This screen seeks to replicate the approach of Warren Buffett, arguably the most successful living investor - based on the summary/interpretation by Mary Buffett (a former daughter-in-law) in the best-selling book, "The New Buffettology". In Chapter 13, Mary Buffett outlines a number of screening-type criteria entitled "Warren's Checklist for Potential Investments: His Ten Points of Light", which we summarise out below. Not all of these points are quantitative in nature, admittedly, but there's certainly the beginnings of a good Buffett screen, and one with a slightly different emphasis to that of the Buffett-Hagstrom screen. This version uses the Sustainable Growth method to calculate the "expected return". To learn more about this strategy please click here »
The world's most famous living investor, chairman and CEO of Berkshire Hathaway
The New Buffettology
by Mary Buffett, David Clark, Mary Buffet
The original book, "Buffettology: The Previously Unexplained Techniques That Have Made Warren Buffett the World's Most Famous Investor", was published in 1997 - a more recent edition, "The New Buffetology" was released in 2002. We are not aware of any backtesting for this screen.
This screen is based on a UK dataset.
It uses the following criteria:
Results are sorted by:
And limited to the first 200 Results
| Timeframe | Screen Returns | FTSE 100 | Outperformance |
|---|---|---|---|
| 1 week | 0.19% | 0.05% | 0.1% |
| 1 month | 2.02% | 6.63% | -4.6% |
| 3 months | 0.92% | 5.70% | -4.8% |
| 6 months | 12.61% | 15.64% | -3.0% |
| 1 year | 16.83% | 23.94% | -7.1% |
| Since inception | 29.43% | 24.8% | 4.6% |
| Annualised | 19.60% |
| Maximum Drawdown | -10.19% |
| Average No. of Holdings | 17.2 |
| Diversification Level | Good |
Chart based on an equal weighted portfolio of max 25 stocks rebalanced quarterly. Qualifying shares below updated daily. Past performance not indicative of future returns.
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Can't see the share you expect? View this screen as a checklist to find out why.
