Portfolio Characteristics

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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.