Close

Portfolio Characteristics

Downloadable Excel Files

Other links

FAQs | Disclaimer | Performance Charts

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 6/30/2013


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--Enterprising Investor 6.9 11.9 0.8 1.1 3.9 13.8 1.1 792.7 -26.1 4 43.3
Graham--Defensive Investor (Utility) 15.8 3.5 1.6 1.6 3.7 6.2 4.6 7,619.0 -13.1 18 13.7
Dogs of the Dow: Low Priced 5 18.1 2.3 2.4 1.8 3.5 6.8 6.1 202,626.4 -16.6 5 15.6
Dogs of the Dow 17.5 2.3 2.6 2.6 3.3 7.1 6.4 186,323.1 -15.0 10 7.4
O'Shaughnessy: Value 15.2 1.5 2.3 1.4 3.3 11.0 8.4 88,783.7 0.7 50 21.4
O'Shaughnessy: All Cap 22.6 2.7 1.4 0.5 2.7 -16.8 10.0 1,595.7 -13.3 22 34.2
Dreman 15.0 1.4 1.7 2.0 2.7 5.9 10.1 6,591.3 -1.4 21 31.5
Graham--Defensive Investor (Non-Utility) 11.7 1.0 1.2 0.7 2.6 8.0 10.0 1,475.6 -15.1 21 19.8
Dividend (High Relative Yield) 17.9 1.7 2.5 2.6 2.0 11.2 10.9 29,680.1 0.0 40 20.1
P/E Relative 18.0 1.5 2.3 1.3 1.9 20.6 8.7 4,776.0 -4.1 32 76.8
Weiss Blue Chip Div Yield 22.8 2.0 3.9 3.3 1.8 10.1 12.7 10,636.3 2.3 12 24.7
Dividend Screen: Non-DRPs 16.7 1.3 2.7 2.0 1.8 17.8 11.4 6,855.1 -2.5 30 28.4
ADR Screen 14.0 1.2 1.9 1.5 1.7 33.7 15.3 13,602.8 -3.9 25 43.7
Dreman With Est Revisions 14.1 1.5 2.5 1.7 1.7 17.4 9.4 11,929.6 4.2 13 83.1
Graham--Enterprising Investor Revised 11.2 1.0 1.2 0.7 1.6 10.1 10.0 672.9 -20.7 9 25.5
O'Shaughnessy: Growth Market Leaders 15.1 1.9 2.3 1.2 1.5 6.1 7.8 41,395.3 21.5 10 43.0
Dividend Screen: DRPs 18.4 1.5 2.6 1.3 1.5 15.0 11.1 10,816.4 -2.0 30 26.2
Magic Formula 9.6 1.5 2.2 1.6 1.4 23.9 8.5 1,082.4 -8.3 30 23.7
O'Neil's CAN SLIM 13.2 0.0 0.8 2.2 1.4 43.1 0.0 67.2 9.0 6 56.9
Rule #1 Investing 17.5 0.5 11.7 6.1 1.3 57.6 29.5 5,639.8 66.2 14 24.6
Stock Market Winners 16.3 0.0 1.0 1.4 1.2 15.4 0.0 51.7 25.0 11 59.1
Lakonishok 22.0 1.6 2.7 1.7 1.1 15.0 10.4 5,328.2 5.9 31 89.9
Neff 10.4 0.9 2.1 1.5 1.0 24.4 14.6 1,929.5 3.3 22 33.2
Kirkpatrick Bargain 19.3 1.4 2.4 1.1 0.8 4.0 12.0 2,705.4 38.0 15 64.4
Lynch 7.1 1.3 1.1 1.1 0.8 23.7 5.3 107.3 -17.1 25 21.3
Templeton 25.8 1.5 5.0 2.7 0.8 35.7 14.7 4,360.0 -2.0 21 28.1
Zweig 15.6 1.4 3.1 3.8 0.8 28.7 12.5 1,054.9 47.7 11 41.7
Value on the Move--PEG With Est Growth 22.7 0.9 4.5 2.7 0.7 35.4 25.2 5,118.3 49.3 40 44.4
Est Rev: Down 20.7 1.6 2.6 1.9 0.7 10.8 12.1 2,622.6 -11.3 218 79.5
Muhlenkamp 5.8 0.4 0.9 1.1 0.5 19.4 25.0 263.2 1.0 18 23.8
Buffettology: Sustainable Growth 14.6 1.2 3.2 2.7 0.4 22.6 13.5 3,589.7 -8.8 33 13.2
