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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 quarterly and provides an indication of the types of stocks that each strategy tends to hold.

Data as of 3/31/2013


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 %
Sorted by avgn ↑
Kirkpatrick Value 0.0 3.2 3.3 0.3 0.0 -23.4 5.0 629.3 7.5 2 74.2
MAGNET Complex
No companies pass this screen at this time.
2 73.8
MAGNET Simple
No companies pass this screen at this time.
3 68.2
Graham--Enterprising Investor 5.9 4.7 0.6 0.5 3.8 9.3 6.7 17,104.2 -26.1 4 43.5
Dogs of the Dow: Low Priced 5 14.8 2.2 2.1 2.4 3.4 7.3 5.9 182,604.2 -6.9 5 15.7
O'Neil's CAN SLIM 22.3 1.4 2.2 1.6 0.0 27.7 25.0 385.2 29.8 6 57.0
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
6 27.2
O'Neil's CAN SLIM Revised 3rd Edition 31.8 1.2 11.7 6.3 0.0 51.1 25.4 19,020.3 37.4 8 65.3
T. Rowe Price
No companies pass this screen at this time.
8 43.1
Graham--Enterprising Investor Revised 9.5 0.8 1.1 0.6 2.1 8.1 12.0 1,193.2 -27.4 9 25.4
Dogs of the Dow 16.2 2.3 2.5 2.5 3.4 7.7 5.9 176,468.0 -13.3 10 7.4
O'Shaughnessy: Growth Market Leaders 16.9 1.8 2.7 1.1 1.6 8.7 8.6 32,995.8 33.3 10 42.9
Kirkpatrick Growth 70.4 0.7 15.9 4.9 0.6 5.8 46.2 2,543.5 51.5 11 62.0
Murphy Technology 5.9 142.9 1.6 2.0 0.0 21.5 -2.6 1,399.1 -5.9 11 20.6
Zweig 16.8 0.8 3.1 3.0 1.9 17.5 18.3 2,348.5 23.2 11 41.9
Schloss 0.0 0.0 0.8 0.4 0.0 -10.9 20.0 60.4 -48.4 12 54.3
Weiss Blue Chip Div Yield 23.6 2.0 3.9 2.6 1.3 11.1 11.1 7,968.2 4.4 12 24.9
Stock Market Winners 19.1 0.0 1.2 1.2 0.0 16.1 0.0 66.8 18.3 12 59.1
Dreman With Est Revisions 13.1 1.2 1.9 1.7 2.3 8.9 9.7 6,422.1 17.5 13 83.1
Rule #1 Investing 13.7 0.3 9.7 4.8 1.8 57.6 29.5 3,933.7 66.9 14 25.0
Driehaus 33.8 2.0 2.6 2.2 0.0 15.5 13.4 823.1 23.4 15 63.7
Kirkpatrick Bargain 46.1 1.8 4.0 1.2 0.0 -2.9 21.6 1,510.6 51.5 15 64.7
Foolish Small Cap 8
No companies pass this screen at this time.
16 40.4
O'Neil's CAN SLIM No Float 25.8 1.3 5.5 3.4 0.0 31.7 18.5 3,364.9 32.7 16 49.5
Oberweis Octagon 26.6 0.8 3.9 1.5 0.0 33.3 20.0 714.9 50.1 16 42.2
Muhlenkamp 2.5 0.3 0.6 0.5 0.0 28.5 25.0 345.2 7.1 18 23.9
Graham--Defensive Investor (Utility) 15.6 3.3 1.6 1.4 4.1 6.2 4.6 7,243.6 -14.5 19 13.7
Inve$tWare Quality Growth 31.3 1.5 6.5 3.5 0.0 26.4 19.5 9,797.8 10.5 20 11.6
Fisher (Philip) 21.8 0.5 4.1 1.7 0.0 11.9 25.0 2,760.6 21.1 20 33.0
Graham--Defensive Investor (Non-Utility) 11.9 2.8 1.4 1.0 2.6 9.3 1.4 1,498.8 -17.3 21 19.9
