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 6/30/2016


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) 8.9 1.5 0.7 0.6 5.5 14.2 9.3 13,690.7 -18.1 17 14.8
Oberweis Octagon 23.6 0.5 5.6 1.5 5.2 -3.0 20.0 637.2 64.7 15 41.9
Dogs of the Dow 17.5 2.0 3.4 1.7 3.7 3.4 7.8 142,515.9 3.7 10 7.6
Dogs of the Dow: Low Priced 5 14.3 1.8 3.4 2.9 3.6 5.6 7.8 212,330.4 4.1 5 15.5
O'Shaughnessy: All Cap 12.6 0.6 1.2 0.5 3.4 10.6 13.7 1,986.9 -18.3 21 33.8
MAGNET Simple Revised 7.4 1.5 1.6 1.2 3.3 9.6 6.7 49,780.6 -5.3 3 68.8
ADR Screen 9.3 3.5 1.6 1.6 3.3 14.7 4.9 33,658.7 -5.5 24 44.3
Dreman With Est Revisions 14.8 2.0 3.1 4.5 3.3 16.7 5.0 6,164.9 7.2 12 84.0
Lynch 9.1 3.3 1.0 0.7 2.7 22.7 5.2 926.7 -15.7 25 21.1
Magic Formula 6.4 1.1 2.4 1.1 2.5 19.6 6.5 1,126.9 -19.6 30 23.8
O'Shaughnessy: Value 18.0 1.6 2.4 1.4 2.3 5.6 9.4 29,545.3 -8.9 50 23.0
Weiss Blue Chip Div Yield 20.4 1.6 4.5 2.2 2.3 43.5 11.2 4,808.9 4.9 12 24.7
Dreman 14.1 1.3 1.4 1.6 2.3 12.7 8.7 4,395.0 -8.1 22 31.0
Graham--Enterprising Investor Revised 10.6 0.0 1.1 0.8 2.3 34.2 -2.8 474.5 -20.5 8 26.8
O'Shaughnessy: Growth Market Leaders 15.6 1.3 2.6 1.1 1.8 11.7 10.6 29,545.3 -10.2 10 43.0
Dividend (High Relative Yield) 20.8 1.5 3.2 1.4 1.7 8.6 11.6 5,230.2 -7.2 37 20.3
P/E Relative 17.3 1.7 2.7 2.8 1.7 17.2 8.5 3,933.1 -3.8 31 77.2
Neff 10.5 0.9 2.7 1.1 1.6 25.8 11.7 5,630.0 -18.1 21 32.3
Graham--Defensive Investor (Non-Utility) 15.5 1.6 2.0 1.1 1.4 12.8 9.4 2,314.2 -10.9 21 19.3
O'Neil's CAN SLIM 10.6 1.8 1.1 2.0 1.3 41.2 12.5 103.1 21.7 6 56.3
Rule #1 Investing 6.5 0.5 1.1 0.4 1.3 37.4 15.0 795.9 -23.7 12 28.5
Dual Cash Flow 16.4 1.7 1.5 1.9 1.2 -2.6 8.0 644.6 -16.2 66 31.0
Kirkpatrick Growth 46.1 1.4 4.5 5.3 1.2 -2.5 12.1 3,536.8 44.5 13 61.4
Kirkpatrick Bargain 37.2 1.4 2.1 0.9 1.2 -6.8 11.0 2,757.4 -4.4 17 63.6
Templeton 14.5 1.4 2.6 2.3 1.2 28.4 10.1 3,337.9 -3.8 20 28.4
Stock Market Winners 11.2 1.7 1.1 2.6 1.2 24.3 10.1 101.8 19.4 12 58.1
Value on the Move--PEG With Hist Growth 17.6 1.5 3.1 1.8 1.2 25.9 11.3 1,540.5 17.9 77 35.8
Buffett: Hagstrom 21.2 1.7 4.7 2.1 0.9 17.1 10.6 4,883.1 3.1 30 19.4
Buffettology: EPS Growth 16.1 1.5 3.3 2.6 0.7 24.8 15.0 6,481.1 5.7 45 12.0
Buffettology: Sustainable Growth 13.7 1.4 2.9 1.6 0.1 24.4 10.1 3,318.5 2.5 31 14.0
Cash Rich Firms 13.3 0.8 1.2 1.3 0.0 17.7 18.3 444.2 -14.2 28 24.0
Fundamental Rule of Thumb 3.4 1.5 1.1 1.0 0.0 25.8 9.4 400.6 -15.7 50 21.1
