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 ↓
Est Rev: Down 29.1 3.4 2.0 1.1 0.0 -1.3 13.0 644.7 -16.4 218 79.4
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
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: Down 5% 21.0 1.7 2.3 1.1 0.0 4.3 13.0 856.4 -16.4 76 89.0
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
Price-to-Sales 16.8 1.3 1.6 1.4 0.0 2.8 15.0 456.1 6.4 55 39.0
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
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
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
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
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
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
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
Lakonishok 19.7 1.7 2.9 1.9 1.7 11.2 9.6 5,489.9 6.5 31 90.0
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
Insider Net Purchases 43.5 3.7 5.3 7.6 0.0 14.3 14.0 338.6 -16.4 28 29.9
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
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
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
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 (Utility) 15.6 3.3 1.6 1.4 4.1 6.2 4.6 7,243.6 -14.5 19 13.7
Muhlenkamp 2.5 0.3 0.6 0.5 0.0 28.5 25.0 345.2 7.1 18 23.9
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
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
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
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
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
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
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
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
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
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
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
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
MAGNET Simple
No companies pass this screen at this time.
3 68.2
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
Data as of 3/31/2013.