a stock that has paid and increased dividends for at least 5 years, according to the list the Dave Fish maintains, and
a stock that trades at least $25,000 per minute (the larger you position the more per minute trading volume you want to minimize market impact when buying or selling).
We do this sort of filtering frequently separately for all industry groups, all listed stocks, all ETFs, all mutual funds, and for some sets of stocks within industries.
For this filter, we focused on consistent dividend payers.
There are 460+ names in Dave's list, and as of today 302 pass the minimum trading volume criterion we use.
Of those 302, these 5 had the worst combination of 1-day and 5-day returns:
MSC INDUSTRIAL CL A ORD MSM
KINROSS GOLD ORD KGC
ONEOK PARTNERS UNT OKS
EV ENERGY PARTNERS UNT EVEP
EL PASO PIPELINE PARTNERS UNT EPB