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 3/31/2016


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 13.9 1.7 1.2 1.3 0.0 11.5 10.0 417.6 -7.2 29 24.2
Dogs of the Dow 22.0 2.6 3.2 1.7 3.6 2.5 6.6 163,246.0 -4.1 10 7.6
Dogs of the Dow: Low Priced 5 14.1 2.2 2.8 2.9 3.7 5.6 5.9 152,821.4 4.8 5 15.5
Fundamental Rule of Thumb 3.2 1.2 1.0 1.0 0.0 26.4 10.0 301.7 -14.7 50 21.1
Graham--Defensive Investor (Non-Utility) 15.3 1.8 2.2 1.0 1.9 12.7 9.3 2,055.6 -11.3 21 19.2
Graham--Defensive Investor (Utility) 11.4 2.6 1.3 2.2 5.3 11.9 5.4 14,001.3 -6.8 18 14.7
Graham--Enterprising Investor Revised 8.4 3.8 0.8 0.8 2.9 6.7 2.1 361.7 -26.1 9 26.8
Magic Formula 7.7 0.8 2.1 1.2 2.0 26.2 7.9 790.4 -12.3 30 23.1
O'Shaughnessy: Value 14.0 1.6 1.2 1.5 3.5 2.4 7.6 48,585.7 -13.1 50 22.6
Piotroski: High F-Score 10.6 0.0 0.6 0.5 0.0 25.2 45.3 34.3 -17.2 20 23.4
Price-to-Free-Cash-Flow 10.5 1.4 1.2 0.3 0.0 -15.3 10.0 258.3 -35.5 30 21.7
Schloss 44.3 1.3 0.8 0.6 0.0 -31.6 18.0 80.2 -62.2 12 54.8
Weiss Blue Chip Div Yield 24.5 2.0 3.9 1.7 1.5 8.1 9.1 4,656.3 -6.3 12 24.6
Value With Price Momentum
Lakonishok 21.7 1.8 2.4 1.3 0.6 6.2 10.2 1,807.5 9.8 31 90.2
O'Shaughnessy: All Cap 14.9 1.1 1.8 0.4 3.8 11.3 7.1 1,913.1 -0.9 21 34.0
O'Shaughnessy: Growth 20.4 1.3 2.4 0.9 0.0 14.6 13.7 552.4 54.6 50 37.5
O'Shaughnessy: Growth Market Leaders 16.8 1.5 2.7 0.9 1.2 10.2 10.9 37,222.9 6.0 10 42.8
O'Shaughnessy: Small Cap Growth & Value 21.6 1.2 2.5 0.6 0.0 12.6 13.5 715.6 29.1 25 49.5
O'Shaughnessy: Tiny Titans 12.1 2.0 1.7 0.5 0.0 10.6 8.0 103.7 49.9 25 41.0
Growth
Dual Cash Flow 22.1 1.6 1.7 1.0 0.0 0.8 11.1 728.7 -10.3 67 31.0
Inve$tWare Quality Growth 34.4 1.7 11.2 3.3 0.0 34.5 15.6 8,141.6 19.8 19 12.1
Return on Equity 22.2 1.8 5.5 4.5 0.1 21.1 12.8 4,417.7 -0.4 31 20.5
Growth With Price Momentum
Driehaus 29.9 1.5 2.5 2.8 0.0 9.2 10.3 877.8 4.9 14 63.9
Foolish Small Cap 8
No companies pass this screen at this time.
