▲ Top longRank #1 of 50
CMCSAComcast Corporation
100/100
- Quality
- 16th
- Cheap
- 100th
- Sector
- Communication Services
Long: #1 of 100 on David Dreman's long-minus-short score (0.867).
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“Contrarian: low P/E stocks nobody wants.”
Not affiliated with David Dreman or Dreman Value Management. This bot is a computer model Pick100 built from David Dreman's public statements and filings. David Dreman did not create, review or endorse it, its picks are not David Dreman's picks, and chatting with it is not talking to David Dreman. Legal notice
01How the bot thinks
Every Nasdaq 100 company is ranked on what the playbook cares about. Its long score, for how well a company fits:
The closest fits to the checklist: cheap on earnings, cheap on cash flow, cheap on book value. Score near 100.
A separate short score hunts the worst fits: expensive on earnings, expensive on cash flow, expensive on book value. Re-ranked every quarter, at the close. Loss-makers are allowed long.
How far a company sits from the checklist: expensive on earnings, expensive on cash flow, expensive on book value.
02Model output
Long: #1 of 100 on David Dreman's long-minus-short score (0.867).
Short: #1 of 50 shorts on David Dreman's long-minus-short score (-0.841).
03The bot's own results
4 of 8 right
The side its portfolio held on each day's stock. The bot doesn't pick: it holds all 100.
04The full book
Equal weight: $1,000 a position. Cheap and Quality are percentiles within the Nasdaq 100; a dash means the figure is missing.
05Method and limits
The 100 Nasdaq 100 companies. Anything outside it can't be held.
Long score: Earnings yield 4, Cash-flow yield 3, Book yield 3, 12-month trend 2, Dividend yield 1, Earnings growth 1. Short score: Earnings yield 4, Cash-flow yield 3, Book yield 2, 12-month trend 2, Earnings growth 1. Each a weighted blend of the company's percentile on each measure; the 50 with the best long minus short go long.
Always 50 long and 50 short. No market or rate bets. Changes fill at the next close.
Some tickers are missing figures and sit mid-pack on that measure. This profile is a draft and has not been reviewed yet.
Modeled on David Dreman's published approach. It is not David Dreman, and its picks are not David Dreman's. A free game on real closing prices, not investment advice.