Screen Characteristics

Downloadable Excel Files

Other links

FAQs | Disclaimer | Performance Charts

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 12/31/2015


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 19.4 2.0 1.6 0.9 0.3 15.6 12.8 769.9 -32.1 223 79.4
Est Rev: Up 26.5 2.2 3.4 2.1 0.0 12.4 11.9 1,521.5 5.0 177 81.4
Value on the Move--PEG With Hist Growth 17.6 1.6 2.0 3.0 1.1 26.2 14.6 641.8 25.7 78 35.6
Est Rev: Down 5% 15.6 1.6 1.5 0.7 0.0 15.6 10.0 737.5 -41.6 75 89.3
Dual Cash Flow 18.8 1.5 1.6 1.3 1.0 15.4 9.3 854.0 -9.4 66 31.0
Price-to-Sales 17.4 1.4 1.6 0.7 0.0 9.7 11.9 631.0 -0.8 53 39.2
Fundamental Rule of Thumb 3.3 1.6 1.1 1.1 0.0 22.1 10.0 380.9 -9.5 50 21.2
O'Shaughnessy: Value 14.1 1.5 1.4 1.1 3.7 3.0 8.1 45,658.9 -12.0 50 22.4
O'Shaughnessy: Growth 20.8 1.1 2.3 0.8 0.0 0.9 15.1 792.8 61.2 50 37.5
Buffettology: EPS Growth 18.2 1.9 4.1 3.2 0.3 24.9 16.2 4,834.7 11.0 45 11.9
Est Rev: Up 5% 36.0 1.2 3.6 5.6 0.0 17.5 11.9 1,576.9 6.3 40 92.8
Dividend (High Relative Yield) 22.4 2.2 2.6 2.0 1.9 11.9 9.3 11,925.0 -2.7 38 20.0
Value on the Move--PEG With Est Growth 23.1 0.7 4.6 3.0 0.0 29.6 22.5 4,638.4 30.1 38 43.8
Buffettology: Sustainable Growth 15.3 1.9 3.5 2.1 0.0 24.9 16.7 3,795.8 11.0 32 13.4
Lakonishok 20.3 2.3 3.3 1.1 2.1 0.0 7.5 2,946.9 0.2 31 90.2
Return on Equity 21.9 1.9 5.2 3.3 0.0 25.3 12.9 3,779.5 -9.9 31 20.4
P/E Relative 14.0 1.2 2.5 1.3 0.0 18.9 8.7 6,599.9 -0.3 31 77.2
Magic Formula 6.4 0.8 2.1 1.1 0.0 18.1 9.7 735.0 -18.5 30 23.2
Price-to-Free-Cash-Flow 9.3 0.9 1.3 0.3 0.0 0.8 10.0 592.6 -31.7 30 21.8
Buffett: Hagstrom 28.5 1.7 6.2 3.9 0.7 20.5 14.0 6,239.3 15.7 30 19.5
Wanger (Revised) 16.0 1.1 2.4 1.3 0.3 34.3 17.0 529.7 4.4 30 26.6
Cash Rich Firms 15.6 2.3 1.2 1.2 0.0 16.2 7.5 569.9 -1.9 29 24.2
Insider Net Purchases 0.0 1.3 2.6 7.5 0.0 12.9 17.5 378.4 1.0 29 29.9
O'Shaughnessy: Small Cap Growth & Value 22.0 1.9 2.5 0.8 0.0 -2.0 14.5 965.3 53.1 25 49.3
O'Shaughnessy: Tiny Titans 14.0 2.1 1.8 0.6 0.0 9.7 10.0 68.7 39.3 25 41.1
Lynch 8.6 3.6 1.1 1.1 4.1 17.5 -1.4 804.5 -20.6 25 21.0
ADR Screen 12.8 1.2 2.8 1.7 1.9 28.8 17.7 4,054.3 -8.4 24 43.8
Neff 8.6 0.7 2.1 0.8 1.0 23.7 14.5 1,544.2 -13.7 22 32.5
Graham--Defensive Investor (Non-Utility) 15.1 1.9 2.1 1.2 2.2 13.0 7.6 2,428.7 -12.6 21 19.3
O'Shaughnessy: All Cap 12.2 2.4 0.9 0.3 2.7 7.2 5.1 918.9 -24.1 21 33.9
Dreman 13.7 1.3 1.9 1.9 2.6 14.3 9.9 3,388.6 -2.8 21 31.3
Piotroski: High F-Score 11.6 1.0 0.5 0.4 0.0 18.3 20.0 203.2 -32.3 20 23.2
