Screen Characteristics

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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 3/31/2016


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) 11.4 2.6 1.3 2.2 5.3 11.9 5.4 14,001.3 -6.8 18 14.7
O'Shaughnessy: All Cap 14.9 1.1 1.8 0.4 3.8 11.3 7.1 1,913.1 -0.9 21 34.0
Dogs of the Dow: Low Priced 5 14.1 2.2 2.8 2.9 3.7 5.6 5.9 152,821.4 4.8 5 15.5
Dogs of the Dow 22.0 2.6 3.2 1.7 3.6 2.5 6.6 163,246.0 -4.1 10 7.6
O'Shaughnessy: Value 14.0 1.6 1.2 1.5 3.5 2.4 7.6 48,585.7 -13.1 50 22.6
Graham--Enterprising Investor Revised 8.4 3.8 0.8 0.8 2.9 6.7 2.1 361.7 -26.1 9 26.8
Oberweis Octagon 8.3 0.0 2.7 1.4 2.8 17.0 0.0 1,635.1 48.3 15 41.4
MAGNET Complex 24.6 0.0 4.2 1.1 2.6 -15.6 0.0 57.0 250.8 2 73.6
Dreman 14.2 1.3 1.5 2.0 2.3 9.3 9.4 3,829.7 -6.5 21 31.2
ADR Screen 9.5 1.5 1.8 1.5 2.2 22.9 6.5 5,847.2 -13.5 24 44.0
Dreman With Est Revisions 12.6 1.8 1.6 1.5 2.1 6.3 7.6 3,664.6 4.0 12 84.0
Magic Formula 7.7 0.8 2.1 1.2 2.0 26.2 7.9 790.4 -12.3 30 23.1
Dividend (High Relative Yield) 20.3 1.6 3.4 1.6 2.0 13.2 10.6 7,931.5 1.4 38 20.3
Graham--Defensive Investor (Non-Utility) 15.3 1.8 2.2 1.0 1.9 12.7 9.3 2,055.6 -11.3 21 19.2
Stock Market Winners 13.4 1.4 1.0 2.9 1.6 24.4 10.0 117.1 22.0 12 58.2
Weiss Blue Chip Div Yield 24.5 2.0 3.9 1.7 1.5 8.1 9.1 4,656.3 -6.3 12 24.6
Lynch 9.3 4.4 1.0 0.7 1.5 26.7 1.7 226.9 -26.6 25 20.9
Neff 12.0 0.8 2.7 1.2 1.3 25.5 15.0 4,022.5 -15.9 22 32.3
O'Shaughnessy: Growth Market Leaders 16.8 1.5 2.7 0.9 1.2 10.2 10.9 37,222.9 6.0 10 42.8
Rule #1 Investing 6.7 0.4 1.2 1.1 1.2 37.4 20.0 280.0 -37.4 12 28.5
Templeton 15.4 1.0 2.3 2.3 1.2 25.5 16.9 4,857.5 5.1 20 28.4
Value on the Move--PEG With Hist Growth 16.5 1.5 2.6 2.5 1.2 27.7 12.5 1,986.8 13.3 77 35.7
O'Neil's CAN SLIM No Float 24.1 1.5 1.8 3.3 1.1 33.8 13.0 1,727.0 20.3 16 48.8
Wanger (Revised) 19.5 1.4 2.4 1.5 1.0 34.4 11.6 618.0 -12.4 29 26.8
Kirkpatrick Value 18.1 1.2 2.2 0.5 0.9 -4.5 28.5 1,934.2 36.2 3 72.6
P/E Relative 16.3 2.1 3.1 1.9 0.8 22.1 9.1 4,665.5 -4.3 31 77.2
Buffettology: EPS Growth 15.9 1.8 3.6 2.2 0.7 27.9 15.0 5,692.1 7.4 45 12.0
Lakonishok 21.7 1.8 2.4 1.3 0.6 6.2 10.2 1,807.5 9.8 31 90.2
Kirkpatrick Growth 22.6 1.7 2.6 1.7 0.6 6.5 15.1 1,868.0 20.2 13 61.3
O'Neil's CAN SLIM Revised 3rd Edition 59.1 1.3 5.5 10.0 0.6 42.8 24.0 166,796.1 30.2 7 63.9
Muhlenkamp 17.6 1.4 2.6 1.4 0.5 9.8 10.0 1,726.8 -3.1 17 23.5
