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mardi 15 mai 2012

Bourse US Value

- La sélection de base est faite sur base de critères ‘value’, valeurs avec un PER, et un P/B bas ainsi qu’un ROE élevé.
- Dans la 2è sélection j’ajoute le ROE moyen sur 5 ans et les ratios de la formule magique de Greenblatt.
- Pour éviter les pièges ‘Value’, entreprise qui ne se redresseront jamais, j’ajoute un critère ‘Momentum’ : prix supérieur au prix d’il a 3 mois et un critère croissance: EPS année courante et année suivante positif.
- Suppression des valeurs du secteur financier et utilitaire.
- Les indicateurs qualitatif Piotroski et Altman n’intervienne pas dans la sélection.
Ticker
Cur. P/E Ratio
P/B Value
Return On Equity
Return On Equity  5y avg
3 Month % Price Change
EPS Growth estimate Y1
EPS Growth estimate Y2
Piotroski F-Score
Altman Z-Score
MF EY
MF RoC
Company Name
TGH
9.1
2.51
30.17
23.1
18.20%
8.20%
7.16%
5
1.33
10.66%
16.89%
Textainer Group Holdings Ltd
KLAC
11.3
2.65
25.83
9.7
1.80%
5.24%
3.94%
5
5.52
16.84%
43.18%
KLA-Tencor Corp
CSTR
12.5
3.23
30.71
14.4
6.40%
18.54%
18.28%
7
3.41
21.79%
49.66%
Coinstar Inc
PPG
18.9
4.86
24.93
19.8
15.80%
9.92%
10.51%
5
3.23
11.81%
57.67%
PPG Industries Inc
TAL
11.2
2.13
21.42
15
5.60%
3.13%
3.93%
7
0.72
13.79%
17.18%
TAL International Group Inc
VMI
12.1
2.51
23.38
19.4
5.10%
17.34%
13.69%
7
4.27
11.64%
47.05%
Valmont Industries Inc
SYNT
17.5
4.33
27
32.4
26.60%
6.63%
7.18%
6
19.16
9.42%
33.56%
Syntel Inc
HOG
18.6
4.29
24.45
21.9
2.80%
3.28%
9.42%
7
2.14
7.51%
52.25%
Harley-Davidson Inc
TWI
13.9
2.54
24.56
2.4
8.30%
10.04%
3.97%
7
3.62
16.23%
45.92%
Titan International Inc
PWRD
4.1
0.91
27.29
36.5
2.60%
62.02%
14.86%
3
3.40
60.61%
31.37%
Perfect World Co Ltd
ANN
16.5
3.63
21.62
-3.5
13.30%
5.82%
-0.43%
6
5.72
21.32%
47.97%
Ann Inc
BRLI
17.1
3.1
20.11
19.3
14.60%
3.60%
3.03%
7
7.77
13.23%
114.05%
Bio-Reference Laboratories Inc
DEST
13.4
2.7
21.61
-0.7
25.20%
15.33%
16.46%
4
5.11
18.48%
59.17%
Destination Maternity Corp
USPH
13.8
2.66
20.51
15.9
22.70%
1.32%
0.60%
6
6.79
13.77%
182.78%
U.S. Physical Therapy Inc
TSM
16.1
3.86
25.26
20.2
6.90%
15.56%
11.54%
5
9.97
11.03%
35.76%
Taiwan Semiconductor Manufacturing Co Ltd
CPLP
2.4
1.08
23.05
18
7.50%
-8.70%
23.53%
6
0.94
7.90%
7.92%
Capital Product Partners LP
LINE
7.4
1.84
25.35
4.1
2.60%
-17.05%
-17.24%
6
1.48
12.72%
18.88%
Linn Energy LLC
DPS
15
3.83
25.33
11.7
5.60%
1.03%
0.32%
4
1.96
11.15%
91.72%
Dr Pepper Snapple Group Inc
ABT
19.1
3.81
20.39
23.4
11.80%
0.80%
0.00%
6
3.18
10.83%
64.91%
Abbott Laboratories
NTES
14.6
3.6
28.29
29.8
18.30%
4.20%
3.08%
5
14.87
10.41%
25.98%
NetEase, Inc
RTN
9.3
2.07
21.2
17.6
3.00%
2.17%
1.42%
8
2.76
18.45%
61.61%
Raytheon Co
INTC
11.4
2.89
26.61
19.1
1.20%
2.87%
2.67%
5
5.59
17.73%
60.71%
Intel Corp
OMPI
15.7
3.76
27.89
21.7
11.70%
-27.27%
2.04%
5
12.25
14.12%
65.09%
Obagi Medical Products Inc
OMC
15.3
3.89
26.52
24.8
7.50%
1.37%
0.74%
6
1.99
13.42%
95.57%
Omnicom Group Inc
GMK
3.5
1.36
51.7
-4.8
6.30%
-14.06%
153.85%
7
2.91
16.69%
23.55%
Gruma ADR Reptg Four Series B Ord Shs
DRI
14.7
3.65
25.02
26.4
2.30%
1.69%
1.75%
5
3.18
12.32%
26.69%
Darden Restaurants Inc
TWC
14.6
3.17
21.19
-2.9
0.40%
2.55%
4.07%
7
0.98
14.73%
41.67%
Time Warner Cable Inc
BBBY
17.4
4.26
25.2
20.5
19.60%
3.59%
3.02%
7
10.21
11.86%
59.16%
Bed Bath & Beyond Inc
FICO
15.9
3.4
21.46
14
4.60%
0.00%
2.49%
7
3.95
10.92%
84.11%
Fair Isaac Corp
DD
13.8
4.97
34.7
31
0.80%
1.17%
-0.21%
6
2.40
11.42%
40.13%
E. I. du Pont de Nemours and Co
CNI
14.2
3.23
22.84
19.6
4.90%
3.57%
2.68%
6
2.81
10.31%
18.18%
Canadian National Railway Co
TGA
10.3
2.55
29.29
7.2
19.90%
0.00%
10.37%
6
4.89
22.27%
50.55%
TransGlobe Energy Corp
IPG
12.5
2.63
23.51
13.4
8.10%
6.49%
4.21%
5
1.22
14.86%
41.51%
Interpublic Group Of Companies Inc
DSW
15.8
3.05
34.82
8.2
8.50%
-0.90%
3.01%
6
6.27
13.33%
45.07%
Dsw Inc
GPK
7.7
1.72
27.01
7
2.20%
-23.26%
-19.61%
5
1.37
13.89%
35.46%
Graphic Packaging Holding Co
POZN
5.4
2.18
51.73
24.9
61.10%
6.25%
-92.00%
7
26.20
33.78%
39.15%
Pozen Inc
ESIC
8.7
2.14
30.21
17.1
49.80%
18.97%
5.56%
7
2.32
14.73%
139.25%
EasyLink Services International Corp

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