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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 12/31/2014


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 16.6 1.4 1.4 1.9 0.0 17.0 12.9 496.0 -2.4 29 24.6
Dogs of the Dow 16.0 2.7 2.8 1.6 3.6 3.6 5.2 189,526.3 -13.8 10 7.4
Dogs of the Dow: Low Priced 5 17.1 2.4 2.5 1.7 3.6 6.8 6.7 194,124.1 -14.3 5 15.4
Fundamental Rule of Thumb 3.8 1.5 1.5 1.3 0.0 19.6 15.8 122.7 -18.3 50 21.2
Graham--Defensive Investor (Non-Utility) 12.6 1.3 1.2 1.1 3.4 12.7 10.0 5,798.7 -29.0 20 19.4
Graham--Defensive Investor (Utility) 8.9 0.0 1.2 3.0 4.8 36.6 -9.4 10,567.8 -18.8 18 14.1
Graham--Enterprising Investor 6.3 0.6 0.8 0.4 3.6 27.0 12.3 828.7 -9.0 4 43.0
Graham--Enterprising Investor Revised 11.0 0.7 1.2 0.4 2.2 11.5 10.0 653.4 -12.5 9 26.0
Magic Formula 6.8 1.3 2.1 1.3 1.3 17.0 8.9 955.5 -24.5 30 23.5
O'Shaughnessy: Value 14.3 1.6 1.6 1.6 3.3 16.3 10.0 36,302.6 -12.1 50 21.8
Piotroski: High F-Score 13.4 1.0 0.8 0.8 0.0 7.6 10.0 73.4 -26.7 21 23.6
Price-to-Free-Cash-Flow 17.1 1.5 1.7 0.6 0.0 6.9 10.0 971.8 -23.0 30 22.1
Schloss 12.5 0.0 0.8 0.9 0.0 14.9 15.0 87.5 -43.0 12 54.6
Weiss Blue Chip Div Yield 22.1 1.7 3.6 2.3 1.4 13.3 11.5 17,379.3 -9.5 12 24.2
Value With Price Momentum
Lakonishok 19.7 1.8 2.4 1.4 1.1 11.3 11.5 2,958.7 11.4 31 90.0
O'Shaughnessy: All Cap 11.3 2.0 1.4 0.2 3.8 15.0 8.3 784.7 -13.8 21 34.0
O'Shaughnessy: Growth 21.3 1.1 3.0 0.9 0.0 17.5 17.8 1,049.9 59.8 50 37.8
O'Shaughnessy: Growth Market Leaders 17.3 1.8 3.5 1.7 1.5 24.4 11.3 31,661.0 23.9 10 42.9
O'Shaughnessy: Small Cap Growth & Value 26.7 1.2 3.1 0.9 0.0 15.9 18.0 496.2 70.6 25 49.6
O'Shaughnessy: Tiny Titans 20.1 2.1 2.4 0.5 0.0 6.9 9.3 119.3 61.6 25 41.3
Growth
Dual Cash Flow 23.1 1.8 2.1 1.5 0.2 14.9 10.9 1,228.3 -8.4 67 31.1
Inve$tWare Quality Growth 31.2 1.6 6.8 3.2 0.0 34.7 20.0 21,228.5 10.0 20 11.4
Return on Equity 19.8 1.2 5.3 2.7 0.0 26.5 15.2 6,346.8 -6.4 32 20.6
Growth With Price Momentum
Driehaus 30.6 1.9 4.0 1.8 0.0 13.4 17.0 1,233.0 18.1 14 63.7
Foolish Small Cap 8 11.1 0.6 2.4 1.7 0.7 -16.4 20.0 458.9 39.9 16 42.5
Kirkpatrick Growth 43.4 1.8 3.9 2.8 0.0 15.0 20.2 2,052.8 30.6 12 61.6
O'Neil's CAN SLIM 29.0 1.7 2.4 7.1 0.0 43.8 23.1 352.6 20.8 6 57.1
O'Neil's CAN SLIM No Float 27.0 1.6 6.2 3.9 0.0 34.7 16.5 9,626.1 27.9 16 49.2
O'Neil's CAN SLIM Revised 3rd Edition 82.3 1.5 1.8 3.3 3.8 15.5 15.0 1,353.4 24.1 8 64.6
