SocGen: Expensive Stocks With Poor Earnings Quality June Update

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Rupert Hargreaves
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Updated on

Société Générale’s ‘expensive stocks with poor earnings quality screen’, which is published monthly, seeks to unearth the market’s most undesirable stocks — if you’re looking for short ideas the report is invaluable. The screen is based on five value factors included in the bank’s SG Value Beta (SGVB) index and ten factors of an earnings quality score. The value score is based on five value factors (PE, FY1 PE, PB, FCF Yield and EV to EBITDA) all taken relative to the sector median. The earnings quality score is based on the average decile rank of ten factors (Total Accruals, Accruals Volatility,…

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Sign up now and get our in-depth FREE e-books on famous investors like Klarman, Dalio, Schloss, Munger Rupert is a committed value investor and regularly writes and invests following the principles set out by Benjamin Graham. He is the editor and co-owner of Hidden Value Stocks, a quarterly investment newsletter aimed at institutional investors. Rupert owns shares in Berkshire Hathaway. Rupert holds qualifications from the Chartered Institute For Securities & Investment and the CFA Society of the UK. Rupert covers everything value investing for ValueWalk