Screen Characteristics

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The Screen Characteristics table presents a snapshot of the characteristics of the stocks passing each screen at a specific point in time. This table is updated quarterly and provides an indication of the types of stocks that each strategy tends to identify.

Data as of 9/30/2016


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 14.5 1.6 1.3 1.4 0.0 11.5 8.8 540.3 -356.0 28 24.1
Dogs of the Dow 24.2 2.5 5.1 1.8 3.5 1.3 7.9 169,401.7 4.2 10 7.6
Dogs of the Dow: Low Priced 5 24.4 2.1 3.3 3.2 3.4 1.6 6.5 202,107.5 4.7 5 15.4
Fundamental Rule of Thumb 4.5 2.1 1.6 1.3 0.0 22.5 9.8 384.1 -4.9 50 21.2
Graham--Defensive Investor (Non-Utility) 16.4 1.6 2.0 1.0 1.4 16.0 10.5 1,624.0 -3.2 21 19.2
Graham--Defensive Investor (Utility) 9.8 2.6 1.0 1.5 5.0 9.0 5.3 13,882.0 -7.9 17 14.6
Graham--Enterprising Investor Revised 10.8 0.0 1.1 0.8 2.4 22.7 -10.4 482.2 -5.5 8 26.8
Magic Formula 7.0 0.9 2.7 1.0 1.1 23.9 11.0 866.8 -8.0 30 23.8
O'Shaughnessy: Value 15.8 2.0 1.7 1.3 4.3 3.7 6.4 35,203.5 -9.5 50 23.0
Piotroski: High F-Score 10.4 0.6 0.6 0.5 0.0 19.3 3.0 28.5 -22.6 20 23.0
Price-to-Free-Cash-Flow 11.4 1.3 1.4 0.4 0.0 2.0 10.0 648.3 -14.6 30 21.7
Schloss 13.9 0.0 0.7 0.5 0.0 -9.8 15.0 33.4 -39.7 12 54.6
Weiss Blue Chip Div Yield 17.3 1.7 3.6 0.9 2.4 9.8 9.5 4,817.8 -11.2 12 24.5
Value With Price Momentum
Lakonishok 17.3 1.3 2.0 1.2 1.3 7.5 10.5 3,001.2 2.2 31 90.2
O'Shaughnessy: All Cap 11.8 1.0 1.5 0.6 3.4 15.1 6.7 2,587.3 -5.0 21 33.9
O'Shaughnessy: Growth 20.4 1.4 2.2 0.8 0.0 -11.7 12.8 608.2 73.3 50 37.6
O'Shaughnessy: Growth Market Leaders 21.9 1.8 3.5 1.4 1.3 11.7 10.2 27,905.6 10.5 10 43.0
O'Shaughnessy: Small Cap Growth & Value 19.5 1.0 1.7 0.6 0.0 -7.8 13.6 410.4 37.2 25 49.9
O'Shaughnessy: Tiny Titans 20.8 2.5 1.8 0.4 0.0 -15.9 13.0 135.3 72.5 25 40.8
Growth
Dual Cash Flow 20.6 1.9 1.3 1.7 1.0 1.4 9.9 543.9 -5.1 66 31.0
Inve$tWare Quality Growth 39.3 1.8 13.3 5.2 0.0 29.6 17.9 20,632.2 -2.0 18 11.8
Return on Equity 25.0 1.9 5.5 4.0 0.4 28.8 15.3 4,018.6 12.1 31 20.6
Growth With Price Momentum
Driehaus 47.7 2.0 4.3 4.0 0.0 17.8 15.3 1,992.8 23.2 14 63.8
Foolish Small Cap 8
No companies pass this screen at this time.
14 43.5
Kirkpatrick Growth 46.4 1.3 5.8 5.6 0.0 -14.7 23.3 3,249.8 65.8 13 61.4
O'Neil's CAN SLIM 14.9 0.0 2.7 1.7 0.9 38.5 0.0 707.0 16.7 6 56.5
O'Neil's CAN SLIM No Float 18.3 1.6 3.8 2.4 0.8 38.5 15.7 4,222.6 16.7 16 48.8
O'Neil's CAN SLIM Revised 3rd Edition 12.0 0.9 3.7 2.8 0.3 42.7 22.7 4,562.8 61.1 7 64.2
Growth & Value