Growth & Value
Buffett: Hagstrom 20.2 1.6 4.2 2.3 1.0 28.4 14.3 6,129.2 3.3 30 19.5
Buffettology: EPS Growth 19.3 1.6 3.6 2.3 0.4 24.4 12.2 4,232.7 -6.8 46 11.7
Buffettology: Sustainable Growth 18.3 1.5 3.8 2.3 0.0 23.5 13.1 3,862.4 -10.2 33 13.2
Dividend (High Relative Yield) 16.6 1.8 2.8 1.9 2.5 11.8 9.6 15,964.2 -10.5 39 19.9
Dreman 14.1 1.4 1.6 1.6 2.4 20.6 10.9 3,862.4 -10.2 21 31.5
Fisher (Philip) 17.2 0.5 2.4 2.0 0.0 32.6 22.0 1,264.5 -26.6 19 32.3
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
5 40.0
Kirkpatrick Bargain 24.5 1.5 3.2 1.0 0.7 13.2 15.3 3,701.8 15.3 16 64.2
Kirkpatrick Value 26.3 0.3 2.3 0.5 0.0 15.3 50.0 1,471.9 23.6 3 73.8
Lynch 9.1 1.0 1.5 1.0 2.8 24.6 5.6 3,188.3 -25.1 25 21.1
Murphy Technology 6.1 1.2 1.2 0.9 0.0 -32.9 13.2 797.3 -10.3 11 21.0
Neff 10.7 0.8 2.1 1.4 0.4 22.9 17.0 773.4 -17.8 22 32.7
Price-to-Sales 19.1 1.4 1.8 1.2 0.0 10.1 13.1 821.6 -1.6 54 38.9
Rule #1 Investing
No companies pass this screen at this time.
13 26.3
T. Rowe Price
No companies pass this screen at this time.
8 45.6
Templeton 21.8 1.3 4.0 2.7 0.9 22.9 15.5 28,771.7 -5.8 21 28.3
Wanger (Revised) 16.7 1.3 2.7 2.1 0.0 43.9 14.9 932.2 -4.2 30 26.8
Zweig 18.2 1.1 2.8 2.2 1.6 24.4 17.3 149,261.5 0.2 11 41.9
Growth & Value With Price Momentum
ADR Screen 17.6 0.8 2.0 1.5 0.0 39.2 18.9 1,445.9 -11.9 24 43.7
MAGNET Complex
No companies pass this screen at this time.
2 73.6
MAGNET Simple 0.0 0.5 3.9 1.0 0.0 32.1 52.2 3,371.1 97.7 3 68.6
Muhlenkamp 5.2 0.3 1.4 0.9 1.3 40.1 25.0 372.3 -17.4 17 23.7
Oberweis Octagon 20.9 0.9 2.1 1.4 1.2 19.2 20.1 3,384.6 12.3 16 41.6
Stock Market Winners 13.3 1.1 1.1 1.7 1.6 17.9 12.0 93.7 19.6 11 59.0
Value on the Move--PEG With Est Growth 21.8 0.7 3.9 2.0 0.0 27.3 20.9 3,909.5 12.6 39 44.2
Value on the Move--PEG With Hist Growth 19.7 1.4 3.8 2.5 1.0 32.3 13.6 7,982.4 8.8 78 35.9
Earnings Estimates
Dreman With Est Revisions 14.1 1.4 1.6 1.6 2.4 20.6 10.9 3,862.4 -10.2 13 83.2
Est Rev: Down 19.0 2.6 1.9 1.2 0.0 12.7 8.2 741.7 -28.3 219 79.5
Est Rev: Down 5% 19.0 2.0 1.9 1.3 0.0 16.6 9.4 909.5 -28.9 75 89.2
Est Rev: Up 42.6 1.3 4.2 1.9 0.0 16.8 19.3 1,537.8 12.3 179 81.2
Est Rev: Up 5% 43.0 1.3 7.1 1.7 0.0 42.0 21.6 1,534.1 13.5 41 92.6
P/E Relative 19.5 1.4 3.2 2.3 0.6 26.6 15.1 4,628.1 -2.7 32 76.8
Sector/Specialty
Insider Net Purchases 42.6 0.7 2.7 6.9 0.0 12.6 20.0 332.4 -10.3 29 29.9
Data as of 9/30/2014.