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 9/30/2016


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) 9.8 2.6 1.0 1.5 5.0 9.0 5.3 13,882.0 -7.9 17 14.6
O'Shaughnessy: Value 15.8 2.0 1.7 1.3 4.3 3.7 6.4 35,203.5 -9.5 50 23.0
Dogs of the Dow 24.2 2.5 5.1 1.8 3.5 1.3 7.9 169,401.7 4.2 10 7.6
Dogs of the Dow: Low Priced 5 24.4 2.1 3.3 3.2 3.4 1.6 6.5 202,107.5 4.7 5 15.4
O'Shaughnessy: All Cap 11.8 1.0 1.5 0.6 3.4 15.1 6.7 2,587.3 -5.0 21 33.9
Weiss Blue Chip Div Yield 17.3 1.7 3.6 0.9 2.4 9.8 9.5 4,817.8 -11.2 12 24.5
Graham--Enterprising Investor Revised 10.8 0.0 1.1 0.8 2.4 22.7 -10.4 482.2 -5.5 8 26.8
Dreman 15.0 1.3 1.7 2.2 2.3 7.3 10.9 7,473.5 -9.9 22 30.9
Dreman With Est Revisions 14.7 1.1 1.9 3.0 2.3 2.3 12.7 10,002.7 10.0 12 84.1
Dividend (High Relative Yield) 20.5 1.5 3.3 1.5 2.2 8.0 11.2 4,836.9 -8.7 37 20.4
MAGNET Complex 11.8 0.0 1.7 0.6 2.2 -1.2 0.0 63.6 78.6 2 73.9
P/E Relative 17.4 1.6 2.4 2.4 2.2 14.7 10.0 6,323.8 -2.1 32 77.2
ADR Screen 11.4 3.1 1.2 1.3 2.0 35.1 3.0 15,503.2 -19.4 24 44.2
Stock Market Winners 13.5 1.5 1.2 2.9 1.6 19.9 8.0 105.5 24.3 12 58.0
Buffettology: Sustainable Growth 13.2 2.4 2.6 1.9 1.5 27.7 10.6 2,891.0 -10.6 31 14.0
Graham--Defensive Investor (Non-Utility) 16.4 1.6 2.0 1.0 1.4 16.0 10.5 1,624.0 -3.2 21 19.2
Lakonishok 17.3 1.3 2.0 1.2 1.3 7.5 10.5 3,001.2 2.2 31 90.2
O'Shaughnessy: Growth Market Leaders 21.9 1.8 3.5 1.4 1.3 11.7 10.2 27,905.6 10.5 10 43.0
Kirkpatrick Bargain 28.0 1.8 1.8 0.9 1.3 -8.3 8.5 2,669.0 11.9 17 63.6
Buffettology: EPS Growth 16.1 1.6 3.1 1.9 1.2 27.0 13.9 7,214.1 -3.0 44 12.0
Lynch 9.7 4.8 1.1 0.7 1.2 25.0 2.3 4,849.2 -14.1 25 21.1
Magic Formula 7.0 0.9 2.7 1.0 1.1 23.9 11.0 866.8 -8.0 30 23.8
Neff 10.9 1.0 2.9 1.2 1.1 19.6 12.3 5,183.8 -3.0 21 32.1
Templeton 16.9 1.5 3.0 2.0 1.1 21.8 10.9 8,580.2 -5.2 20 28.4
Value on the Move--PEG With Hist Growth 17.8 1.8 2.7 2.8 1.1 26.7 9.3 578.6 17.1 76 35.9
Dual Cash Flow 20.6 1.9 1.3 1.7 1.0 1.4 9.9 543.9 -5.1 66 31.0
O'Neil's CAN SLIM 14.9 0.0 2.7 1.7 0.9 38.5 0.0 707.0 16.7 6 56.5
T. Rowe Price 11.3 1.1 2.0 2.4 0.9 21.2 9.3 1,388.0 13.6 7 49.8
O'Neil's CAN SLIM No Float 18.3 1.6 3.8 2.4 0.8 38.5 15.7 4,222.6 16.7 16 48.8
Buffett: Hagstrom 19.9 1.8 4.6 2.3 0.7 18.4 10.2 4,256.5 -5.5 30 19.4
MAGNET Simple Revised 55.8 0.0 2.8 3.4 0.7 0.3 0.0 593.9 57.8 3 69.0
Return on Equity 25.0 1.9 5.5 4.0 0.4 28.8 15.3 4,018.6 12.1 31 20.6
