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 12/31/2011


Default View
Strategy P/E
Ratio (X)		 Price
to
EPS
Est.
Growth
(X)		 Price-
to-Book
Value Ratio
(X)		 Price-
to-Sales
Ratio
(X)		 Dividend
Yield
(%)		 Hist.
EPS
Growth
(%)		 Est.
Long
-Term
EPS
Growth
(%)		 Market
Cap
($ Mil)		 52-Week
Relative
Strength
(%)		 Monthly Holdings
Avg # Turnover %
Value
Cash Rich Firms 17.6 1.4 1.3 1.8 0.0 5.2 12.8 317.1 -15.0 31 25.1
Dogs of the Dow 16.1 1.7 2.4 1.8 4.0 3.6 9.5 144,913.5 5.5 10 7.1
Dogs of the Dow: Low Priced 5 15.4 2.2 1.9 2.4 4.0 -0.2 4.6 166,346.0 5.0 5 15.0
Fundamental Rule of Thumb 1.5 0.6 0.3 0.4 0.0 33.2 15.0 39.9 -66.0 50 22.0
Graham--Defensive Investor (Non-Utility) 11.3 1.0 1.4 1.1 2.0 12.7 10.6 4,071.8 -13.0 20 20.8
Graham--Defensive Investor (Utility) 14.3 3.2 1.4 1.2 4.0 5.9 3.7 11,466.8 9.0 19 13.9
Graham--Enterprising Investor 2.8 1.2 0.4 0.2 2.0 4.7 10.5 1,792.9 12.0 4 44.3
Magic Formula 4.5 0.5 1.2 0.8 0.0 19.0 12.4 376.3 -14.0 30 24.7
O'Shaughnessy: Value 9.8 1.2 1.3 1.0 3.0 0.5 8.5 27,214.0 -8.5 50 19.6
Piotroski: High F-Score 3.8 0.0 0.5 0.2 0.0 -5.2 27.9 14.3 -37.5 24 23.1
Price-to-Free-Cash-Flow 8.1 0.8 0.9 0.4 0.0 15.3 10.5 788.8 -27.5 30 22.4
Schloss 15.7 1.0 0.6 0.4 0.0 -5.1 19.4 52.6 -57.5 13 54.4
Weiss Blue Chip Div Yield 16.6 1.5 2.8 1.5 2.0 10.8 11.9 7,628.2 -6.0 13 25.1
Value With Price Momentum
Lakonishok 15.1 1.2 1.9 1.3 0.0 0.0 11.4 1,525.3 13.0 30 90.0
O'Shaughnessy: All Cap 7.4 0.8 1.0 0.4 2.0 -9.0 15.0 1,568.2 0.0 23 35.7
O'Shaughnessy: Growth 18.5 1.3 2.2 0.9 0.0 3.7 12.3 900.2 57.0 50 37.9
O'Shaughnessy: Growth Market Leaders 11.2 1.1 2.1 0.6 2.0 6.9 11.1 16,767.6 17.5 10 42.6
O'Shaughnessy: Small Cap Growth & Value 21.9 1.3 2.1 0.9 0.0 -1.7 13.8 724.2 56.0 25 48.8
O'Shaughnessy: Tiny Titans 16.8 1.3 1.8 0.6 0.0 -4.3 20.0 57.4 67.0 25 42.4
Growth
Dual Cash Flow 14.9 1.2 1.5 1.1 0.0 1.2 11.7 411.3 -5.0 68 31.0
IBD Stable 70 22.2 1.1 2.8 1.7 0.0 25.2 18.7 1,356.9 20.0 43 11.7
Inve$tWare Quality Growth 16.0 0.9 3.0 1.6 0.0 32.1 18.7 1,387.8 -5.5 22 11.7
Return on Equity 14.7 1.2 3.5 1.7 1.0 20.0 14.7 3,245.8 6.5 33 21.1
Growth With Price Momentum
Driehaus 17.7 1.4 1.9 2.0 0.0 -12.1 11.8 1,304.1 12.0 15 63.4
Foolish Small Cap 8 21.5 0.8 2.5 2.5 0.0 31.6 9.6 505.2 55.0 19 36.1
Kirkpatrick Growth 27.1 1.3 5.5 5.6 0.0 9.6 22.7 2,829.6 36.0 12 61.9
O'Neil's CAN SLIM 19.5 1.3 4.5 1.5 1.0 41.3 15.5 1,947.4 56.0 7 57.2
O'Neil's CAN SLIM Revised 3rd Edition 22.8 1.6 2.8 1.5 0.0 26.0 19.3 4,409.0 30.0 8 65.3
Growth & Value