Est Rev: Up 23.4 1.5 3.2 2.0 0.4 15.0 13.8 3,914.0 5.8 179 81.1
Buffett: Hagstrom 21.3 1.3 4.0 2.4 0.2 25.6 15.0 6,107.3 1.2 30 19.6
Buffettology: EPS Growth 21.3 1.3 4.0 2.4 0.2 25.6 15.0 6,107.3 1.2 47 11.8
O'Neil's CAN SLIM No Float 21.0 1.5 3.4 3.0 0.2 46.6 15.0 5,726.3 33.3 16 49.6
Cash Rich Firms 20.2 1.6 2.1 2.0 0.0 11.4 12.6 288.4 -9.7 30 24.5
Fundamental Rule of Thumb 4.1 1.4 2.5 1.6 0.0 23.8 15.0 447.5 -3.7 50 21.2
Piotroski: High F-Score 53.4 0.0 0.9 1.0 0.0 26.6 0.0 105.3 -12.9 21 23.8
Price-to-Free-Cash-Flow 14.4 1.8 1.5 0.6 0.0 6.1 7.1 1,035.6 -4.8 30 22.0
Schloss 23.9 0.0 0.8 0.5 0.0 -7.7 20.8 69.8 -33.6 12 54.3
O'Shaughnessy: Growth 25.4 1.1 2.5 0.7 0.0 15.9 20.0 730.9 82.0 50 37.7
O'Shaughnessy: Small Cap Growth & Value 27.5 1.5 2.2 1.2 0.0 16.7 16.5 293.1 59.8 25 49.8
O'Shaughnessy: Tiny Titans 30.4 1.0 2.6 0.6 0.0 11.1 13.5 93.5 108.7 25 41.4
Dual Cash Flow 28.5 1.6 2.7 1.8 0.0 7.1 14.9 513.7 2.5 67 31.1
IBD Stable 70 27.3 1.4 5.5 3.0 0.0 35.5 19.0 4,212.3 -1.2 39 11.8
Inve$tWare Quality Growth 32.2 1.5 6.6 3.7 0.0 39.7 19.6 13,391.0 23.2 20 11.6
Return on Equity 20.1 1.1 4.5 3.2 0.0 24.9 16.3 2,912.3 7.0 32 20.8
Driehaus 28.7 1.5 2.9 1.3 0.0 15.2 13.0 1,629.1 15.6 15 63.8
Kirkpatrick Growth 29.1 1.1 3.2 2.8 0.0 19.0 25.0 3,351.2 60.3 12 61.7
O'Neil's CAN SLIM Revised 3rd Edition 30.5 0.9 7.5 5.8 0.0 20.1 23.9 2,994.8 66.0 8 64.6
Fisher (Philip) 28.9 0.5 1.5 2.1 0.0 17.0 20.0 2,975.9 -9.1 19 32.7
Kirkpatrick Value 22.2 1.2 2.6 0.8 0.0 12.3 12.5 1,073.7 49.0 2 74.1
Murphy Technology 7.9 4.2 2.7 2.7 0.0 21.5 -3.2 1,447.0 1.2 11 20.6
All Exhange-Listed Stocks 21.3 1.6 2.1 2.1 0.0 11.2 12.8 838.6 -6.0 -99999 -99,999.0
Price-to-Sales 17.5 1.7 1.5 1.3 0.0 3.9 15.0 408.1 8.8 55 38.9
Wanger (Revised) 10.4 1.2 2.8 1.5 0.0 38.0 15.0 767.9 10.1 30 26.8
MAGNET Simple 15.5 0.5 3.9 5.4 0.0 33.7 40.7 5,075.0 102.7 3 68.2
Oberweis Octagon 25.3 0.8 3.3 1.2 0.0 15.0 24.6 1,475.6 64.5 16 42.0
Value on the Move--PEG With Hist Growth 18.2 1.2 3.7 3.4 0.0 36.5 15.4 4,677.0 29.9 79 36.1
Est Rev: Down 5% 18.2 1.5 2.9 1.8 0.0 12.4 15.0 987.7 -22.7 75 89.1
Est Rev: Up 5% 22.4 1.4 3.5 3.5 0.0 16.7 17.1 1,230.7 2.2 42 92.6
Insider Net Purchases 11.4 6.4 1.7 4.0 0.0 26.3 24.4 320.1 -18.3 28 29.8
Foolish Small Cap 8
No companies pass this screen at this time.
16 41.3
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
6 38.2
T. Rowe Price
No companies pass this screen at this time.
8 44.0
MAGNET Complex
No companies pass this screen at this time.
2 74.1
Data as of 6/30/2013.