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URL:  https://boards.fool.com/zacks-dividend-screen-25396613.aspx

Subject:  Zacks Dividend Screen Date:  4/15/2007  7:00 PM
Author:  tpoto Number:  110 of 1026

Just trying out the new version of Zacks backtester.
Lots of new features with different hold periods, a
longer backtest and a blending of screens capability.

Anyway, I was looking at some screens back to 1999.
Here's an easy one that does quite well with a
12,24 or 52 week hold. Since it selects dividend paying
stocks, you can also add in the dividend check to
the CAGR.

1) Volume >50K
2) Price >5
3) Zacks <=2 (buy or strong buy)
4) P/E using 12 mos. EPS >0
5) Dividend Yield % / P/E using 12 mos. EPS top 25
6) Payout ratio bottom 10
7) 52 week return top 5

So the results below are for a 5 stock, 52 week hold, starting
at the beginning of the year. Seems to do
well in both good and bad times. (There are many good MI/VL
versions of this screen, but I like the overall CAGR and low
drawdown that this one produces for various hold periods.)

It's almost a "set it and forget it" screen or at the least,
a good one to add to your current portfolio.
Date  Tot Return of Portfolio %  S&P 500 Tot Return %
2000 67.4 (10.1)
2001 31.8 (12.1)
2002 30.8 (24.6)
2003 41.0 27.0
2004 22.3 12.0
2005 19.4 6.5
2006 20.9 12.9

This screen took a $10K investment up to $71.8K in the 7 years
while the S&P took the $10K up to $10.2 and your $10K invested
in the Nasdaq has lost 40% of its value(gulp...)

Here's the details of the stocks picked and their 52 week returns.
The far right column is what the average of the 5 did and
should correspond with the table above
Period  Date        Ticker   Ticker Return %   Portfolio Return %
1 12/31/1999 EPD 86.7 67.4
1 12/31/1999 DCOM 46.2 67.4
1 12/31/1999 RY 63.0 67.4
1 12/31/1999 PPL 104.7 67.4
1 12/31/1999 ETP 36.6 67.4
2 12/29/2000 DHI 53.4 31.8
2 12/29/2000 FBC 37.0 31.8
2 12/29/2000 SUN 15.2 31.8
2 12/29/2000 MRO 12.1 31.8
2 12/29/2000 CTR 41.4 31.8
3 12/28/2001 FDP 34.0 30.8
3 12/28/2001 AHM (6.4) 30.8
3 12/28/2001 NYB 33.0 30.8
3 12/28/2001 FBC 78.8 30.8
3 12/28/2001 RF 14.8 30.8
4 12/27/2002 NEWC 132.9 41.0
4 12/27/2002 ETR 26.8 41.0
4 12/27/2002 CTR (0.5) 41.0
4 12/27/2002 WM 17.0 41.0
4 12/27/2002 WFSL 28.8 41.0
5 12/26/2003 STC 8.0 22.3
5 12/26/2003 GGP 35.2 22.3
5 12/26/2003 NDE 18.9 22.3
5 12/26/2003 JPM 11.9 22.3
5 12/26/2003 SLF 37.3 22.3
6 12/24/2004 TNP 2.0 19.4
6 12/24/2004 STO 46.3 19.4
6 12/24/2004 CBL 11.2 19.4
6 12/24/2004 GGP 38.1 19.4
6 12/24/2004 OKE (0.8) 19.4
7 12/23/2005 PCU 64.8 20.9
7 12/23/2005 AEG 16.0 20.9
7 12/23/2005 TEG (1.6) 20.9
7 12/23/2005 CBL 7.5 20.9
7 12/23/2005 AEP 17.9 20.9


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