This is a large-cap dividend focused screen, loosely based on the "Dividend Attraction" screen discussed by Kevin Matras in his useful book, "Finding Number 1 Stocks". It focuses on the added dividend security to be found amongst larger-cap stocks in a credit-constrained environment. In Matras' version, however, the primary filter is the Zacks Rank (a proprietary metric analysing analyst forecasts for i) Agreement, ii) Magnitude, iii) Upside Potential, Surprise). However, this version just uses the 3 month change in analyst forecasts instead. The other elements are: i) A market capitalisation above £1.5 bn, ii) Positive 5 Year Dividend growth, iii) Above Average Return on Equity, iv) Above Average EPS Growth and v) Price to Operating Cashflow.
Finding #1 Stocks: Screening, Backtesting and Time-Proven Strategies
by Kevin Matras
Based on Zacks Research Wizard product, this practical guide discloses several trading methods that have outperformed the market for a long period of time and shows you how to screen stocks and develop selection criteria to build various types of stock portfolios, such as aggressive growth; growth and income; momentum; and value.
This screen is based on a UK dataset.
It uses the following criteria:
Results are sorted by:
And limited to the first 50 Results
Large Cap Dividend Attraction Screen Graphical History Returns| Timeframe | Screen Returns | FTSE 100 | Outperformance |
|---|---|---|---|
| 1 week | 3.63% | 1.44% | 2.2% |
| 1 month | 10.86% | 6.08% | 4.8% |
| 3 months | 10.63% | 5.68% | 5.0% |
| 6 months | 30.43% | 19.31% | 11.1% |
| 1 year | 39.72% | 23.73% | 16.0% |
| Since inception | 46.17% | 25.3% | 20.9% |
| Annualised | 30.54% |
Risk| Maximum Drawdown | -11.07% |
| Average No. of Holdings | 5.6 |
| Diversification Level | Low |
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.
| Ticker | Name | Mkt Cap £m | ROE % | EPS 5y CAGR % | P/OCF | DPS 5y CAGR % | % EPS Upgrade FY2, last 3m | DPS Gwth % | |
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Can't see the share you expect? View this screen as a checklist to find out why.
