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The stock screen is updated every weekday using end-of-day data from ShareScope.
How to sort, select and download
Click on a column header to alternate between ascending or descending order.
The easiest ways to select is via the search box at the top right of the table. Enter company names, epic codes or sectors and the screen will automatically select rows containing that text.
If you want to select multiple stocks, perhaps to compare several companies at once, use the filters at the bottom of the Name and EPIC columns.
You can also select stocks using the from/to filters at the bottom of most numeric columns. Note that you’ll have to enter your selection criteria to the correct number of decimal places. For example, Yield is shown to two decimal places, so to select stocks with a yield above 5% you’ll have to enter 5.00 into that column’s from/to filter.
You can select which columns to show using the Columns selector above the table (on the right hand side, next to the eye). For example, if you wanted to download the table without the RNS column, you would de-select that column first.
You can download the data as a spreadsheet in either Excel (XLSX) or text (CSV) format. You can also copy the data to the clipboard in tab-delimited text format. Any sort and/or select settings will be reflected in the downloaded or copied data.
The company’s rank on the screen, with 1 being the highest rank. The rank is calculated by sorting all of the companies on the screen by each factor (Growth, Quality, PE10, PD10, Profitability, Debt), creating a rank for each factor and then adding those individual ranks together.
Info (Current Holdings table only):
Click on the ‘Info’ button to see our reviews and other information for each company.
Regulatory News Service. Click on the ‘RNS’ button to see annual results and other updates for each company at InvestEgate.co.uk.
The share price in £.
The price to earnings ratio. This is included just for information and doesn’t form part of the ranking calculation.
The historic dividend yield. This is included for information only and doesn’t form part of the Rank calculation. Instead, each company’s Rank is based on PD10, the ratio between the current share price and the average dividend paid over the past 10 years.
The ratio between the current share price and the company’s average earnings per share over the past 10 years. This is used in the Rank calculation.
The ratio between the current share price and the company’s average dividend per share over the past 10 years. This is used in the Rank calculation.
Growth Rate. The average growth across revenues, capital employed and dividends where growth in each is measured as the annualised growth of a 3-year rolling average over the past 7 years. For financial companies (banks and insurers), growth is measured across total assets, shareholder equity and dividends.
Growth Quality. The number of times revenues increased, earnings increased, dividends increased and dividends were covered by earnings. Measured over the last ten years and stated as a percentage of the maximum possible score. For financial companies (banks and insurers), increases in shareholder equity is measured instead of revenues because banks and insurers don’t have ‘revenues’ as such.
Net Profitability. The average of net return on sales (net margin) and net return on capital employed (net ROCE), where each of those return figures is taken as a ten-year average. For financial companies, Net Prof. is the ten-year average of return on equity (ROE):
- Return on sales = post-tax profit / revenue
- Return on capital employed = post-tax profit / (shareholder equity + total borrowings)
- Return on equity = Post-tax profit / shareholder equity
The ratio between a company’s total borrowings (total interest bearing debt) and its ten-year average post-tax profit. For:
- Banks – The Debt Ratio is not applicable to banks and is shown as minus one in the table.
- Insurers – The Debt Ratio is applicable, but the data is not available in bulk and must be calculated by hand. It is shown as minus one in the table.
Capex Ratio, measured as the ratio between a company’s ten-year total capital investment (capex) and ten-year total post-tax profit.
UK % (Current Holdings only):
Percentage of revenues or profits generated in the UK.
Purc. Price (Current Holdings only):
Purc. Date (Current Holdings only):
Light green = better than FTSE 100.
Light red = worse than FTSE 100.
Dark red = breaks one of the defensive value investing rules.
PE10 & PD10:
Dark green = below 10 and 20 respectively (maximums for companies operating in highly cyclical sectors)
Light red = above 4 (maximum for cyclical sector companies).
Dark red = above 5 (maximum for defensive sector companies).
Light red = Capex/profit ratio above 100% (which suggests a relatively high level of capital investment).
Light blue = Defensive sector.
Light red = Highly cyclical sector.
Maximum and minimum values
While the stock selection and ranking system is based primarily on the relative strength of the various growth, quality or value factors between companies and the FTSE 100, there are also hard limits beyond which a company will not be allowed into the model portfolio. Stocks with values beyond these limits have them highlighted in dark red and currently the limits are:
- PE10: Maximum of 30 for most companies, 10 for highly cyclical companies
- PD10: Maximum of 60 for most companies, 20 for highly cyclical companies
- Growth Rate: Minimum of 2%
- Growth Quality: Minimum of 50%
- Net Profitability: Minimum of 7%
- Debt Ratio: Maximum of 4 for companies in cyclical sectors and 5 for companies in defensive sectors
- Capex Ratio: Maximum of 100% if the capex/depreciation ratio is above 200%.
Defensive and cyclical sectors
This is a list of the official FTSE Sectors used in the stock screen, grouped into either defensive or cyclical sectors as defined in the Capita Dividend Monitor:
- Aerospace & Defense
- Fixed Line Telecommunications
- Food & Drug Retailers
- Food Producers
- Gas, Water & Multiutilities
- Health Care Equipment & Services
- Mobile Telecommunications
- Nonlife Insurance
- Personal Goods
- Pharmaceuticals & Biotechnology
Highly cyclical sectors are in bold.
- Automobiles & Parts
- Construction & Materials
- Electronic & Electrical Equipment
- Financial Services
- Forestry & Paper
- General Industrials
- General Retailers
- Household Goods & Home Construction
- Industrial Engineering
- Industrial Metals & Mining
- Industrial Transportation
- Leisure Goods
- Life Insurance
- Oil & Gas Producers
- Oil Equipment, Services & Distribution
- Real Estate Investment & Services
- Software & Computer Services
- Support Services
- Technology Hardware & Equipment
- Travel & Leisure