Table 2. Companies Passing the Lakonishok Screen
Company (Exchange: Ticker) P/E Ratio
(X)
Price-
to-
Book
Ratio
(X)
Price-
to-
Cash-
Flow
Ratio
(X)
Price-to-
Sales Ratio
Relative
Strgth Index
Current
EPS Est
Description
Firm
(X)
Indus
(X)
13-
Wk
(%)
26-
Wk
(%)
Up-
ward
Revs
(No.)
Rev
Last
Mo
(%)
Forest Laboratories, Inc. (N: FRX) 23.3 5.4 23.3 5.0 6.5 25 4 3 0.4 pharmaceutical prods
Aleris International Inc. (N: ARS) 14.6 3.3 14.5 0.5 0.6 24 15 3 9.5 rolled aluminum prods
Tsakos Energy Navigation Ltd. (N: TNP) 5.3 1.3 4.2 2.3 2.0 19 12 4 6.7 offshore oil transport
Capital Trust, Inc. (N: CT) 11.9 1.7 11.3 8.3 1.8 18 18 5 4.7 investment mgmt
PAREXEL International Corporat (M: PRXL) 37.6 3.8 18.3 1.2 6.5 18 17 1 0.8 bio/pharmaceutical servs
Southern Copper Corporation (N: PCU) 8.4 4.4 7.1 3.0 3.0 18 16 1 2.2 mining in Mexico & Peru
Symantec Corporation (M: SYMC) 268.3 1.5 75.1 4.1 2.0 18 16 1 0.9 Internet network & security
Merck & Co., Inc. (N: MRK) 16.2 4.6 16.2 4.0 3.8 17 17 5 0.8 pharmaceuticals
Total System Services (N: TSS) 21.6 4.0 21.8 2.6 1.5 17 12 2 1.9 electronic pay processing
Hewlett-Packard Company (N: HPQ) 21.2 2.8 18.9 1.1 1.3 16 8 27 4.8 computer hardware & servs
Freeport-McMoRan Copper & Gold (N: FCX) 9.7 13.1 7.9 2.2 3.0 15 15 5 1.9 mining in Indonesia
IDEXX Laboratories, Inc. (M: IDXX) 37.0 8.3 37.3 4.3 6.5 15 14 1 3.1 food & water test; vet servs
Central Parking Corp. (N: CPC) 14.3 1.4 9.9 0.5 1.0 14 5 1 5.2 parking facilities
Whiting Petroleum Corporation (N: WLL) 9.9 1.5 5.3 2.2 3.0 14 10 4 1.7 oil & natural gas
Blyth, Inc. (N: BTH) -- 2.6 -- 0.6 1.1 13 3 2 9.6 home decor
TJX Companies, Inc. (N: TJX) 19.0 6.5 19.0 0.8 0.9 13 6 17 2.0 off-price apparel
Axis Capital Holdings Limited (N: AXS) 46.1 1.3 46.1 1.7 1.2 13 5 3 1.4 insurance prods
Helix Energy Solutions Group (N: HLX) 13.7 3.7 13.7 2.7 2.1 12 7 3 1.8 energy servs
Lockheed Martin Corporation (N: LMT) 16.9 4.7 16.9 0.9 1.1 12 11 1 0.2 advanced technology sys
CenterPoint Energy, Inc. (N: CNP) 10.8 2.9 4.6 0.4 1.1 11 9 5 3.2 public utility holding co
Mattel, Inc. (N: MAT) 13.4 3.6 13.4 1.4 0.7 11 10 1 0.8 toy manufacturer
Medco Health Solutions Inc. (N: MHS) 34.1 2.5 24.7 0.4 0.7 11 3 5 0.8 pharmacy benefit mgr
IPC Holdings, Ltd. (M: IPCR) -- 1.1 -- 3.3 1.2 11 9 1 0.9 property reinsurance
MICROS Systems, Inc. (M: MCRS) 30.7 4.7 26.0 2.9 2.0 10 10 7 7.0 info solutions for hospitality
Washington Group International (M: WGII) 20.6 2.2 19.5 0.5 0.6 10 5 2 2.6 engineering & construction
Lancaster Colony Corp. (M: LANC) 17.4 2.9 17.5 1.2 0.8 9 5 2 9.6 specialty foods, glassware
Jacuzzi Brands, Inc. (N: JJZ) 32.9 2.4 32.9 0.6 1.0 7 2 1 4.1 bath & plumping prods
Cisco Systems, Inc. (M: CSCO) 24.4 5.5 22.7 4.6 1.3 5 3 8 0.8 network & commun prods
Ennis, Inc. (N: EBF) 12.9 1.7 12.9 1.0 0.6 3 3 1 5.1 business forms; activewear
Heidrick & Struggles International (M: HSII) 12.5 2.8 12.5 1.4 1.0 1 1 2 0.5 exec search consulting
Exchange Key: M=NASDAQ National or NASDAQ Small Cap Market, N=New York Stock Exchange.
Source: AAII's Stock Investor Pro/Reuters Research, Inc. Data as of September 8, 2006.