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
AUO AU Optronics Corp 618 962 0.64 50 2.600 5.84 2.2 79.52 +2,959% str.buy
AXL American Axle & Manufactu 173 112 1.55 50 7.680 14.1 1.8 49.53 +545% str.buy
BBW Build-A-Bear Workshop, In 12 15 0.8 -174 2.450 3.85 1.6 1.78 -27% sell
BIG Big Lots, Inc. 162 40 4.05 50 22.760 36.76 1.6 229.21 +907% str.buy
BORN China New Borun Corporati 19 26 0.74 50 0.310 6.71 21.6 13.72 +4,325% str.buy
BTI British American Tobacco 20929 2294 9.12 50 35.980 82.91 2.3 225.78 +528% str.buy
CARS Cars.com Inc. 147 67 2.18 50 9.520 19.84 2.1 41.58 +337% str.buy
CC Chemours Company (The) 583 167 3.49 50 14.660 31.71 2.2 59.09 +303% str.buy
CEIX CNX Resources Corporation 87 28 3.16 50 16.580 28.69 1.7 220.77 +1,232% str.buy
CEO CNOOC Limited 2314 10 223.32 50 152.410 2029.26 13.3 32,477.73 +21,209% str.buy
CEPU Central Puerto S.A. 135 151 0.89 50 2.910 8.1 2.8 73.19 +2,415% str.buy
CLF Cleveland-Cliffs Inc. 556 290 1.92 50 7.260 17.41 2.4 257.87 +3,452% str.buy
CLW Clearwater Paper Corporat 68 16 4.13 -25 14.370 31.61 2.2 45.14 +214% str.buy
CPS Cooper-Standard Holdings 127 17 7.28 31 39.650 63.54 1.6 122.94 +210% str.buy
CRC California Resources Corp 114 49 2.33 50 10.080 21.21 2.1 578.40 +5,638% str.buy
CWH Camping World Holdings, I 131 88 1.49 50 7.850 13.5 1.7 20.40 +160% str.buy
CYD China Yuchai Internationa 90 41 2.2 50 12.940 20.02 1.5 337.91 +2,511% str.buy
DAN Dana Incorporated 393 144 2.74 50 14.080 24.86 1.8 50.03 +255% str.buy
DLPH Delphi Technologies PLC 293 88 3.32 19 15.650 28.18 1.8 35.90 +129% str.buy
EVC Entravision Communication 74 89 0.83 50 3.150 7.57 2.4 40.50 +1,186% str.buy
FTSI FTS International, Inc. 95 110 0.86 50 2.730 7.84 2.9 32.43 +1,088% str.buy
GCP GCP Applied Technologies 214 72 2.96 50 17.770 26.87 1.5 15.79 -11% hold
GME Gamestop Corporation 264 102 2.58 50 4.310 23.48 5.4 85.56 +1,885% str.buy
GT The Goodyear Tire & Rubbe 786 232 3.38 50 12.190 30.73 2.5 35.87 +194% str.buy
HCLP Hi-Crush Partners LP 40 101 0.4 50 2.300 3.6 1.6 12.89 +460% str.buy
HNP Huaneng Power Internation 1463 392 3.73 50 21.970 33.88 1.5 83.61 +281% str.buy
JE Just Energy Group, Inc. 260 150 1.74 -26 1.270 13.27 10.4 7.76 +511% str.buy
JP Jupai Holdings Limited 38 33 1.15 50 2.185 10.46 4.8 771.33 +35,201% str.buy
KEP Korea Electric Power Corp 6232 1284 4.85 50 10.490 44.11 4.2 12.88 +23% buy
LB L Brands, Inc. 1131 275 4.11 46 16.710 37.05 2.2 23.45 +40% buy
LEXEB Liberty Expedia Holdings, 657 57 11.48 50 47.900 104.32 2.2 5.91 -88% str.sell
LIVE Live Ventures Incorporate 10 2 5.15 50 6.850 46.79 6.8 189.21 +2,662% str.buy
LKSD LSC Communications, Inc. 9 33 0.27 50 1.420 2.45 1.7 15.54 +995% str.buy
LPI Laredo Petroleum, Inc. 204 234 0.87 50 2.490 7.92 3.2 10.46 +320% str.buy
LPL LG Display Co., Ltd. 1088 716 1.52 50 5.970 13.82 2.3 154.16 +2,482% str.buy