Buffett: Hagstrom 18.1 1.4 4.2 2.0 1.0 22.7 14.7 6,697.8 20.0 30 20.4
Buffettology: EPS Growth 15.2 1.3 2.8 2.1 0.0 26.8 14.5 2,007.7 5.0 45 11.7
Buffettology: Sustainable Growth 13.4 1.3 2.6 2.5 0.0 26.8 14.4 1,643.2 -6.0 32 13.1
Dividend (High Relative Yield) 13.8 1.6 1.7 2.0 3.0 11.1 10.0 7,522.6 1.0 42 19.8
Dividend Screen: DRPs 11.0 1.3 1.7 1.8 4.0 9.9 8.6 5,091.1 -4.0 30 25.9
Dividend Screen: Non-DRPs 11.0 1.3 1.2 2.0 4.0 8.8 10.0 423.8 -5.5 30 28.4
Dreman 10.1 0.9 2.0 1.1 3.0 8.5 11.2 3,780.1 -13.0 21 32.3
Fisher (Philip) 8.8 0.4 1.0 1.0 0.0 29.8 20.0 881.9 -25.0 22 31.7
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
 6 32.2
Kirkpatrick Bargain 16.1 1.2 2.2 0.6 2.0 -3.2 11.9 3,077.0 10.5 14 64.4
Kirkpatrick Value
No companies pass this screen at this time.
 2 75.7
Lynch 6.8 0.7 1.3 1.2 3.0 23.4 10.3 249.0 -25.0 26 22.0
Murphy Technology 6.7 0.5 1.5 1.6 0.0 36.9 16.3 486.3 -40.0 11 21.7
Neff 8.4 0.6 1.8 0.9 2.0 17.9 15.0 2,091.3 -15.0 23 33.3
Price-to-Sales 14.5 1.2 1.4 0.7 0.0 7.4 14.0 461.9 -3.5 55 39.2
Rule #1 Investing 11.5 0.8 3.0 2.1 0.0 43.5 18.3 1,175.4 -14.0 15 25.8
T. Rowe Price
No companies pass this screen at this time.
 10 35.2
Templeton 18.2 1.0 2.6 3.5 0.0 29.2 17.5 4,747.3 -8.0 24 27.3
Wanger (Revised) 16.3 1.0 2.5 1.5 0.0 35.2 15.0 820.4 15.5 30 27.0
Zweig 14.1 0.9 4.2 1.1 0.0 26.7 13.3 724.6 21.5 13 41.4
Growth & Value With Price Momentum
ADR Screen 14.1 2.0 2.0 2.0 3.0 26.3 9.7 15,314.6 -1.5 25 43.5
MAGNET Complex
No companies pass this screen at this time.
 2 71.3
MAGNET Simple 55.5 0.5 3.9 6.4 2.0 -41.1 56.5 2,044.6 126.0 3 66.2
Muhlenkamp 6.2 1.6 1.0 2.2 0.0 19.3 6.9 366.0 -15.0 20 24.1
Oberweis Octagon 16.3 1.0 2.1 0.7 0.0 2.5 15.3 851.5 18.5 17 41.4
Stock Market Winners 13.5 1.0 1.1 1.3 1.0 8.8 14.5 90.7 26.0 12 60.9
Value on the Move--PEG With Est Growth 16.4 0.9 3.2 1.6 1.0 11.0 15.8 4,068.6 18.0 43 44.3
Value on the Move--PEG With Hist Growth 15.8 1.2 2.8 2.1 1.0 22.6 13.0 2,823.9 18.5 86 36.0
Earnings Estimates
Dreman With Est Revisions 10.5 0.9 1.3 1.7 1.0 16.2 12.0 2,173.7 0.0 13 82.2
Est Rev: Down 14.2 1.7 1.2 0.5 0.0 -5.2 15.0 658.7 -30.5 212 79.2
Est Rev: Down 5% 15.2 1.4 1.3 0.6 0.0 -5.9 15.0 577.9 -37.5 77 88.8
Est Rev: Up 17.6 1.3 1.9 2.2 0.0 2.3 15.0 1,540.1 5.5 178 80.6
Est Rev: Up 5% 13.9 1.1 1.9 1.4 0.0 -11.1 21.0 527.4 11.0 45 92.1
P/E Relative 14.1 0.9 2.3 1.0 0.0 18.7 15.0 2,113.1 0.0 33 77.0
Sector/Specialty
Insider Net Purchases 31.1 2.6 1.8 1.9 0.0 16.8 5.0 216.8 -9.0 28 29.6
Data as of 12/31/2011.