Buffett: Hagstrom 21.3 1.7 4.6 2.4 0.4 17.7 12.0 5,212.6 7.3 30 19.5
Kirkpatrick Bargain 21.0 1.5 2.4 0.8 0.4 -1.7 12.0 2,586.0 1.5 17 63.6
MAGNET Complex Revised 8.2 0.0 3.8 1.5 0.2 12.6 0.0 2,854.8 22.2 3 68.4
MAGNET Simple Revised 8.2 0.0 3.8 1.5 0.2 12.6 0.0 2,854.8 22.2 3 68.4
Return on Equity 22.2 1.8 5.5 4.5 0.1 21.1 12.8 4,417.7 -0.4 31 20.5
Cash Rich Firms 13.9 1.7 1.2 1.3 0.0 11.5 10.0 417.6 -7.2 29 24.2
Fundamental Rule of Thumb 3.2 1.2 1.0 1.0 0.0 26.4 10.0 301.7 -14.7 50 21.1
Piotroski: High F-Score 10.6 0.0 0.6 0.5 0.0 25.2 45.3 34.3 -17.2 20 23.4
Price-to-Free-Cash-Flow 10.5 1.4 1.2 0.3 0.0 -15.3 10.0 258.3 -35.5 30 21.7
Schloss 44.3 1.3 0.8 0.6 0.0 -31.6 18.0 80.2 -62.2 12 54.8
O'Shaughnessy: Growth 20.4 1.3 2.4 0.9 0.0 14.6 13.7 552.4 54.6 50 37.5
O'Shaughnessy: Small Cap Growth & Value 21.6 1.2 2.5 0.6 0.0 12.6 13.5 715.6 29.1 25 49.5
O'Shaughnessy: Tiny Titans 12.1 2.0 1.7 0.5 0.0 10.6 8.0 103.7 49.9 25 41.0
Dual Cash Flow 22.1 1.6 1.7 1.0 0.0 0.8 11.1 728.7 -10.3 67 31.0
Inve$tWare Quality Growth 34.4 1.7 11.2 3.3 0.0 34.5 15.6 8,141.6 19.8 19 12.1
Driehaus 29.9 1.5 2.5 2.8 0.0 9.2 10.3 877.8 4.9 14 63.9
O'Neil's CAN SLIM 21.6 1.4 1.5 3.9 0.0 31.3 10.0 204.3 22.5 6 56.4
Buffettology: Sustainable Growth 13.2 2.1 3.3 1.8 0.0 26.7 15.0 3,794.1 0.6 32 13.9
Fisher (Philip) 9.2 0.4 1.4 1.1 0.0 42.1 15.0 657.0 -46.6 18 32.7
Foolish Small Cap 8 Revised 26.4 0.0 5.4 10.6 0.0 49.6 0.0 244.6 -12.4 5 41.3
Murphy Technology 17.1 1.4 2.4 1.9 0.0 7.6 11.4 2,298.3 13.8 10 20.5
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
Price-to-Sales 17.0 1.5 1.7 0.8 0.0 8.7 13.9 401.0 -1.9 53 39.2
Zweig 16.7 0.9 5.4 0.8 0.0 102.4 15.0 690.8 8.5 10 41.9
Value on the Move--PEG With Est Growth 17.5 0.8 4.0 1.3 0.0 25.3 17.1 6,284.4 6.4 37 43.8
Est Rev: Down 10.1 2.6 1.4 0.9 0.0 -23.1 15.0 305.9 -49.0 225 79.4
Est Rev: Down 5% 19.3 1.5 1.5 1.0 0.0 5.4 14.5 620.9 -33.2 75 89.3
Est Rev: Up 34.9 1.5 2.9 2.9 0.0 11.6 13.0 1,447.1 0.9 176 81.5
Est Rev: Up 5% 34.9 1.5 2.8 3.0 0.0 6.8 11.0 1,076.9 0.3 40 92.8
Insider Net Purchases 13.2 0.9 3.0 5.0 0.0 -19.1 20.0 257.8 -9.3 29 30.0
Foolish Small Cap 8
No companies pass this screen at this time.
15 42.0
T. Rowe Price
No companies pass this screen at this time.
7 49.3
MAGNET Simple
No companies pass this screen at this time.
3 68.4
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 3/31/2016.