Piotroski: High F-Score 31.8 0.0 0.9 0.7 0.0 32.4 0.0 81.3 1.1 21 24.0
Dreman 15.5 1.0 1.5 2.0 2.9 14.3 13.2 6,394.0 -2.9 21 31.5
O'Shaughnessy: All Cap 16.7 1.4 1.7 0.6 3.0 5.3 10.2 1,832.6 -0.6 22 34.3
Neff 8.7 0.9 2.5 1.6 1.2 24.9 13.9 1,691.1 2.1 22 33.3
Templeton 20.5 1.3 3.3 3.6 0.0 21.3 16.3 7,219.1 -7.7 22 27.9
O'Shaughnessy: Small Cap Growth & Value 26.1 1.6 2.4 0.6 0.0 27.7 15.0 442.2 112.5 25 49.9
O'Shaughnessy: Tiny Titans 37.8 4.4 2.4 0.5 0.0 -13.7 12.0 109.0 103.3 25 41.6
Lynch 8.5 0.0 1.5 1.2 2.3 20.1 -7.4 266.6 -16.4 25 21.1
ADR Screen 10.7 1.1 2.1 2.3 2.5 21.2 8.8 5,181.0 -11.6 25 43.8
Insider Net Purchases 43.5 3.7 5.3 7.6 0.0 14.3 14.0 338.6 -16.4 28 29.9
Cash Rich Firms 23.9 0.8 1.5 1.9 0.0 23.2 16.2 513.3 -12.1 30 24.5
Magic Formula 7.5 0.8 2.0 1.7 1.1 22.6 10.0 979.4 -2.2 30 23.8
Price-to-Free-Cash-Flow 12.5 2.1 1.4 0.6 0.0 -3.1 6.0 1,026.0 -11.1 30 22.0
Buffett: Hagstrom 21.1 1.4 4.0 2.2 0.9 26.7 13.8 6,283.9 2.8 30 19.7
Dividend Screen: DRPs 18.8 1.4 2.4 2.1 1.7 15.0 10.5 13,389.9 -8.3 30 26.2
Dividend Screen: Non-DRPs 15.3 1.5 2.4 2.6 2.1 15.1 11.5 7,547.2 -5.2 30 28.5
Wanger (Revised) 22.2 1.3 3.0 2.3 0.3 45.7 15.9 1,289.2 18.3 30 26.9
Lakonishok 19.7 1.7 2.9 1.9 1.7 11.2 9.6 5,489.9 6.5 31 90.0
Return on Equity 21.7 1.1 5.3 3.5 0.3 24.1 16.2 3,115.7 12.5 32 20.8
P/E Relative 18.2 1.7 2.6 2.1 0.8 17.9 10.1 10,393.7 -6.2 32 76.9
Buffettology: Sustainable Growth 16.5 1.6 3.1 2.6 0.0 24.1 14.7 3,874.9 0.3 33 13.2
IBD Stable 70 26.4 1.5 6.9 3.5 0.0 31.6 18.5 4,892.9 32.8 39 11.8
Dividend (High Relative Yield) 18.9 1.8 3.0 2.5 1.8 10.9 11.5 30,787.7 -2.3 40 20.1
Value on the Move--PEG With Est Growth 20.7 0.9 4.8 3.2 0.0 34.9 22.4 4,382.9 36.8 40 44.4
Est Rev: Up 5% 75.1 1.4 3.3 2.0 0.0 12.3 17.0 1,222.5 27.5 42 92.6
Buffettology: EPS Growth 19.0 1.7 3.4 2.6 0.0 21.7 13.7 3,754.2 -0.9 47 11.7
Fundamental Rule of Thumb 4.5 1.0 1.9 1.7 0.0 22.8 14.0 491.1 11.0 50 21.3
O'Shaughnessy: Value 16.6 1.5 2.4 1.3 3.5 3.3 9.7 56,744.7 -1.5 50 21.2
O'Shaughnessy: Growth 23.3 1.9 2.4 0.6 0.0 -10.0 10.0 441.1 119.2 50 37.8
Price-to-Sales 16.8 1.3 1.6 1.4 0.0 2.8 15.0 456.1 6.4 55 39.0
Dual Cash Flow 21.0 1.5 1.7 1.5 0.0 11.5 12.7 1,195.4 -5.0 68 31.0
Est Rev: Down 5% 21.0 1.7 2.3 1.1 0.0 4.3 13.0 856.4 -16.4 76 89.0
Value on the Move--PEG With Hist Growth 19.7 1.2 4.1 3.2 0.0 34.4 14.8 3,521.5 18.5 80 36.0
Est Rev: Up 38.6 1.4 3.3 1.8 0.0 15.7 15.0 1,760.0 26.3 178 81.1
Est Rev: Down 29.1 3.4 2.0 1.1 0.0 -1.3 13.0 644.7 -16.4 218 79.4
Data as of 3/31/2013.