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 6/30/2015


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 Dividend Yield (%) ↓
Graham--Defensive Investor (Utility) 15.2 3.8 1.4 1.7 4.4 9.1 4.0 5,054.7 -16.3 18 14.2
Lynch 8.9 3.6 1.2 1.2 4.3 20.7 5.3 1,401.4 -26.1 25 21.1
Graham--Enterprising Investor 7.4 0.0 1.2 1.4 3.8 9.6 0.0 12,016.3 -21.3 4 42.7
O'Shaughnessy: All Cap 19.4 1.4 0.9 0.7 3.7 10.3 6.9 775.8 -12.0 21 33.9
Dogs of the Dow 20.5 2.8 3.3 1.8 3.5 8.0 5.4 185,754.0 -11.1 10 7.5
Dogs of the Dow: Low Priced 5 23.1 2.7 3.1 2.6 3.4 7.1 5.9 190,098.3 -6.4 5 15.3
Dreman 15.3 1.2 2.0 1.8 2.8 14.3 11.5 4,852.4 -7.7 21 31.5
Graham--Enterprising Investor Revised 12.3 1.4 1.0 0.5 2.6 18.7 -0.2 4,492.9 -22.0 9 26.3
O'Shaughnessy: Value 15.4 1.4 1.1 1.1 2.5 12.5 9.2 39,050.0 -11.3 50 22.0
Graham--Defensive Investor (Non-Utility) 15.8 1.7 2.2 1.2 2.3 15.2 9.6 3,238.3 -12.6 21 19.5
Dividend (High Relative Yield) 17.3 1.9 2.9 1.7 2.2 13.6 8.6 6,319.2 -10.1 39 19.9
Dreman With Est Revisions 12.8 2.9 1.5 1.9 2.1 5.2 4.9 6,756.4 -4.4 12 83.6
O'Shaughnessy: Growth Market Leaders 17.2 1.3 2.9 1.1 2.0 26.1 12.5 35,742.2 -1.3 10 42.9
P/E Relative 15.6 1.5 2.1 1.4 1.8 10.3 10.8 2,683.0 -9.0 31 77.0
Weiss Blue Chip Div Yield 19.9 1.6 3.0 1.5 1.6 14.8 12.3 5,540.6 0.9 12 24.7
ADR Screen 13.0 1.0 1.5 1.5 1.5 25.3 15.7 4,886.1 -17.2 24 43.8
Lakonishok 20.8 1.8 3.0 1.4 1.3 15.7 11.8 2,118.4 6.5 31 90.1
Stock Market Winners 12.8 2.2 1.1 2.7 1.2 27.7 10.0 73.5 20.4 12 58.7
Neff 9.1 0.8 2.6 1.0 1.1 25.1 14.2 1,617.3 -1.0 22 32.8
Templeton 21.8 1.2 5.2 2.3 1.1 30.8 15.8 8,076.9 -2.5 21 28.4
Value on the Move--PEG With Hist Growth 20.8 1.6 3.5 4.2 0.9 35.5 13.4 2,659.8 23.2 78 35.8
Wanger (Revised) 17.2 1.0 2.2 1.3 0.6 30.7 15.0 859.3 -2.4 30 26.6
Value on the Move--PEG With Est Growth 20.3 0.9 5.5 3.0 0.6 61.0 20.6 4,941.3 23.9 38 43.9
Buffett: Hagstrom 23.1 1.4 5.0 3.7 0.5 24.6 13.1 4,406.9 11.8 30 19.6
Magic Formula 7.4 1.2 2.1 1.0 0.4 23.0 11.0 718.3 -19.7 30 23.3
Oberweis Octagon 20.1 0.8 2.1 2.6 0.4 34.9 17.5 1,949.1 16.7 16 41.6
MAGNET Complex 33.0 0.0 5.9 3.2 0.2 25.4 0.0 666.2 44.3 2 74.0
Return on Equity 18.0 1.4 4.7 3.4 0.1 25.0 14.4 4,366.1 2.1 32 20.6
Buffettology: EPS Growth 23.8 1.6 4.7 3.8 0.1 27.6 15.0 12,581.4 6.5 46 11.9
Cash Rich Firms 20.0 2.3 1.2 1.5 0.0 20.9 14.3 366.8 -14.6 29 24.4
Fundamental Rule of Thumb 5.1 1.6 1.7 1.5 0.0 22.4 10.4 380.1 -8.4 50 21.2