O'Neil's CAN SLIM Revised 3rd Edition 12.0 0.9 3.7 2.8 0.3 42.7 22.7 4,562.8 61.1 7 64.2
Cash Rich Firms 14.5 1.6 1.3 1.4 0.0 11.5 8.8 540.3 -356.0 28 24.1
Fundamental Rule of Thumb 4.5 2.1 1.6 1.3 0.0 22.5 9.8 384.1 -4.9 50 21.2
Piotroski: High F-Score 10.4 0.6 0.6 0.5 0.0 19.3 3.0 28.5 -22.6 20 23.0
Price-to-Free-Cash-Flow 11.4 1.3 1.4 0.4 0.0 2.0 10.0 648.3 -14.6 30 21.7
Schloss 13.9 0.0 0.7 0.5 0.0 -9.8 15.0 33.4 -39.7 12 54.6
O'Shaughnessy: Growth 20.4 1.4 2.2 0.8 0.0 -11.7 12.8 608.2 73.3 50 37.6
O'Shaughnessy: Small Cap Growth & Value 19.5 1.0 1.7 0.6 0.0 -7.8 13.6 410.4 37.2 25 49.9
O'Shaughnessy: Tiny Titans 20.8 2.5 1.8 0.4 0.0 -15.9 13.0 135.3 72.5 25 40.8
Inve$tWare Quality Growth 39.3 1.8 13.3 5.2 0.0 29.6 17.9 20,632.2 -2.0 18 11.8
Driehaus 47.7 2.0 4.3 4.0 0.0 17.8 15.3 1,992.8 23.2 14 63.8
Kirkpatrick Growth 46.4 1.3 5.8 5.6 0.0 -14.7 23.3 3,249.8 65.8 13 61.4
Fisher (Philip) 17.2 0.5 2.1 1.4 0.0 159.6 21.6 881.8 -12.7 18 32.5
Kirkpatrick Value 78.1 0.0 1.4 0.5 0.0 -17.9 0.0 1,142.9 67.6 3 72.6
Murphy Technology 10.5 3.6 2.1 1.5 0.0 40.9 10.0 1,169.4 -4.1 10 21.3
All Exhange-Listed Stocks 20.6 1.8 1.9 1.9 0.0 5.5 11.2 766.6 -4.5 -99999 -99,999.0
Price-to-Sales 26.7 1.6 1.5 0.8 0.0 -2.6 15.0 517.6 4.0 53 39.2
Rule #1 Investing 11.4 0.7 3.5 3.3 0.0 63.8 21.5 1,627.9 -10.3 12 28.4
Wanger (Revised) 21.3 1.2 3.8 1.8 0.0 40.1 15.0 694.8 12.5 29 26.9
Zweig 20.9 1.2 4.6 1.4 0.0 53.9 14.5 2,580.1 10.8 10 41.6
MAGNET Simple 163.3 0.5 5.3 9.5 0.0 -34.7 60.9 2,311.9 85.7 3 69.0
Muhlenkamp 18.0 1.5 2.8 1.3 0.0 9.0 10.0 2,200.8 3.7 18 23.6
Oberweis Octagon 19.5 1.2 1.6 0.9 0.0 16.3 15.0 391.6 20.0 15 41.9
Value on the Move--PEG With Est Growth 19.1 1.0 2.3 1.6 0.0 9.0 17.1 1,379.6 20.6 36 43.8
Est Rev: Down 39.5 1.8 1.8 1.1 0.0 -12.9 17.2 1,062.4 -13.1 226 79.4
Est Rev: Down 5% 39.4 1.5 2.1 1.2 0.0 -15.5 16.5 1,062.4 -18.1 75 89.4
Est Rev: Up 39.1 3.4 2.3 1.6 0.0 -4.4 15.0 1,561.9 21.5 177 81.5
Est Rev: Up 5% 41.2 3.1 2.5 1.9 0.0 -4.4 11.2 1,451.3 36.2 40 92.9
Insider Net Purchases 19.6 1.0 1.7 4.6 0.0 8.8 13.1 262.2 -18.2 29 30.0
Foolish Small Cap 8
No companies pass this screen at this time.
14 43.5
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
5 42.5
MAGNET Complex Revised
No companies pass this screen at this time.
3 69.0
All Exchange Listed Stocks 20.6 1.8 1.9 1.9 0.0 5.5 11.2 766.6 -4.5
Data as of 9/30/2016.