Piotroski: High F-Score 12.9 0.6 0.7 0.5 0.0 15.9 3.0 42.1 -12.2 20 23.2
Price-to-Free-Cash-Flow 13.6 1.2 1.7 0.4 0.0 -15.2 10.0 501.6 -26.9 30 21.7
Schloss 35.0 0.0 0.7 0.5 0.0 -19.3 15.0 40.4 -36.2 12 54.8
Lakonishok 25.1 1.5 2.7 1.2 0.0 13.9 14.6 2,630.4 16.8 31 90.1
O'Shaughnessy: Growth 19.7 1.2 2.7 0.9 0.0 10.7 14.0 864.4 57.9 50 37.5
O'Shaughnessy: Small Cap Growth & Value 16.3 4.4 2.6 0.6 0.0 -8.0 7.5 560.1 33.6 25 49.8
O'Shaughnessy: Tiny Titans 15.0 2.2 2.1 0.6 0.0 2.6 15.0 122.0 69.8 25 40.9
Inve$tWare Quality Growth 44.5 2.0 12.6 5.9 0.0 29.6 17.5 20,173.7 17.5 19 12.0
Return on Equity 25.0 1.8 5.6 3.6 0.0 27.1 14.5 3,252.3 -8.6 31 20.4
Driehaus 73.9 1.8 5.9 3.2 0.0 -2.3 20.0 1,180.5 21.4 14 63.9
O'Neil's CAN SLIM Revised 3rd Edition 70.0 1.0 6.9 9.5 0.0 58.2 20.0 2,835.6 24.3 7 64.2
Fisher (Philip) 12.5 0.4 1.2 1.0 0.0 35.8 21.1 869.4 -44.0 18 32.6
Kirkpatrick Value 18.3 0.9 9.9 0.4 0.0 -5.3 12.0 815.7 -1.5 3 72.9
Murphy Technology 13.1 3.3 3.5 2.1 0.0 19.3 10.0 2,047.3 -35.3 10 21.4
O'Neil's CAN SLIM No Float 17.8 1.6 2.1 2.9 0.0 39.4 15.2 306.1 26.9 16 48.7
All Exhange-Listed Stocks 20.3 1.7 1.8 1.9 0.0 5.8 11.1 708.1 -10.0 -99999 -99,999.0
Price-to-Sales 20.7 1.4 1.4 0.9 0.0 0.8 10.3 515.0 -3.8 53 39.3
T. Rowe Price 3.5 0.0 0.5 1.5 0.0 12.7 0.0 79.9 -33.1 7 49.6
Wanger (Revised) 19.1 1.5 3.0 1.4 0.0 32.9 12.5 296.5 6.9 29 26.9
Zweig 23.3 0.9 4.5 1.3 0.0 25.3 18.7 2,402.3 26.0 10 41.9
MAGNET Simple 11.8 0.4 2.5 1.0 0.0 0.0 22.3 642.3 63.7 3 68.8
Muhlenkamp 16.8 1.2 2.6 1.3 0.0 10.5 11.5 1,729.8 -16.6 18 23.5
Value on the Move--PEG With Est Growth 16.6 0.8 2.6 1.2 0.0 14.0 19.0 2,795.4 29.1 37 43.8
Est Rev: Down 19.7 1.1 1.5 0.7 0.0 18.7 7.8 950.2 -38.7 225 79.4
Est Rev: Down 5% 15.1 0.9 1.4 0.8 0.0 14.0 10.0 1,245.9 -34.8 75 89.3
Est Rev: Up 28.3 2.1 2.1 2.0 0.0 -25.8 14.2 1,187.4 -7.9 177 81.4
Est Rev: Up 5% 28.3 2.0 2.3 2.4 0.0 -25.8 23.0 1,334.6 -3.3 40 92.8
Insider Net Purchases 38.5 0.8 1.8 2.3 0.0 -11.5 20.0 232.9 -30.7 29 30.0
Foolish Small Cap 8
No companies pass this screen at this time.
14 42.8
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
5 41.7
MAGNET Complex Revised
No companies pass this screen at this time.
3 68.8
MAGNET Complex
No companies pass this screen at this time.
2 73.5
All Exchange Listed Stocks 20.3 1.7 1.8 1.9 0.0 5.8 11.1 708.1 -10.0
Data as of 6/30/2016.