Portfolio Characteristics
Downloadable Excel Files
Other links
The Portfolio Characteristics table presents a snapshot of the characteristics of the stocks that made up each portfolio at a specific point in time. This table is updated semiannually and provides an indication of the types of stocks that each strategy tends to hold.
Data as of 6/30/2010| Strategy | P/E Ratio (X) |
Price- to-Book Value Ratio (X) |
Price- to-Sales Ratio (X) |
P/E to EPS Est. Growth (X) |
Hist. EPS Growth (%) |
Est. Long -Term EPS Growth (%) |
Market Cap ($ Mil) |
52-Week Relative Strength (%) |
| Value | ||||||||
| Cash Rich Firms | 12.1 | 1.3 | 2.1 | 0.8 | 18.6 | 15.0 | 292.0 | -4.0 |
| David Dreman | 11.3 | 1.3 | 1.3 | 1.0 | 10.4 | 10.0 | 2912.1 | 5.5 |
| David Dreman With Est Revisions | 11.1 | 1.5 | 1.0 | 1.0 | 14.7 | 9.9 | 2120.7 | 21.0 |
| Dividend Screen—DRPs | 11.1 | 1.6 | 1.3 | 1.8 | 11.6 | 7.1 | 7180.4 | -3.5 |
| Dividend Screen—Non-DRPs | 9.8 | 1.0 | 1.2 | 1.5 | 6.5 | 10.0 | 261.8 | -13.0 |
| High Relative Dividend Yield | 16.0 | 2.1 | 1.7 | 1.6 | 10.5 | 9.7 | 2974.5 | -4.5 |
| Dogs of the Dow | 12.8 | 1.9 | 1.1 | 1.8 | 3.6 | 6.6 | 112034.2 | -7.0 |
| Dogs of the Dow--Low Priced 5 | 16.1 | 1.4 | 1.1 | 1.9 | -3.2 | 6.4 | 79205.1 | -13.0 |
| Low Price-to-Free-Cash-Flow | 12.2 | 1.4 | 0.4 | 1.2 | -14.8 | 11.7 | 312.4 | 5.0 |
| Fundamental Rule of Thumb | 4.0 | 1.4 | 1.1 | 0.8 | 24.1 | 15.0 | 185.7 | 2.5 |
| Graham—Defensive Investor (Non-Utility) | 11.4 | 1.6 | 1.0 | 1.4 | 17.0 | 10.0 | 2290.4 | 6.0 |
| Graham—Enterprising Investor | 3.3 | 0.4 | 0.5 | 0.0 | 0.2 | -24.9 | 1654.8 | 2.0 |
| Josef Lakonishok | 14.4 | 1.7 | 1.1 | 1.3 | 7.6 | 10.6 | 2175.7 | 13.5 |
| John Neff | 7.4 | 1.7 | 0.8 | 0.7 | 18.9 | 15.0 | 1313.5 | -1.0 |
| O'Shaughnessy—Value | 12.1 | 1.6 | 1.2 | 1.8 | 3.5 | 6.4 | 15077.5 | -3.0 |
| Joseph Piotroski—F Score 8 | 14.3 | 0.5 | 0.2 | 1.2 | -18.5 | 15.0 | 70.3 | -13.0 |
| Joseph Piotroski—F Score 9 | 10.5 | 0.7 | 0.1 | 0.0 | -9.3 | 0.0 | 47.1 | 25.0 |
| P/E Relative | 11.7 | 1.7 | 1.3 | 1.0 | 13.4 | 12.7 | 1164.8 | 8.0 |
| Schloss | 9.1 | 0.7 | 0.9 | 0.6 | 2.9 | 18.0 | 36.3 | -48.0 |
| Weiss Blue Chip Div. Yield | 16.3 | 2.6 | 1.7 | 1.3 | 5.9 | 11.9 | 7298.2 | -1.0 |
| Growth & Value | ||||||||
| Buffett—Hagstrom | 17.1 | 3.9 | 2.4 | 1.2 | 21.5 | 14.2 | 3816.9 | 13.0 |
| Buffettology—EPS Growth | 11.9 | 2.9 | 1.6 | 1.1 | 27.0 | 15.0 | 1635.8 | 8.0 |
| Buffettology—Sustainable Growth | 12.0 | 2.8 | 1.7 | 1.0 | 29.6 | 15.5 | 1635.8 | 15.0 |
| Philip Fisher | 9.4 | 1.6 | 1.2 | 0.4 | 33.4 | 23.3 | 305.1 | 4.0 |
| Foolish Small Cap 8 Revised | 37.2 | 9.8 | 5.2 | 1.2 | 112.7 | 26.8 | 2633.6 | 155.0 |
| Kirkpatrick Bargain | 17.5 | 3.7 | 0.7 | 3.0 | 40.4 | -4.0 | 1158.4 | 121.0 |
| Kirkpatrick Value | -- | -- | -- | -- | -- | -- | -- | -- |
| Peter Lynch | 8.7 | 1.4 | 1.0 | 1.4 | 25.5 | 10.1 | 872.8 | 12.5 |
| Magic Formula | 4.4 | 1.6 | 0.8 | 0.5 | 34.4 | 16.4 | 331.9 | 7.5 |
| MAGNET C | -- | -- | -- | -- | -- | -- | -- | -- |