Piotroski: High F-Score 12.9 0.7 0.8 0.4 0.0 17.0 -0.3 1,023.3 -27.8 20 23.6
Price-to-Free-Cash-Flow 13.2 1.7 1.9 0.5 0.0 4.7 10.0 461.7 -26.0 30 21.9
Schloss 3.5 0.0 0.7 0.5 0.0 -14.0 20.0 92.1 -45.8 12 54.3
O'Shaughnessy: Growth 22.3 1.2 3.0 0.9 0.0 13.1 17.2 769.8 71.5 50 37.6
O'Shaughnessy: Small Cap Growth & Value 27.4 1.3 2.6 0.8 0.0 3.7 15.0 683.9 49.6 25 49.5
O'Shaughnessy: Tiny Titans 15.6 0.0 2.6 0.7 0.0 11.7 0.0 94.0 56.9 25 41.1
Dual Cash Flow 22.5 2.1 2.3 1.6 0.0 8.9 11.5 1,106.9 -3.0 66 31.1
Inve$tWare Quality Growth 37.9 1.8 8.2 6.0 0.0 30.9 20.3 21,272.6 25.1 20 11.5
Driehaus 37.5 1.7 6.8 4.2 0.0 0.5 16.5 1,019.2 49.4 15 63.8
Foolish Small Cap 8 22.6 1.8 7.9 5.6 0.0 28.4 70.0 708.8 89.7 15 41.8
Kirkpatrick Growth 32.9 1.7 3.6 1.7 0.0 17.6 16.4 2,112.9 56.4 12 61.5
O'Neil's CAN SLIM 14.7 0.0 1.3 4.4 0.0 41.2 0.0 229.6 25.4 6 56.8
O'Neil's CAN SLIM Revised 3rd Edition 86.4 1.2 6.5 4.4 0.0 24.8 20.0 2,866.3 33.0 7 64.2
Buffettology: Sustainable Growth 21.9 1.9 6.9 4.3 0.0 28.7 15.2 9,843.3 8.1 32 13.4
Fisher (Philip) 22.7 0.5 2.9 2.2 0.0 18.7 32.5 3,028.1 6.3 19 32.3
Foolish Small Cap 8 Revised 22.6 1.8 7.9 5.6 0.0 28.4 70.0 708.8 89.7 5 40.5
Kirkpatrick Bargain 27.3 1.6 3.4 1.0 0.0 16.1 12.6 2,221.0 29.0 16 64.0
Kirkpatrick Value 30.9 1.6 2.2 0.5 0.0 -15.0 15.2 3,096.1 22.7 3 73.3
Murphy Technology 6.9 0.4 3.9 1.6 0.0 69.6 15.0 12,436.2 -36.5 10 20.8
O'Neil's CAN SLIM No Float 21.9 1.7 4.2 3.4 0.0 35.9 13.9 3,493.4 24.8 16 48.9
All Exhange-Listed Stocks 20.7 1.7 2.0 2.0 0.0 12.2 12.0 818.1 -5.1 -99999 -99,999.0
Price-to-Sales 20.0 1.5 1.6 0.9 0.0 16.0 16.9 519.0 -1.0 54 39.0
Rule #1 Investing 9.1 0.5 1.2 0.2 0.0 14.9 20.0 254.5 -35.8 13 28.0
Zweig 19.4 2.1 3.1 1.8 0.0 23.1 19.0 2,295.5 43.8 11 42.1
MAGNET Simple 22.5 1.1 4.9 3.3 0.0 48.8 47.3 840.8 38.8 3 68.9
Muhlenkamp 17.2 1.5 2.8 1.9 0.0 12.9 9.8 1,617.3 -3.8 17 23.8
Est Rev: Down 25.4 2.8 1.5 0.8 0.0 -1.4 10.0 892.3 -42.5 221 79.5
Est Rev: Down 5% 16.4 1.6 2.1 1.2 0.0 5.1 12.8 1,089.8 -36.8 75 89.3
Est Rev: Up 27.8 1.8 3.5 2.5 0.0 1.2 13.8 1,539.3 3.2 178 81.3
Est Rev: Up 5% 37.2 1.7 2.9 2.0 0.0 1.2 19.0 1,632.8 5.7 40 92.6
Insider Net Purchases 19.3 2.4 1.4 4.2 0.0 33.4 10.2 199.4 -4.9 29 30.0
T. Rowe Price
No companies pass this screen at this time.
8 47.2
All Exchange Listed Stocks 20.7 1.7 2.0 2.0 0.0 12.2 12.0 818.1 -5.1
Data as of 12/31/2014.