Deep Value

Deep Value is a rules-based basket of 20 US-listed stocks — The cheapest names by earnings yield, with positive earnings.. 113.2% backtested total return, -51.8% vs the S&P 500 since inception. Equal-weight, point-in-time, survivorship-corrected. Published for US investors. Not investment advice.

Current holdings and weights
TickerCompanyWeight
BKNGBooking Holdings Inc.5.0%
CHTRCharter Communications, Inc.5.0%
CMCSAComcast Corporation5.0%
ALLThe Allstate Corporation5.0%
SMSM Energy Company5.0%
CAGConagra Brands, Inc.5.0%
KSSKohl's Corporation5.0%
EIXEdison International5.0%
LENLennar Corporation5.0%
UHSUniversal Health Services, Inc.5.0%
AGNCAGNC Investment Corp.5.0%
ANFAbercrombie & Fitch Co.5.0%
NLYAnnaly Capital Management, Inc.5.0%
GPKGraphic Packaging Holding Company5.0%
WHRWhirlpool Corporation5.0%
SYFSynchrony Financial5.0%
TAT&T Inc.5.0%
GISGeneral Mills, Inc.5.0%
PYPLPayPal Holdings, Inc.5.0%
CVNACarvana Co.5.0%
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Performance shown is backtested (hypothetical), not actual trades, benchmarked to the S&P 500 total return. Past performance does not guarantee future results. Signals is a publisher, not a broker or investment adviser. US users only.