15 42.0
Kirkpatrick Growth 22.6 1.7 2.6 1.7 0.6 6.5 15.1 1,868.0 20.2 13 61.3
O'Neil's CAN SLIM 21.6 1.4 1.5 3.9 0.0 31.3 10.0 204.3 22.5 6 56.4
O'Neil's CAN SLIM No Float 24.1 1.5 1.8 3.3 1.1 33.8 13.0 1,727.0 20.3 16 48.8
O'Neil's CAN SLIM Revised 3rd Edition 59.1 1.3 5.5 10.0 0.6 42.8 24.0 166,796.1 30.2 7 63.9
Growth & Value
Buffett: Hagstrom 21.3 1.7 4.6 2.4 0.4 17.7 12.0 5,212.6 7.3 30 19.5
Buffettology: EPS Growth 15.9 1.8 3.6 2.2 0.7 27.9 15.0 5,692.1 7.4 45 12.0
Buffettology: Sustainable Growth 13.2 2.1 3.3 1.8 0.0 26.7 15.0 3,794.1 0.6 32 13.9
Dividend (High Relative Yield) 20.3 1.6 3.4 1.6 2.0 13.2 10.6 7,931.5 1.4 38 20.3
Dreman 14.2 1.3 1.5 2.0 2.3 9.3 9.4 3,829.7 -6.5 21 31.2
Fisher (Philip) 9.2 0.4 1.4 1.1 0.0 42.1 15.0 657.0 -46.6 18 32.7
Foolish Small Cap 8 Revised 26.4 0.0 5.4 10.6 0.0 49.6 0.0 244.6 -12.4 5 41.3
Kirkpatrick Bargain 21.0 1.5 2.4 0.8 0.4 -1.7 12.0 2,586.0 1.5 17 63.6
Kirkpatrick Value 18.1 1.2 2.2 0.5 0.9 -4.5 28.5 1,934.2 36.2 3 72.6
Lynch 9.3 4.4 1.0 0.7 1.5 26.7 1.7 226.9 -26.6 25 20.9
Murphy Technology 17.1 1.4 2.4 1.9 0.0 7.6 11.4 2,298.3 13.8 10 20.5
Neff 12.0 0.8 2.7 1.2 1.3 25.5 15.0 4,022.5 -15.9 22 32.3
Price-to-Sales 17.0 1.5 1.7 0.8 0.0 8.7 13.9 401.0 -1.9 53 39.2
Rule #1 Investing 6.7 0.4 1.2 1.1 1.2 37.4 20.0 280.0 -37.4 12 28.5
T. Rowe Price
No companies pass this screen at this time.
7 49.3
Templeton 15.4 1.0 2.3 2.3 1.2 25.5 16.9 4,857.5 5.1 20 28.4
Wanger (Revised) 19.5 1.4 2.4 1.5 1.0 34.4 11.6 618.0 -12.4 29 26.8
Zweig 16.7 0.9 5.4 0.8 0.0 102.4 15.0 690.8 8.5 10 41.9
Growth & Value With Price Momentum
MAGNET Complex Revised 8.2 0.0 3.8 1.5 0.2 12.6 0.0 2,854.8 22.2 3 68.4
MAGNET Simple Revised 8.2 0.0 3.8 1.5 0.2 12.6 0.0 2,854.8 22.2 3 68.4
ADR Screen 9.5 1.5 1.8 1.5 2.2 22.9 6.5 5,847.2 -13.5 24 44.0
MAGNET Complex 24.6 0.0 4.2 1.1 2.6 -15.6 0.0 57.0 250.8 2 73.6
MAGNET Simple
No companies pass this screen at this time.
3 68.4
Muhlenkamp 17.6 1.4 2.6 1.4 0.5 9.8 10.0 1,726.8 -3.1 17 23.5
Oberweis Octagon 8.3 0.0 2.7 1.4 2.8 17.0 0.0 1,635.1 48.3 15 41.4
Stock Market Winners 13.4 1.4 1.0 2.9 1.6 24.4 10.0 117.1 22.0 12 58.2
Value on the Move--PEG With Est Growth 17.5 0.8 4.0 1.3 0.0 25.3 17.1 6,284.4 6.4 37 43.8
Value on the Move--PEG With Hist Growth 16.5 1.5 2.6 2.5 1.2 27.7 12.5 1,986.8 13.3 77 35.7
Earnings Estimates
Dreman With Est Revisions 12.6 1.8 1.6 1.5 2.1 6.3 7.6 3,664.6 4.0 12 84.0
Est Rev: Down 10.1 2.6 1.4 0.9 0.0 -23.1 15.0 305.9 -49.0 225 79.4
Est Rev: Down 5% 19.3 1.5 1.5 1.0 0.0 5.4 14.5 620.9 -33.2 75 89.3
Est Rev: Up 34.9 1.5 2.9 2.9 0.0 11.6 13.0 1,447.1 0.9 176 81.5
Est Rev: Up 5% 34.9 1.5 2.8 3.0 0.0 6.8 11.0 1,076.9 0.3 40 92.8
P/E Relative 16.3 2.1 3.1 1.9 0.8 22.1 9.1 4,665.5 -4.3 31 77.2
Sector/Specialty
Insider Net Purchases 13.2 0.9 3.0 5.0 0.0 -19.1 20.0 257.8 -9.3 29 30.0
All Exchange Listed Stocks 19.4 1.6 1.8 1.8 0.0 11.2 11.7 694.1 -6.2
Data as of 3/31/2016.