MD Mednax, Inc 305 88 3.47 50 20.880 31.54 1.5 78.83 +278% str.buy
MDCA MDC Partners Inc. 54 50 1.08 50 2.490 9.83 3.9 8.59 +245% str.buy
MIK The Michaels Companies, I 377 158 2.39 50 7.760 21.75 2.8 5.98 -23% sell
MMLP Martin Midstream Partners 31 39 0.79 50 3.840 7.21 1.9 1.77 -54% str.sell
MT ArcelorMittal 3832 1009 3.8 50 15.120 34.5 2.3 24.73 +64% str.buy
MTOR Meritor, Inc. 338 84 4.05 50 17.890 36.77 2.1 84.93 +375% str.buy
NGG National Grid Transco, PL 8108 682 11.89 50 51.700 108.02 2.1 20.19 -61% str.sell
NL NL Industries, Inc. 30 49 0.62 50 3.440 5.59 1.6 3.74 +9% hold
NLS Nautilus Group, Inc. (The 25 30 0.84 -232 1.480 3.12 2.1 14.48 +878% str.buy
NNBR NN, Inc. 54 42 1.28 50 6.750 11.65 1.7 17.90 +165% str.buy
NRP Natural Resource Partners 108 12 8.81 50 26.210 80.04 3.1 194.37 +642% str.buy
ODP Office Depot, Inc. 271 542 0.5 50 1.520 4.55 3 9.83 +547% str.buy
OSN Ossen Innovation Co., Ltd 5 7 0.76 50 3.660 6.89 1.9 3.73 +2% hold
PDLI PDL BioPharma, Inc. 169 146 1.16 50 2.210 10.52 4.8 23.96 +984% str.buy
PRPH ProPhase Labs, Inc. 11 12 0.95 50 1.850 8.65 4.7 0.69 -63% str.sell
QRTEA Qurate Retail, Inc. 1531 435 3.52 50 11.180 31.98 2.9 112.26 +904% str.buy
REGI Renewable Energy Group, I 86 37 2.3 50 14.080 20.92 1.5 4.92 -65% str.sell
RETO ReTo Eco-Solutions, Inc. 4 23 0.18 50 1.030 1.6 1.6 7.48 +626% str.buy
SALM Salem Media Group, Inc. 10 26 0.38 -36 1.470 2.84 1.9 14.26 +870% str.buy
SAUC Diversified Restaurant Ho 9 33 0.27 50 0.425 2.46 5.8 0.42 -0% hold
SCKT Socket Mobile, Inc. 4 6 0.68 50 2.350 6.18 2.6 4.71 +100% str.buy
SIGA SIGA Technologies Inc. 115 81 1.42 50 5.280 12.91 2.4 47.94 +808% str.buy
SND Smart Sand, Inc. 17 42 0.41 50 2.350 3.71 1.6 1.15 -51% str.sell
SORL SORL Auto Parts, Inc. 21 19 1.09 50 3.260 9.89 3 23.99 +636% str.buy
TEDU Tarena International, Inc 30 53 0.56 50 1.280 5.1 4 21.65 +1,591% str.buy
TYHT Shineco, Inc. 8 23 0.35 50 0.600 3.18 5.3 4.07 +579% str.buy
UEPS Net 1 UEPS Technologies, 73 57 1.28 46 3.140 11.57 3.7 19.33 +516% str.buy
UNFI United Natural Foods, Inc 141 51 2.77 50 9.310 25.21 2.7 6.35 -32% sell
UPL Ultra Petroleum Corp. 106 197 0.54 7 0.170 4.44 26.1 3.51 +1,966% str.buy
ZKIN ZK International Group Co 6 17 0.36 50 1.670 3.29 2 4.55 +172% str.buy

The complete list of 65 stocks matching your screening parameters:

AUO, AXL, BBW, BIG, BORN, BTI, CARS, CC, CEIX, CEO, CEPU, CLF, CLW, CPS, CRC, CWH, CYD, DAN, DLPH, EVC, FTSI, GCP, GME, GT, HCLP, HNP, JE, JP, KEP, LB, LEXEB, LIVE, LKSD, LPI, LPL, MD, MDCA, MIK, MMLP, MT, MTOR, NGG, NL, NLS, NNBR, NRP, ODP, OSN, PDLI, PRPH, QRTEA, REGI, RETO, SALM, SAUC, SCKT, SIGA, SND, SORL, TEDU, TYHT, UEPS, UNFI, UPL, ZKIN

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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