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 426 198 2.16 50 12.860 19.59 1.5 75.42 +486% str.buy
ALTR Altair Engineering Cl A 2514 64 39.3 50 24.860 357.15 14.4 1.32 -95% str.sell
BBBY Bed Bath&Beyond 828 148 5.6 50 23.400 50.91 2.2 99.65 +326% str.buy
BPY Brookfield Property Partn 960 254 3.79 50 21.600 34.4 1.6 36.36 +68% str.buy
BZH Beazer Homes USA 127 33 3.79 50 20.660 34.46 1.7 13.21 -36% sell
CAAS China Automotive Systems 28 31 0.89 50 4.780 8.11 1.7 2.39 -50% str.sell
CBB Cincinnati Bell 177 43 4.13 50 17.700 37.5 2.1 1.00 -94% str.sell
CGA China Green Agriculture 27 39 0.7 50 1.470 6.36 4.3 7.50 +410% str.buy
CGI Celadon Group 31 28 1.11 50 5.750 10.11 1.8 11.12 +93% str.buy
CODI Compass Diversified Holdi 165 60 2.74 50 16.800 24.92 1.5 9.36 -44% sell
CPSS Consumer Portfolio Servic 31 23 1.33 50 4.090 12.12 3 6.54 +60% str.buy
CURO CURO Group Holdings 578 45 12.97 50 15.950 117.87 7.4 15.78 -1% hold
CXDC China XD Plastics 102 50 2.03 50 4.550 18.44 4.1 17.78 +291% str.buy
DRAD Digirad 13 20 0.64 50 2.650 5.78 2.2 1.09 -59% str.sell
FNKO Funko Cl A 66 23 2.88 50 7.240 26.13 3.6 15.94 +120% str.buy
FRAN Francesca's Holdings 37 36 1.03 50 5.950 9.34 1.6 20.38 +243% str.buy
IMH IMPAC Mortgage Holdings 41 21 1.97 50 10.250 17.94 1.8 21.19 +107% str.buy
IRCP IRSA Propiedades Comercia 371 32 11.78 50 57.210 107.01 1.9 1,753.27 +2,965% str.buy
IRS IRSA-Inversiones y Repres 308 60 5.12 50 28.570 46.54 1.6 562.22 +1,868% str.buy
JASO JA Solar Holdings ADR 83 47 1.75 50 7.460 15.94 2.1 21.07 +182% str.buy
JKS JinkoSolar Holding ADR 153 34 4.55 50 24.250 41.38 1.7 26.99 +11% hold
KEP Korea Electric Power ADR 6623 1297 5.11 50 17.110 46.4 2.7 32.16 +88% str.buy
KGJI Kingold Jewelry 54 63 0.86 50 1.930 7.81 4 362.70 +18,693% str.buy
KREF KKR Real Estate Finance T 175 54 3.21 50 19.730 29.19 1.5 330.96 +1,577% str.buy
LEXEA Liberty Expedia Holdings 873 58 15.06 50 48.330 136.84 2.8 1,090.94 +2,157% str.buy
NHTC Natural Health Trends 41 12 3.44 50 14.490 31.3 2.2 33.81 +133% str.buy
NTIP Network-1 Technologies 10 23 0.43 50 2.450 3.93 1.6 16.82 +587% str.buy
OMP Oasis Midstream Partners 118 27 4.36 50 18.800 39.61 2.1 3.07 -84% str.sell
ONP Orient Paper 10 22 0.46 0 1.410 3.76 2.7 4.71 +234% str.buy
PPDF PPDAI Group ADR 533 300 1.78 50 6.680 16.17 2.4 95.92 +1,336% str.buy
RAD Rite Aid 759 1081 0.7 50 2.300 6.38 2.8 2.82 +22% buy
RRTS Roadrunner Transportation 50 39 1.29 50 7.840 11.74 1.5 32.22 +311% str.buy
SHIP Seanergy Maritime Holding 15 37 0.4 50 1.030 3.67 3.6 2.47 +140% str.buy
TGNA TEGNA 653 216 3.02 50 15.030 27.48 1.8 30.23 +101% str.buy
TNK Teekay Tankers 101 272 0.37 50 1.390 3.37 2.4 2.19 +58% str.buy
TRTX TPG RE Finance Trust 6350 60 105.19 50 18.900 955.86 50.6 26.93 +43% buy
VSI Vitamin Shoppe 46 24 1.94 50 4.900 17.63 3.6 38.30 +682% str.buy

The complete list of 37 stocks matching your screening parameters:

AFSI, ALTR, BBBY, BPY, BZH, CAAS, CBB, CGA, CGI, CODI, CPSS, CURO, CXDC, DRAD, FNKO, FRAN, IMH, IRCP, IRS, JASO, JKS, KEP, KGJI, KREF, LEXEA, NHTC, NTIP, OMP, ONP, PPDF, RAD, RRTS, SHIP, TGNA, TNK, TRTX, VSI

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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