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No. of Recommendations: 1
"I meant low trailing-12-month PE relative to trailing 5-year earnings growth."

Dividend adjusted. I don't mean to ask you to run screens for me. I just thought that you might have seen it somewhere since PEG is a popular metric. I realize that many people use forward, estimated, dividend adjusted 5-year EPS growth, but other people use trailing dividend adjusted 5-year EPS growth as analysts' 5-year EPS growth estimates are notoriously poor. SI Pro gives data for both definitions, as well as data for non-dividend adjusted EPS growth, both trailing and estimated. The definition I meant was

PE/(EPS Dil Cont Growth 5yr + yield), called pe_to_dg5f in SI Pro. Using forward, estimated, dividend adjusted growth SI Pro calls it pe_to_dg5e

Using pe_to_dg5f in Jamie's Screen Builder doesn't improve the CAGR over just using market cap > 1000, at least for the period 2003-2017:

Years = 2003-2017
Starting month = January
Holding period = 12 months

screen, CAGR, CAGR of S&P 500
mktcap > 1000, 12, 10
pe_to_dg5f < 1, 12, 10
mktcap > 1000 and pe_to_dg5f < 1, 12, 10
pe bottom 10%, 12, 10
mkt cap > 1000 and pe bottom 10%, 13, 10
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