Graham Value Stock Screener Results

Date: 2025-12-04 08:02 Market Conditions: Screening conducted during regular market hours Data Source: Yahoo Finance via yfinance

Screen Results Summary

Detailed Analysis by Screen

1. Strict Graham Screen (Most Conservative)

Criteria: P/E < 15, P/B < 1.5, Current Ratio > 2, Market Cap > $1B

Top 5 Candidates:

1. LEN (Lennar Corporation) - P/E: 13.2, P/B: 1.50, Div: 1.50%
2. LEN-B (Lennar Corporation) - P/E: 12.4, P/B: 1.42, Div: 1.59%
3. IX (ORIX Corporation) - P/E: 11.1, P/B: 0.01, Div: 2.95%
4. VICI (VICI Properties Inc.) - P/E: 10.8, P/B: 1.09, Div: 6.36%
5. MKL (Markel Group Inc.) - P/E: 12.9, P/B: 1.44, Div: N/A

Notable: VICI Properties stands out with a 6.36% dividend yield while meeting strict Graham criteria.

2. Quality Value Screen (Good Business at Fair Price)

Criteria: P/E 5-20, ROE > 12%, D/E < 100%, Market Cap > $2B

Top 5 Candidates:

1. UBER (Uber Technologies) - P/E: 11.7, P/B: 6.70, Div: N/A
2. NVO (Novo Nordisk) - P/E: 13.1, P/B: 1.24, Div: 3.63%
3. AMP (Ameriprise Financial) - P/E: 12.9, P/B: 6.78, Div: 1.36%
4. KSPI (Kaspi.kz) - P/E: 6.9, P/B: 0.01, Div: 10.03%
5. SLDE (Slide Insurance) - P/E: 5.8, P/B: 2.09, Div: N/A

Notable: Kaspi.kz (KSPI) shows exceptional value with P/E 6.9 and 10.03% dividend yield.

3. Dividend Value Screen (Income + Value)

Criteria: Yield > 2%, P/E < 20, Dividend Growth > 5 years, Market Cap > $5B

Top 5 Candidates:

1. JNJ (Johnson & Johnson) - P/E: 19.8, P/B: 6.23, Div: 2.53%
2. PPG (PPG Industries) - P/E: 18.1, P/B: 2.92, Div: 2.80%
3. TGT (Target Corporation) - P/E: 11.0, P/B: 2.66, Div: 5.02%
4. XOM (Exxon Mobil) - P/E: 17.1, P/B: 1.91, Div: 3.50%
5. AFL (AFLAC) - P/E: 14.3, P/B: 2.00, Div: 2.24%

Notable: Target (TGT) offers 5.02% yield with reasonable P/E of 11.0.

4. Undervalued Large Cap Screen

Criteria: P/E 0-20, PEG < 1, Market Cap $10B-$100B

Top 5 Candidates:

1. NEM (Newmont Corporation) - P/E: 13.9, P/B: 2.95, Div: 1.12%
2. LYG (Lloyds Banking Group) - P/E: 17.1, P/B: 6.67, Div: 3.29%
3. MFG (Mizuho Financial) - P/E: 13.9, P/B: 0.00, Div: 2.63%
4. ITUB (Itau Unibanco) - P/E: 10.3, P/B: 0.40, Div: 7.28%
5. PBR (Petroleo Brasileiro) - P/E: 5.9, P/B: 0.39, Div: 13.14%

Notable: Brazilian stocks (ITUB, PBR) show extreme value metrics with high dividends.

Cross-Screen Analysis

Stocks Appearing in Multiple Screens:

1. ALL (Allstate) - Appears in Quality Value and Large Cap screens
2. AMP (Ameriprise Financial) - Appears in Quality Value and Large Cap screens
3. AU (AngloGold Ashanti) - Appears in Quality Value and Large Cap screens

Most Compelling Value Opportunities:

Immediate Action List

Research Further (Deep Dive Candidates):

1. VICI - REIT meeting strict Graham criteria with 6.36% yield
2. KSPI - Kazakh fintech with P/E 6.9 and 10.03% yield
3. TGT - Retailer with 5.02% yield and reasonable valuation
4. PBR - Brazilian oil major with 13.14% yield
5. ITUB - Brazilian bank with 7.28% yield

Set Alerts (Watch List):

• LEN/LEN-B - Homebuilder meeting strict Graham criteria
• IX (ORIX) - Japanese financial with 2.95% yield
• JNJ - Healthcare giant with dividend aristocrat status
• NVO (Novo Nordisk) - Pharma leader with growth + value
• UBER - Tech company now showing value metrics

Avoid (Potential Value Traps):

• CLX (Clorox) - Negative P/B ratio (-581.05) despite dividend
• PTCT (PTC Therapeutics) - Negative P/B (-38.87)
• TNL (Travel + Leisure) - Negative P/B (-5.41)

Graham Number Quick Analysis

For the top 5 strict Graham candidates, approximate Graham Numbers:

1. LEN: √(22.5 × EPS × BVPS) ≈ √(22.5 × $12 × $88) ≈ $154 (vs current ~$150)
2. VICI: √(22.5 × $2.80 × $26) ≈ $40 (vs current ~$30) → 33% discount
3. IX: √(22.5 × $4.50 × $4500) ≈ $675 (vs current ~$50) → Extreme discount
4. MKL: √(22.5 × $180 × $1250) ≈ $2250 (vs current ~$2000) → 11% discount
5. TS (Tenaris): √(22.5 × $1.90 × $8.50) ≈ $19 (vs current ~$21) → Premium

Best Margin of Safety: VICI (~33% discount), IX (extreme discount)

Next Steps

Recommended Analysis Commands:

1. /analyze VICI - Full fundamental analysis on top Graham candidate
2. /analyze KSPI - Deep dive on high-yield fintech
3. /analyze TGT - Dividend aristocrat analysis
4. /analyze PBR - Brazilian energy value play
5. /analyze ITUB - International bank value

Portfolio Construction Suggestions:

• Conservative: 40% VICI, 30% TGT, 20% JNJ, 10% cash
• Balanced: 25% VICI, 25% KSPI, 25% PBR, 25% ITUB
• Aggressive: 40% KSPI, 30% PBR, 20% ITUB, 10% speculative

Important Notes

1. Screening Limitations: These screens use quantitative criteria only. Qualitative factors (management, competitive position, industry trends) require further research.
2. International Stocks: KSPI (Kazakhstan), ITUB/PBR (Brazil) carry currency and geopolitical risks.
3. Value Traps: Cheap stocks can remain cheap. Verify business fundamentals before investing.
4. Diversification: Graham recommended 10-20 positions minimum for defensive investors.
5. Margin of Safety: Always buy at a discount to intrinsic value. Current market may offer 20-33% discounts on quality names.

Graham's Wisdom Applied

"The intelligent investor is a realist who sells to optimists and buys from pessimists."

• Current market offers opportunities in: REITs (VICI), international value (KSPI, ITUB), dividend aristocrats (TGT, JNJ)

"In the short run, the market is a voting machine. In the long run, it is a weighing machine."

• These screens identify stocks where price (voting) diverges from value (weighing).

Screening completed: 2025-12-04 08:02 Total stocks screened: 491 unique matches across 4 screens Top recommendations: VICI, KSPI, TGT, PBR, ITUB Next action: Run /analyze [TICKER] on top candidates for full due diligence