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Stock Screens

The IC Screens: performance dashboard

All of Investors’ Chronicle’s stock screens: together in one performance dashboard and updated weekly
April 23, 2024
by Alex Newman

Data is critical to investing. But turning data into good investment ideas can be a challenge.

The Investors’ Chronicle’s stock screens, many of which have been beating the market for more than a decade, are a unique guide to which investment styles are working, and how simple investing rules can be used in combination to great effect.

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We have now collated each of the annual screens, together with their long-term performance, in the table and pdf below, which will be updated every week.

To access the IC Screens, the rules that sit behind them, and our weekly commentary on quantitative investing, subscribers can click on any of the links in the downloadable pdf.

If you are not a subscriber you can choose from our offers here, or start your 4-week trial here.

ScreenBenchmarkYears Run1y3y5y10yAll-time
LynchFTSE All-Share1240.6% vs 5.5%53% vs 23%101% vs 28%122% vs 75%311% vs 129%
Strategy ScreenFTSE All-Share11.210.9% vs 5.5%10% vs 23%33% vs 28%103% vs 75%190% vs 98%
Late BloomersFTSE All-Share10-6.8% vs 5.5%-22% vs 23%-15% vs 28%-15% vs 71%
Cash Magic*FTSE All-Share117.1% vs 4.1%-10% vs 21%21% vs 26%104% vs 73%188% vs 85%
DremanFTSE All-Share116.0% vs 5.5%-9% vs 23%13% vs 28%31% vs 75%69% vs 90%
Big ReliablesFTSE 35012.91.0% vs 5.5%-3% vs 23%12% vs 28%88% vs 76%162% vs 125%
Slater Small CapsFTSE Small/Aim10.919.0% vs -0.2%26% vs -21%79% vs 7%297% vs 44%371% vs 69%
Safe YieldsFTSE All-Share12.813.2% vs 5.5%11% vs 23%23% vs 28%71% vs 75%205% vs 126%
Contrarian Value**FTSE All-Share12.727.1% vs 5.5%-14% vs 23%22% vs 28%52% vs 75%284% vs 127%
High Quality Small CapsFTSE Small/Aim11.710.0% vs -0.2%-23% vs -20%-8% vs 7%41% vs 45%144% vs 100%
F-Score ValueFTSE All-Share/Small/Aim9.71.7% vs 1.7%0% vs -8%36% vs 14%-134% vs 55%
Geico StocksMSCI World (£)1.67.8% vs 19.3%---26% vs 23%
High Quality Large CapsFTSE All-Share12.75.7% vs 5.5%14% vs 23%66% vs 28%215% vs 75%522% vs 156%
Small Caps on SteroidsFTSE Small/Aim5.689.1% vs -0.1%123% vs -21%157% vs 8%-213% vs 0%
Best of British**FTSE 35012.515.8% vs 5.5%-10% vs 23%9% vs 27%99% vs 74%278% vs 143%
Monsters of MomentumFTSE All-Share13.518.7% vs 5.5%4% vs 23%69% vs 28%147% vs 75%413% vs 134%
Around the World in ITsFTSE All-Share/World11.510.1% vs 12.0%5% vs 27%36% vs 50%141% vs 142%204% vs 202%
Genuine GrowthFTSE All-Share/Aim 10011.4-12.8% vs -0.6%-45% vs -13%-19% vs 0%14% vs 43%94% vs 75%
High Yield Small CapsFTSE Small/Aim11.4-8.4% vs -0.1%-38% vs -19%-18% vs 10%57% vs 48%148% vs 97%
Have-It-AllFTSE All-Share12.416.5% vs 5.5%-4% vs 23%16% vs 28%48% vs 75%209% vs 142%
Great ExpectationsFTSE 35012.49.6% vs 5.5%-10% vs 23%29% vs 27%159% vs 74%454% vs 145%
Inflation BeatersFTSE 35012.214.8% vs 5.5%28% vs 23%30% vs 27%88% vs 74%202% vs 125%
Double UpAll-Share/Aim0.5----12% vs 11%
Magic Formula (Greenblatt)***FTSE All-Share13.29.7% vs 5.5%13% vs 23%40% vs 28%132% vs 75%398% vs 129%
O'Shaughnessy GrowthFTSE All-Share12.220.3% vs 5.5%3% vs 23%31% vs 28%78% vs 75%254% vs 123%
O'Shaughnessy ValueFTSE 35013.28.5% vs 5.5%21% vs 23%41% vs 27%117% vs 74%197% vs 121%
US Intangible EdgeS&P 5002.125.1% vs 23.1%---20% vs 20%
UK Intangible EdgeFTSE All-Share2.110.6% vs 5.5%----3% vs 16%
Cheap Small CapsFTSE Small Cap/Aim11.113.0% vs -0.3%-2% vs -19%56% vs 9%81% vs 47%162% vs 72%
High Yield Low RiskFTSE All-Share13.19.1% vs 5.5%6% vs 23%51% vs 28%136% vs 75%400% vs 128%
Dogs of the FTSEFTSE 10022.6% vs 5.5%---3% vs 14%
US Cash MagicS&P 500219.4% vs 23.1%---23% vs 17%
Screen for All SeasonsFTSE All-Share/Aim6.932.9% vs 3.3%34% vs -7%87% vs 11%-89% vs 16%
Acquirer's MultipleFTSE All-Share0----1% vs 1%
Sources: LSEG, Factset, Investors' Chronicle. Performance is total return, data accurate as of 17 April 2024 *Top 30 **Top 5 ***Top 10

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