| MAGNET S | 0.0 | 3.1 | 2.6 | 0.5 | -9.8 | 20.0 | 385.0 | 160.0 |
| Muhlenkamp | 7.7 | 1.2 | 1.0 | 0.5 | 16.1 | 16.4 | 466.3 | 1.0 |
| Oberweis Octagon | 16.0 | 2.3 | 1.7 | 0.8 | 25.6 | 12.9 | 399.3 | 89.0 |
| O'Shaughnessy--All Cap | 14.9 | 0.9 | 0.5 | 1.0 | -7.8 | 10.1 | 1100.4 | 11.0 |
| O'Shaughnessy—Growth | 16.8 | 2.2 | 0.5 | 1.2 | -20.9 | 10.0 | 384.1 | 220.0 |
| O'Shaughnessy--Growth Market Leaders | 15.6 | 2.8 | 0.7 | 1.2 | 12.5 | 12.4 | 8028.2 | 62.0 |
| O'Shaughnessy--Small Cap Growth and Value | 20.9 | 3.2 | 0.7 | 1.5 | -11.5 | 13.2 | 468.2 | 176.0 |
| O'Shaughnessy--Tiny Titans | 21.3 | 1.5 | 0.4 | 1.5 | -26.5 | 10.0 | 137.7 | 332.0 |
| Low Price-to-Sales | 18.1 | 1.5 | 0.8 | 1.0 | 7.3 | 13.4 | 272.9 | 19.0 |
| Rule #1 Investing | 9.0 | 1.9 | 1.4 | 0.7 | 39.6 | 15.9 | 371.7 | -21.5 |
| Stock Market Winners | 11.5 | 1.4 | 0.6 | 0.0 | 16.3 | 0.0 | 69.0 | 49.0 |
| T. Rowe Price | 6.6 | 1.5 | 0.9 | 0.7 | 21.9 | 15.0 | 164.6 | 27.0 |
| John Templeton | 18.9 | 3.0 | 1.7 | 1.1 | 33.1 | 16.4 | 2274.8 | 11.0 |
| Value on the Move—PEG With Est Growth | 14.0 | 3.1 | 1.0 | 0.9 | 19.0 | 14.4 | 1515.0 | 21.0 |
| Value on the Move—PEG With Hist Growth | 15.0 | 3.4 | 1.4 | 1.0 | 22.0 | 14.2 | 1512.8 | 40.0 |
| Ralph Wanger | 16.0 | 2.5 | 1.8 | 0.8 | 32.4 | 18.1 | 747.2 | 27.5 |
| Martin Zweig | 17.3 | 2.0 | 1.4 | 1.0 | 32.7 | 17.5 | 901.2 | 29.0 |
| Growth | ||||||||
| Richard Driehaus | 29.0 | 3.3 | 3.1 | 1.4 | 12.4 | 16.0 | 949.8 | 50.0 |
| Foolish Small Cap 8 | 13.1 | 3.6 | 2.7 | 0.7 | 16.1 | 23.8 | 295.0 | 118.0 |
| Kirkpatrick Growth | 27.3 | 3.0 | 4.0 | 1.0 | 16.7 | 16.0 | 1431.9 | 155.0 |
| IBD Stable 70 | 18.9 | 3.3 | 1.4 | 0.9 | 33.4 | 17.6 | 1542.8 | 23.0 |
| Inve$tWare Quality Growth | 19.6 | 3.0 | 2.8 | 1.0 | 32.2 | 18.0 | 2005.0 | 26.0 |
| O'Neil's CAN SLIM | 21.7 | 2.8 | 0.6 | 1.3 | 32.7 | 16.0 | 617.1 | 29.0 |
| O'Neil's CAN SLIM Revised 3rd Edition | -- | -- | -- | -- | -- | -- | -- | -- |
| Return on Equity | 19.4 | 4.1 | 1.8 | 0.8 | 34.8 | 19.4 | 588.3 | 33.5 |
| Sector/Specialty | ||||||||
| ADRs | 12.7 | 3.1 | 2.0 | 1.4 | 25.4 | 3.5 | 12848.6 | -1.0 |
| Dual Cash Flow | 16.8 | 1.6 | 1.2 | 1.3 | -6.9 | 12.3 | 389.8 | 9.0 |
| Est Rev Down | 21.5 | 1.2 | 1.1 | 1.6 | -14.9 | 13.0 | 542.0 | -24.0 |
| Est Rev Down 5% | 22.0 | 1.2 | 1.1 | 1.3 | -6.0 | 13.7 | 687.2 | -12.0 |
| Est Rev Up | 21.0 | 1.8 | 1.4 | 1.0 | -12.5 | 10.8 | 996.6 | 25.0 |
| Est Rev Up 5% | 23.3 | 2.1 | 1.4 | 1.0 | 0.2 | 13.1 | 1089.2 | 36.0 |
| Graham—Defensive Investor (Utility) | 12.8 | 1.5 | 1.2 | 3.0 | 5.7 | 4.0 | 4523.0 | -4.0 |
| Insider Net Purchases | 16.0 | 1.5 | 0.8 | 2.2 | -17.1 | 8.0 | 112.7 | 9.0 |
| Michael Murphy Technology | 5.5 | 2.3 | 1.9 | 1.1 | 41.9 | 17.0 | 637.1 | -30.0 |
| All Exchange Listed Stocks | 16.5 | 1.4 | 1.3 | 1.2 | -0.4 | 12.5 | 394.2 | 3.0 |
| Data as of 6/30/2010. | ||||||||
Connect with other AAII Members by engaging in a discussion of various topics through our new 