Buffett: Hagstrom 19.9 1.8 4.6 2.3 0.7 18.4 10.2 4,256.5 -5.5 30 19.4
Buffettology: EPS Growth 16.1 1.6 3.1 1.9 1.2 27.0 13.9 7,214.1 -3.0 44 12.0
Buffettology: Sustainable Growth 13.2 2.4 2.6 1.9 1.5 27.7 10.6 2,891.0 -10.6 31 14.0
Dividend (High Relative Yield) 20.5 1.5 3.3 1.5 2.2 8.0 11.2 4,836.9 -8.7 37 20.4
Dreman 15.0 1.3 1.7 2.2 2.3 7.3 10.9 7,473.5 -9.9 22 30.9
Fisher (Philip) 17.2 0.5 2.1 1.4 0.0 159.6 21.6 881.8 -12.7 18 32.5
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
5 42.5
Kirkpatrick Bargain 28.0 1.8 1.8 0.9 1.3 -8.3 8.5 2,669.0 11.9 17 63.6
Kirkpatrick Value 78.1 0.0 1.4 0.5 0.0 -17.9 0.0 1,142.9 67.6 3 72.6
Lynch 9.7 4.8 1.1 0.7 1.2 25.0 2.3 4,849.2 -14.1 25 21.1
Murphy Technology 10.5 3.6 2.1 1.5 0.0 40.9 10.0 1,169.4 -4.1 10 21.3
Neff 10.9 1.0 2.9 1.2 1.1 19.6 12.3 5,183.8 -3.0 21 32.1
Price-to-Sales 26.7 1.6 1.5 0.8 0.0 -2.6 15.0 517.6 4.0 53 39.2
Rule #1 Investing 11.4 0.7 3.5 3.3 0.0 63.8 21.5 1,627.9 -10.3 12 28.4
T. Rowe Price 11.3 1.1 2.0 2.4 0.9 21.2 9.3 1,388.0 13.6 7 49.8
Templeton 16.9 1.5 3.0 2.0 1.1 21.8 10.9 8,580.2 -5.2 20 28.4
Wanger (Revised) 21.3 1.2 3.8 1.8 0.0 40.1 15.0 694.8 12.5 29 26.9
Zweig 20.9 1.2 4.6 1.4 0.0 53.9 14.5 2,580.1 10.8 10 41.6
Growth & Value With Price Momentum
MAGNET Complex Revised
No companies pass this screen at this time.
3 69.0
MAGNET Simple Revised 55.8 0.0 2.8 3.4 0.7 0.3 0.0 593.9 57.8 3 69.0
ADR Screen 11.4 3.1 1.2 1.3 2.0 35.1 3.0 15,503.2 -19.4 24 44.2
MAGNET Complex 11.8 0.0 1.7 0.6 2.2 -1.2 0.0 63.6 78.6 2 73.9
MAGNET Simple 163.3 0.5 5.3 9.5 0.0 -34.7 60.9 2,311.9 85.7 3 69.0
Muhlenkamp 18.0 1.5 2.8 1.3 0.0 9.0 10.0 2,200.8 3.7 18 23.6
Oberweis Octagon 19.5 1.2 1.6 0.9 0.0 16.3 15.0 391.6 20.0 15 41.9
Stock Market Winners 13.5 1.5 1.2 2.9 1.6 19.9 8.0 105.5 24.3 12 58.0
Value on the Move--PEG With Est Growth 19.1 1.0 2.3 1.6 0.0 9.0 17.1 1,379.6 20.6 36 43.8
Value on the Move--PEG With Hist Growth 17.8 1.8 2.7 2.8 1.1 26.7 9.3 578.6 17.1 76 35.9
Earnings Estimates
Dreman With Est Revisions 14.7 1.1 1.9 3.0 2.3 2.3 12.7 10,002.7 10.0 12 84.1
Est Rev: Down 39.5 1.8 1.8 1.1 0.0 -12.9 17.2 1,062.4 -13.1 226 79.4
Est Rev: Down 5% 39.4 1.5 2.1 1.2 0.0 -15.5 16.5 1,062.4 -18.1 75 89.4
Est Rev: Up 39.1 3.4 2.3 1.6 0.0 -4.4 15.0 1,561.9 21.5 177 81.5
Est Rev: Up 5% 41.2 3.1 2.5 1.9 0.0 -4.4 11.2 1,451.3 36.2 40 92.9
P/E Relative 17.4 1.6 2.4 2.4 2.2 14.7 10.0 6,323.8 -2.1 32 77.2
Sector/Specialty
Insider Net Purchases 19.6 1.0 1.7 4.6 0.0 8.8 13.1 262.2 -18.2 29 30.0
All Exchange Listed Stocks 20.6 1.8 1.9 1.9 0.0 5.5 11.2 766.6 -4.5
Data as of 9/30/2016.