Benjamin Graham's Two-Thirds NCAV (Net-Net) Strategy

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While the Value Investing framework Warren Buffett's mentor actually recommended was slightly different, he did mention 2/3rd Net Current Asset Value as one of his own strategies.

What Graham Did

Graham did not actually recommend the two-thirds NCAV criteria for his readers. He was simply talking about his own investment operations.

"A cost for each of less than their book value in terms of net-current-assets alone—i.e., giving no value to the plant account and other assets. Our purchases were made typically at two-thirds or less of such stripped-down asset value."

Chapter 15: Stock Selection for the Enterprising Investor, The Intelligent Investor

What He Preferred

A little later, Graham writes:

"Our own preference, however, remains for other types that show a combination of favorable investment factors, including asset values of at least two-thirds the market price."

Chapter 15: Stock Selection for the Enterprising Investor, The Intelligent Investor

Note that this is in opposition to what he writes earlier. The stocks here would have prices exceeding their asset values — about 1.5 times to be exact — which is actually one of the criteria in his framework for Defensive grade stocks.

What He Suggested

For his readers, Graham actually recommended NCAV stocks with a positive Trailing 12-month Earnings Per Share (often abbreviated as EPS -TTM).

"If one can acquire a diversified group of common stocks at a price less than the applicable net current assets alone—after deducting all prior claims, and counting as zero the fixed and other assets— the results should be quite satisfactory... If we eliminated those which had reported net losses in the last 12-month period we would be still left with enough issues to make up a diversified list."

Chapter 15: Stock Selection for the Enterprising Investor, The Intelligent Investor

Applying 2/3rds NCAV

However, GrahamValue does allow screening for stocks using the Two-Thirds NCAV method as well.

NCAV or Net-Net(%)

GrahamValue's screeners support NCAV or Net-Net(%) ≥ (greater than or equal to) filters because — by definition — the higher a stock's NCAV Price (Net-Net) in relation to the price, the better.

An NCAV or Net-Net(%) of 100% or more on GrahamValue's screeners therefore indicates that the stock's NCAV Price (Net-Net) exceeds its current market price.

NCAV = (Current Assets - Total Liabilities) ÷ Shares Outstanding

NCAV or Net-Net(%) = NCAV Price (Net-Net) ÷ Previous Close

Intrinsic Value(%)

An Intrinsic Value(%) of 100% or more on GrahamValue indicates that the stock's Intrinsic Value exceeds its current market price; and additionally, that the stock completely clears Graham's requirements for its Graham Grade.

Intrinsic Value(%) = Intrinsic Value ÷ Previous Close

Note: Graham Ratings on GrahamValue are defined such that they're better when higher, and that Graham's Defensive requirements default to 100%.

Classic Graham Screener

One can always find all stocks that are simply selling under two-thirds of their NCAV on the free Classic Graham Screener using:

NCAV or Net-Net(%) ≥ 150%

Advanced Graham Screener

But to find NCAV (Net-Net) grade stocks — stocks with a positive EPS (TTM) — selling under two-thirds of their NCAV, one would need to screen for:

Graham Grade NCAV (Net-Net)
Intrinsic Value(%) ≥ 150%

This can be done using the Advanced Graham Screener.

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Watch Videos

Warren Buffett

Danny DeVito Explaining NCAV (Net-Net)

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Tóm tắt
这篇文章讨论了本杰明·格雷厄姆的投资策略,特别是他提到的两-thirds净流动资产价值(NCAV)标准。尽管格雷厄姆并未明确推荐这一标准给读者,但他在自己的投资操作中使用了这一方法。他更倾向于选择那些资产价值至少为市场价格的两-thirds的股票。格雷厄姆建议投资者关注那些净流动资产低于市场价格的股票,并且在过去12个月内有正的每股收益(EPS)。此外,文章介绍了GrahamValue平台的筛选工具,允许用户根据NCAV或净净值百分比进行筛选,以寻找符合格雷厄姆标准的股票。通过这些筛选,投资者可以找到价格低于其内在价值的股票,从而实现满意的投资回报。