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number cruncher

Peter Ashton is vice-president of retail and self-directed investing at Recognia Inc.

What are we looking for?

Stocks loved by insiders and institutional investors.

With stocks at or near their all-time highs, finding stocks poised for future price and earnings growth becomes a difficult task.

Who would be better poised to judge the future growth prospects of a company than corporate insiders, such as officers and directors? They have the most detailed understanding of the company's business and its growth prospects. Similarly, institutional investors with large research teams are deemed to have a better than average understanding of a company's growth trajectory.

The screen

We will be using Recognia Strategy Builder to search for U.S. stocks with a high percentage of institutional ownership and a high level of buying among corporate insiders.

We begin by setting a minimum market capitalization threshold of $10-billion (U.S.) to focus on larger, more established companies in the American market.

Next, we will select companies with institutional ownership of at least 50 per cent but no more than 80 per cent. We also want to focus on companies with significant buying activities by insiders. Net insider shares bought is defined as total shares bought minus shares sold by corporate insiders such as officers and directors in the company's last reporting period. We will focus on companies with at least 250,000 insider shares bought.

Last, in order to filter out any thinly traded companies with insufficient volume, we will focus on companies with 90-day average daily volume of at least one million shares a day traded.

More about Recognia

Recognia is a global leader in quantitative and technical analysis. It is accessible by more than 20 million investors and traders worldwide through leading retail online brokers. Recognia covers 85 exchanges worldwide, and analyzes 72,000 instruments daily including stocks, indexes, ETFs, currencies and futures.

What did we find?

Wells Fargo & Co. ranks No. 1 on our screen and has one of the highest market capitalizations at $277-billion. In mid-October, it announced third-quarter results that matched analysts' expectations with earnings up approximately 3 per cent year-over-year. Wells Fargo is a favourite amongst institutions with approximately 79 per cent institutional ownership.

PC and server-maker Hewlett-Packard Co., ranks No. 3 on our screen and has a high level of both institutional ownership and insider buying. On Oct. 15, the company announced that it had abandoned its merger talks with storage leader EMC Corp. The stock has gone on to rally approximately 11 per cent in the past month on this news.

Royal Caribbean Cruises Ltd. has the highest level of insider buying of any company on our screen at 14 million shares. On Oct. 23, the company issued third quarter results that exceeded analyst expectations. Passenger revenue grew 6.9 per cent year-over-year and the number of passengers carried was up 5.2 per cent.

Historical performance

Recognia Strategy Builder provides a back-testing capability to evaluate how well an investing strategy would have worked in the past. Using a five-year historical period with quarterly rebalancing, the screen described had a 20.6 per cent annualized return compared to 13.3 per cent for the S&P 500 index and 11.3 per cent for the Dow Jones industrial average.

The investment ideas presented here are for information only. They do not constitute advice or a recommendation by Recognia Inc. in respect of the investment in financial instruments. Investors should conduct further research before investing.

Large cap U.S. stocks