If you can’t find the answer to your question please get in touch.
How often is the online stock screen updated?
The stock screen is updated every weekday using end-of-day data from ShareScope.
How can I sort, select and download data?
Click on a column header to alternate between ascending or descending order.
The easiest ways to find or select stocks 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.
Select which columns to show:
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.
Download or copy data:
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.
What information does each column contain?
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.
Price to 10-year average Earnings ratio. 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.
Price to 10-year average Dividend ratio. 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. A combination (expressed as a percentage) of:
- Number of times revenues, earnings and dividends increased in the last ten years
- The degree of external funding (borrowings and lease liabilities) used to fund growth of company’s capital base.
For banks and insurers, total assets are used instead of revenues as these companies do no report revenues.
Ten-year average net return on (lease-adjusted) capital employed.
- Net return on capital employed = post-tax profit / (shareholder equity + total borrowings + lease liabilities)
Debt Ratio. The ratio between a company’s total debts (borrowings and lease liabilities) and its ten-year average post-tax profit.
For banks, total borrowings excludes deposits and other borrowings used to fund the bank’s lending activities.
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):
What do the various colours mean?
Light green = better than FTSE 100.
Light red = worse than FTSE 100.
Dark red = The value is outside the preferred maximum or minimum values. This highlights potential problems with a company that may need to be investigated further.
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.
What are the preferred maximum and minimum values?
Growth, quality or valuation factors can be too high or too low. For each company on the stock screen, values exceeding the following maximums and minimums are highlighted in red:
- 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 66%
- 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%.
These are soft limits so companies with factors exceeding these limits can still join the model portfolio. However, the offending factors must be investigated first and if they undermine the investment case then the company will not be allowed to enter the portfolio.
Which sectors are defensive or cyclical?
- 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