Templeton 20.2 1.6 4.7 2.7 1.6 29.0 13.1 11,825.4 -9.1 20 28.3
Inve$tWare Quality Growth 29.9 1.9 8.6 3.2 0.5 27.8 17.3 13,374.9 24.1 19 11.8
Graham--Defensive Investor (Utility) 13.0 2.4 1.3 3.5 4.8 1.1 5.6 13,279.3 -19.5 18 14.6
Fisher (Philip) 17.3 0.5 4.8 3.5 0.0 29.5 21.6 7,146.0 22.1 18 32.6
Kirkpatrick Bargain 30.6 1.7 2.2 0.8 0.0 4.4 12.0 2,209.7 18.9 17 63.7
Muhlenkamp 15.0 1.2 2.8 1.3 0.0 14.3 10.0 1,047.5 -4.1 17 23.5
O'Neil's CAN SLIM No Float 16.8 1.6 2.8 3.5 0.7 35.6 15.3 2,694.4 27.7 16 48.8
Foolish Small Cap 8 13.5 1.5 5.6 3.1 0.8 22.8 10.0 758.8 145.3 15 42.1
Oberweis Octagon 17.7 0.6 2.9 1.1 0.0 19.8 23.3 783.5 22.3 15 41.4
Driehaus 20.8 1.5 16.4 3.6 0.0 5.8 43.7 831.3 69.1 14 63.9
Schloss 17.0 0.0 0.7 0.5 0.0 16.8 -15.1 37.5 -45.4 12 54.4
Weiss Blue Chip Div Yield 19.5 1.7 3.4 1.3 1.6 13.1 10.0 6,861.5 -17.4 12 24.5
Kirkpatrick Growth 30.0 1.3 3.9 1.8 0.0 -4.8 20.0 2,518.2 25.5 12 61.2
Rule #1 Investing 9.3 0.6 2.9 3.5 1.7 39.1 14.1 1,466.0 -5.5 12 28.2
Stock Market Winners 15.5 2.6 1.0 2.5 0.0 19.5 8.0 82.8 28.8 12 58.4
Dreman With Est Revisions 10.8 1.9 2.1 1.1 1.3 12.4 5.8 2,481.0 -2.2 12 84.0
Zweig 25.2 1.1 4.2 1.5 0.0 35.6 23.4 2,272.4 99.7 11 42.0
Dogs of the Dow 16.5 3.4 3.0 1.4 3.7 7.1 3.8 188,063.3 -13.4 10 7.6
O'Shaughnessy: Growth Market Leaders 18.5 1.4 3.0 1.1 1.8 17.1 12.1 48,670.1 22.4 10 42.8
Murphy Technology 10.2 1.2 1.3 2.2 0.0 6.4 0.4 5,649.0 -8.4 10 20.4
Graham--Enterprising Investor Revised 11.7 2.9 0.9 0.5 3.1 28.6 2.5 87.5 -23.4 9 26.4
O'Neil's CAN SLIM Revised 3rd Edition 20.2 2.2 2.1 6.4 0.0 21.4 9.0 1,999.5 56.7 7 64.1
T. Rowe Price
No companies pass this screen at this time.
7 48.6
O'Neil's CAN SLIM 10.6 0.8 1.0 2.7 0.2 67.7 22.5 86.8 19.7 6 56.6
Dogs of the Dow: Low Priced 5 14.1 3.9 3.0 1.4 3.7 5.9 3.8 188,063.3 -6.1 5 15.6
Foolish Small Cap 8 Revised 10.6 0.0 8.4 1.8 0.6 35.4 0.0 410.4 195.7 5 42.2
Graham--Enterprising Investor 7.4 0.0 1.2 1.4 3.8 9.6 0.0 9,989.7 9.5 4 42.8
Kirkpatrick Value 14.3 4.6 1.7 0.5 0.0 -5.4 7.0 1,006.2 24.1 3 72.7
MAGNET Complex Revised
No companies pass this screen at this time.
3 68.4
MAGNET Simple Revised
No companies pass this screen at this time.
3 68.4
MAGNET Simple 17.7 0.5 1.7 1.2 0.0 30.6 21.5 940.3 51.0 3 68.4
MAGNET Complex 27.7 0.0 3.5 1.1 3.3 -15.6 0.0 44.9 130.7 2 73.9
All Exhange-Listed Stocks 19.4 1.6 1.8 1.8 0.0 11.2 11.7 694.1 -6.2 -99999 -99,999.0
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 9/30/2015.