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.
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 yet you can choose from our subscription offers here.
| Screen | Benchmark | Years Run | 1y | 3y | 5y | 10y | All-time |
| Lynch | FTSE All-Share | 12.8 | 28.5% vs 16.1% | 81% vs 23% | 106% vs 30% | 212% vs 81% | 368% vs 148% |
| Strategy Screen | FTSE All-Share | 11.9 | 12.7% vs 16.1% | 6% vs 23% | 23% vs 30% | 107% vs 81% | 204% vs 114% |
| Late Bloomers | FTSE All-Share | 10.7 | 7.5% vs 16.1% | -2% vs 23% | 1% vs 30% | 36% vs 81% | 41% vs 86% |
| Cash Magic* | FTSE All-Share | 11.7 | 14.6% vs 16.1% | -1% vs 21% | 24% vs 28% | 124% vs 78% | 225% vs 101% |
| Dreman | FTSE All-Share | 11.7 | 18.7% vs 16.1% | 7% vs 23% | 4% vs 30% | 25% vs 81% | 96% vs 106% |
| Big Reliables | FTSE 350 | 13.7 | 12.9% vs 16.2% | 16% vs 24% | 13% vs 31% | 87% vs 81% | 188% vs 144% |
| Slater Small Caps | FTSE Small/Aim | 11.6 | 26.3% vs 4.7% | 54% vs -14% | 69% vs 4% | 429% vs 59% | 465% vs 74% |
| Safe Yields | FTSE All-Share | 13.5 | 15.4% vs 16.1% | 9% vs 23% | 11% vs 30% | 71% vs 81% | 237% vs 145% |
| Contrarian Value** | FTSE All-Share | 13.5 | 49.2% vs 16.1% | 22% vs 23% | 25% vs 30% | 73% vs 81% | 383% vs 146% |
| High Quality Small Caps | FTSE Small/Aim | 12.5 | 10.1% vs 4.7% | -5% vs -14% | -6% vs 3% | 42% vs 59% | 157% vs 106% |
| F-Score Value | FTSE All-Share/Small/Aim | 10.4 | 6.4% vs 9.4% | 3% vs -1% | 24% vs 15% | 130% vs 71% | 145% vs 66% |
| Geico Stocks | MSCI World (£) | 2.4 | 15.0% vs 24.4% | - | - | - | 41% vs 44% |
| High Quality Large Caps | FTSE All-Share | 13.5 | 14.7% vs 16.1% | 28% vs 23% | 49% vs 30% | 226% vs 81% | 626% vs 178% |
| Small Caps on Steroids | FTSE Small/Aim | 6.3 | 12.0% vs 4.7% | 103% vs -14% | 116% vs 4% | - | 182% vs 3% |
| Best of British** | FTSE 350 | 13.3 | 17.3% vs 16.2% | 14% vs 24% | 3% vs 30% | 116% vs 80% | 348% vs 164% |
| Monsters of Momentum | FTSE All-Share | 14.2 | 13.8% vs 16.1% | 19% vs 23% | 57% vs 30% | 147% vs 81% | 444% vs 153% |
| Around the World in ITs | FTSE All-Share/World | 12.3 | 12.0% vs 19.9% | 14% vs 34% | 43% vs 55% | 135% vs 148% | 229% vs 241% |
| Genuine Growth | FTSE All-Share/Aim 100 | 12.2 | 8.8% vs 6.1% | -30% vs -7% | -29% vs 0% | 28% vs 55% | 111% vs 79% |
| High Yield Small Caps | FTSE Small/Aim | 12.2 | 8.5% vs 4.8% | -38% vs -13% | -22% vs 6% | 66% vs 63% | 178% vs 103% |
| Have-It-All | FTSE All-Share | 13.1 | 12.9% vs 16.1% | 4% vs 23% | 1% vs 30% | 42% vs 81% | 220% vs 162% |
| Rule of 40 | MSCI World/MSCI IT ($) | 0.11 | - | - | - | - | -4% vs 1% |
| Great Expectations | FTSE 350 | 13.1 | 31.4% vs 16.2% | 42% vs 24% | 26% vs 30% | 183% vs 80% | 559% vs 165% |
| Inflation Beaters | FTSE 350 | 13 | 20.9% vs 16.2% | 51% vs 23% | 51% vs 30% | 122% vs 80% | 245% vs 144% |
| Double Up | FTSE All-Share/Aim | 1.3 | 7.1% vs 6.5% | - | - | - | 14% vs 14% |
| Magic Formula (Greenblatt)*** | FTSE All-Share | 14 | 9.6% vs 16.1% | 10% vs 23% | 69% vs 30% | 151% vs 81% | 427% vs 149% |
| O'Shaughnessy Growth | FTSE All-Share | 13 | 0.4% vs 16.1% | -9% vs 23% | -2% vs 30% | 54% vs 81% | 211% vs 142% |
| O'Shaughnessy Value | FTSE 350 | 14 | 5.2% vs 16.2% | 11% vs 24% | 41% vs 30% | 103% vs 80% | 199% vs 140% |
| US Intangible Edge | S&P 500 | 2.9 | 15.9% vs 26.4% | - | - | - | 45% vs 48% |
| UK Intangible Edge | FTSE All-Share | 2.9 | 18.2% vs 16.1% | - | - | - | 4% vs 26% |
| Cheap Small Caps | FTSE Small Cap/Aim | 11.9 | 2.9% vs 4.8% | -23% vs -13% | 5% vs 6% | 104% vs 62% | 131% vs 77% |
| High Yield Low Risk | FTSE All-Share | 13.8 | -2.3% vs 16.1% | 10% vs 23% | 23% vs 30% | 131% vs 81% | 412% vs 147% |
| Dogs of the FTSE | FTSE 100 | 2.8 | 15.4% vs 17.2% | - | - | - | 17% vs 24% |
| US Cash Magic | S&P 500 | 2.8 | 19.4% vs 26.4% | - | - | - | 40% vs 44% |
| Screen for All Seasons | FTSE All-Share/Aim | 7.7 | 18.3% vs 6.7% | 25% vs -7% | 56% vs 5% | - | 78% vs 14% |
| Acquirer's Multiple | FTSE All-Share | 0.5 | - | - | - | - | 6% vs 5% |
| Sources: LSEG, Factset, Investors' Chronicle. Performance is total return, data accurate as of 27 January 2025 *Top 30 **Top 5 ***Top 10 | |||||||
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