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Intrinsic value & DCF

Magic Formula

Joel Greenblatt's rules-based strategy that ranks stocks by cheapness (earnings yield) and quality (return on capital), then buys the best combined scorers.

Part of the Intrinsic Value & DCF course · Lesson 20 of 20
Formula
Combined Rank = Rank(EBIT ÷ EV) + Rank(EBIT ÷ (Net Working Capital + Net Fixed Assets))
$Magic formulacheap + high return on capital
Greenblatt's Magic Formula ranks stocks on cheapness and return on capital.

What it is

The Magic Formula is a systematic value strategy from Joel Greenblatt's "The Little Book That Beats the Market." It scores each company on two factors: earnings yield (EBIT divided by enterprise value), which captures how cheap the business is, and return on capital (EBIT divided by net working capital plus net fixed assets), which captures how good the business is at turning capital into profit. Each stock gets a rank on both factors; the two ranks are added together, and the lowest combined totals (best on both) are bought as a diversified basket.

Why it matters

It packages two durable ideas, buy good businesses cheaply, into a mechanical, emotion-free process that backtested well over Greenblatt's sample period. The pitfall: it is not a single-stock picker. It only works as a basket of roughly 20-30 names held with patience, it deliberately excludes financials and utilities (whose balance sheets break the capital definition), and it can underperform the market for multiple years in a row, which causes most people to abandon it at exactly the wrong time. Backtested edges also tend to shrink once widely known.

How it's calculated

Compute each company's earnings yield as EBIT divided by enterprise value, and its return on capital as EBIT divided by the sum of net working capital and net fixed assets. Rank the whole universe separately on each factor (best gets rank 1), then add the two rank numbers together. The stocks with the lowest combined rank are the highest scorers; Greenblatt's original screen used US exchange-listed names above a minimum market cap and excluded financial and utility companies.

How Quintarthai uses it

Use the stock screener to sort a universe by earnings yield and return-on-capital style factors, then open any candidate's deep-analysis page to confirm the EBIT, enterprise value, and capital figures before treating it as a true Magic Formula pass. The Knowledge Base covers the component metrics like earnings yield and ROIC in separate entries.

Cross-border note. Greenblatt's original universe was US exchange-listed stocks, but the same two-factor logic applies to Canadian names on the TSX/TSXV once you compute EBIT, EV, and capital from IFRS statements rather than US GAAP. Watch currency consistency (a CAD-reporting issuer's EV and EBIT must be in the same currency) and remember that thin Canadian small-caps may fail the liquidity and minimum-market-cap filters Greenblatt assumed.

FAQ

Can I just buy the single highest-ranked Magic Formula stock?
No. The strategy's edge comes from diversification across a basket of roughly 20-30 names held over time; any one stock can be a value trap or have distorted EBIT, so concentrating in the top name defeats the purpose.
Why does it exclude banks and utilities?
Their balance sheets don't fit the 'net working capital plus net fixed assets' capital definition, financials carry debt as raw material and utilities are heavily regulated and capital-intensive, so the return-on-capital factor produces misleading rankings for them.
Check your understanding
Two stocks are being ranked. Stock A ranks 5th on earnings yield and 40th on return on capital. Stock B ranks 20th on earnings yield and 18th on return on capital. Using the Magic Formula, which is preferred and why?
Related terms
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