Method · Investing

Value Investing:
method and application to small caps

Value investing means buying quality companies at a price below their true worth. European Euronext Growth small caps, lightly followed by analysts, regularly offer opportunities that large caps no longer provide.

Updated May 2026 11 min read Intermediate

What is value investing?

Value investing is an investment approach built on a simple principle: buy stocks whose price is below the company's intrinsic value. The gap between true value and the price paid is the margin of safety.

The method was formalised by Benjamin Graham in Security Analysis (1934) and The Intelligent Investor (1949). His most famous disciple, Warren Buffett, enriched the approach by favouring quality companies with a durable competitive advantage (a moat) at a reasonable price - rather than mediocre companies at a very low price.

The founding quote: Graham summed up investing in one phrase: "Buy a dollar of assets for fifty cents." Buffett updated it: "It's far better to buy a wonderful company at a fair price than a fair company at a wonderful price."

The 5 principles of value investing

  1. Intrinsic value - every company has a fundamental value that can be calculated from its discounted future cash flows or its assets. The share price can drift away from it.
  2. Margin of safety - only buy with a significant cushion (≥ 30%) between estimated value and price. It protects against analytical errors.
  3. Mr Market - the market is irrational in the short term. Its excesses (panic or euphoria) create opportunities for the rational investor.
  4. Long-term horizon - value always expresses itself eventually, but it can take time. Impatience is the value investor's enemy.
  5. Circle of competence - only invest in sectors and companies you genuinely understand. It is better to pass on an opportunity than to misjudge a complex business.

The margin of safety

The margin of safety is the central concept of value investing. It is calculated as the gap between the estimated intrinsic value and the market price:

Margin of safety = (Intrinsic value − Price) ÷ Intrinsic value × 100
Example: estimated value €30 · price €19 → margin of safety = (30−19)/30 = 37%
Margin of safetyInterpretationAction
> 40%Large discount - classic value opportunity, limited riskBuy possible
20 – 40%Moderate discount - interesting if company quality is confirmedWorth studying
0 – 20%Small discount - little room for errorWait
Negative (price > value)Overvaluation - no value opportunityAvoid

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Value criteria applied to small caps

To screen Euronext Growth small caps on value criteria, here are the thresholds used in the screener:

The value-trap pitfall: a cheap stock can stay cheap - or fall further. A company with a P/E of 5 may be an opportunity or a sign of irreversible decline. The differentiating criterion: the quality of the business (ROCE, moat) and the management (capital allocation). A good screener filters out value traps by combining valuation AND fundamental quality.

Why small caps are ideal for value

Euronext Growth small caps have several characteristics that make the value method particularly effective:

Filter value small caps across 800+ stocks

EV/EBITDA, P/E, ROCE, net debt/EBITDA - the value criteria are built into the Valuation pillar of the ML score. Public track record: every prediction logged before closing, results net of costs.

Open the screener for free →

Go further

Put it into practice: browse the currently undervalued European stocks or read the European small-cap stock screener guide.

Frequently asked questions

Value investing means buying stocks whose price is below the estimated intrinsic value. Popularised by Graham and Buffett, the approach rests on the idea that the market misprices companies in the short term. The patient investor profits from this gap - the margin of safety.
The margin of safety is the gap between the estimated intrinsic value and the purchase price. If you estimate a stock is worth €30 and you buy it at €20, your margin of safety is 33%. It protects against estimation errors. Graham recommended a margin of at least 30-50%.
Yes, often better than on large caps. Euronext Growth small caps are less followed, which creates more inefficiencies. A profitable SME with an EV/EBITDA of 5 and a ROCE of 15% can stay undervalued for months. The ML screener identifies these situations across the 800+ stocks in the universe.
A value trap is a stock that looks cheap (low P/E, low EV/EBITDA) but keeps falling because the business is in structural decline. The differentiating criterion: the quality of the business (high ROCE, competitive advantage) and the quality of management. A screener that combines valuation AND fundamental quality filters out value traps effectively.