi Indonesia 14644667 1004 14583.56 50 33.730 132520.19 3928.9 premium content
TM Toyota Motor ADR 2103050 1614 1303.36 50 105.240 11843.58 112.5 premium content
TNK Teekay Tankers 78 153 0.51 50 1.720 4.64 2.7 premium content
TOO Teekay Offshore Partners 61 146 0.42 50 2.150 3.8 1.8 premium content
TSM Taiwan Semiconductor Manu 301568 5060 59.6 50 36.730 541.58 14.7 premium content
TTM Tata Motors ADR 118297 643 183.88 50 34.000 1670.95 49.1 premium content
UMC United Microelectronics A 12396 2572 4.82 50 2.040 43.79 21.5 premium content
VCO Vina Concha y Toro ADR 40123 37 1075.37 50 31.790 9771.81 307.4 premium content
VIPS Vipshop Holdings ADR 1489 585 2.55 50 11.870 23.13 1.9 premium content
VIV Telefonica Brasil ADR 4147 1581 2.62 50 13.630 23.84 1.7 premium content
VLRS Controladora Vuela Compan 2196 89 24.63 50 14.640 223.78 15.3 premium content
VSI Vitamin Shoppe 60 23 2.62 50 10.450 23.81 2.3 premium content
WIT Wipro ADR 84472 1842 45.86 50 5.090 416.69 81.9 premium content
XIN Xinyuan Real Estate ADR 80 66 1.22 50 4.910 11.09 2.3 premium content
YECO Yulong Eco-Materials 10 12 0.84 50 0.470 7.6 16.2 premium content
YIN Yintech Investment Holdin 331 68 4.89 50 9.920 44.4 4.5 premium content
YNDX Yandex 11166 313 35.67 50 27.550 324.1 11.8 premium content
YPF YPF ADR 6235 395 15.8 50 22.390 143.56 6.4 premium content
YY YY ADR 858 54 15.84 50 58.800 143.91 2.4 premium content
ZNH China Southern Airlines A 2500 299 8.37 50 41.350 76.02 1.8 premium content
ZPIN Zhaopin ADR 240 54 4.48 50 18.240 40.72 2.2 premium content

The complete list of 135 stocks matching your screening parameters:

AFSI, AHC, AKO-A, AKO-B, ALN, AMOV, AMX, ASR, ASX, ATAI, AXL, BBBY, BCOM, BIDU, BORN, BRFS, BZH, CBB, CCM, CCU, CEA, CGA, CGI, CHA, CHL, CHT, CIG, CMRE, CODI, CPSS, CREG, CSIQ, CX, CZZ, DAC, DCM, DRAD, DRD, EDN, EHIC, ELLO, ELP, ENIA, ENIC, EOCC, ERJ, EXPR, FAC, FANH, FENG, FMX, GFA, GME, GRAM, GSH, GURE, HIBB, HLG, HMC, HNH, HNP, HOV, IBA, IIJI, INFY, IX, JASO, JKS, JMEI, JOBS, JP, KBH, KEP, KOF, KYO, LFC, LN, MBT, MIXT, NNI, NTES, NTL, NTT, NVGS, NVO, OMAB, ONP, PAC, PACD, PAM, PDLI, PHI, PIR, PZE, QIWI, RAD, RDY, RRTS, SBGL, SBS, SC, SDLP, SDT, SELB, SHIP, SIFY, SIM, SKM, SMRT, SPIL, SSW, TEO, TGNA, TKC, TLK, TM, TNK, TOO, TSM, TTM, UMC, VCO, VIPS, VIV, VLRS, VSI, WIT, XIN, YECO, YIN, YNDX, YPF, YY, ZNH, ZPIN

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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