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 3/31/2013


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 Est. Long-Term EPS Growth (%) ↑
Foolish Small Cap 8
No companies pass this screen at this time.
 17 39.1
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
 6 33.1
MAGNET Complex
No companies pass this screen at this time.
 2 73.6
Graham--Enterprising Investor 5.4 79.0 0.7 0.8 4.0 20.4 -2.9 18,160.7 -10.2 4 45.0
Magic Formula 8.5 0.0 1.0 0.2 2.0 9.7 0.0 57.9 -5.6 9 26.2
T. Rowe Price 9.0 0.0 1.6 0.6 0.0 13.1 0.0 28.2 81.2 9 40.5
Stock Market Winners 12.2 0.0 1.0 1.7 1.0 14.3 0.0 60.3 34.2 12 59.2
Graham--Enterprising Investor Revised 8.5 0.0 1.0 0.2 2.0 9.7 0.0 57.9 -5.6 9 26.2
Lynch 6.6 79.0 1.1 1.1 0.0 23.9 0.1 68.4 -17.7 26 21.3
Graham--Defensive Investor (Utility) 16.0 3.2 1.6 1.4 4.0 4.4 4.5 4,206.6 0.5 19 13.6
Graham--Defensive Investor (Non-Utility) 13.0 2.0 1.6 1.2 2.0 8.6 6.5 5,802.2 -9.1 21 20.2
Dogs of the Dow 18.8 2.0 2.6 2.2 3.0 3.2 7.4 138,061.8 -2.3 10 7.4
Muhlenkamp 2.7 3.8 0.6 0.5 0.0 22.9 8.3 89.4 -32.5 19 23.8
O'Shaughnessy: All Cap 16.8 2.0 1.0 0.5 2.0 -16.9 8.4 941.2 -3.1 22 34.6
Dividend Screen: DRPs 13.8 1.4 2.2 1.6 2.0 9.1 8.5 10,495.9 -4.0 30 26.3
Piotroski: High F-Score 12.2 1.5 1.5 0.9 3.0 -1.0 8.6 32,032.1 -9.5 50 20.7
Est Rev: Up 5% 18.0 2.6 2.1 2.3 0.0 15.3 8.9 842.1 32.4 43 92.3
Schloss 10.0 1.1 1.2 0.5 0.0 -18.1 9.0 418.3 -16.6 30 22.2
Dogs of the Dow: Low Priced 5 15.7 1.2 2.1 2.4 3.0 5.0 9.1 207,377.7 -11.2 5 15.5
O'Shaughnessy: Value 5.4 1.3 1.5 1.0 0.0 24.7 9.3 407.4 -21.1 30 24.1
Value on the Move--PEG With Est Growth 19.3 0.8 3.0 1.4 0.0 20.4 10.0 1,811.0 21.8 42 44.5
Dreman With Est Revisions 11.9 1.3 1.6 1.4 2.0 9.8 10.0 5,342.4 16.8 13 82.8
Lakonishok 17.2 1.7 2.2 1.2 0.0 6.9 10.7 2,278.6 7.9 30 89.9
Dividend Screen: Non-DRPs 12.9 1.3 1.7 1.7 3.0 12.2 10.7 4,247.5 -6.7 30 28.5
P/E Relative 16.9 1.5 2.1 1.9 1.0 9.0 11.1 1,875.2 -7.4 32 77.1
Dreman 13.2 1.0 2.1 1.3 2.0 5.0 11.3 3,629.7 -2.7 21 31.9
Kirkpatrick Value 14.0 0.7 2.6 0.5 0.0 2.2 11.3 4,338.8 62.3 2 74.2
Est Rev: Up 20.7 1.4 2.1 1.6 0.0 15.3 11.5 762.3 6.9 178 80.8
O'Shaughnessy: Growth Market Leaders 12.3 1.1 1.7 1.5 2.0 16.3 11.6 43,376.0 10.8 10 42.8
Murphy Technology 8.4 0.8 2.6 2.2 2.0 49.5 11.6 1,203.0 -11.5 11 20.9
ADR Screen 14.8 1.1 1.6 1.1 0.0 46.9 11.6 1,717.6 -18.7 25 44.3
Price-to-Free-Cash-Flow 17.1 1.2 0.8 0.4 0.0 -4.7 11.8 235.2 -2.8 22 23.8
Dividend (High Relative Yield) 18.1 1.5 2.8 2.0 2.0 9.6 11.9 9,467.5 -6.5 41 20.0
Cash Rich Firms 16.2 1.4 1.4 1.5 0.0 3.3 12.0 409.4 -16.6 31 24.8
Neff 8.9 0.8 1.8 1.0 1.0 18.0 12.5 1,644.4 -15.2 23 33.3
Price-to-Sales 17.4 1.4 1.4 1.3 0.0 2.0 14.1 390.4 -3.8 56 39.2
Oberweis Octagon 12.3 0.6 1.5 0.5 4.0 6.0 14.1 1,389.0 24.5 16 42.3
Weiss Blue Chip Div Yield 24.2 9.5 0.8 0.6 0.0 -17.9 14.5 67.0 -39.2 13 54.6
O'Shaughnessy: Growth 18.4 1.4 2.6 0.5 0.0 -5.8 14.6 58,395.0 89.1 50 37.9
Value on the Move--PEG With Hist Growth 15.4 1.1 3.0 1.9 0.0 27.6 14.6 1,717.6 21.9 83 36.1
O'Shaughnessy: Tiny Titans 10.4 1.0 1.1 0.5 0.0 -15.4 15.0 85.1 111.4 25 42.0
Dual Cash Flow 19.3 1.3 1.4 1.0 0.0 2.7 15.0 323.8 -1.1 68 30.9
Kirkpatrick Growth 26.7 2.0 2.6 1.6 0.0 0.7 15.0 725.8 32.7 15 63.5
O'Neil's CAN SLIM 14.5 0.8 2.9 4.1 1.0 38.1 15.0 1,483.5 10.5 6 57.0
O'Neil's CAN SLIM Revised 3rd Edition 18.0 0.9 3.0 3.6 0.0 15.3 15.0 1,387.5 56.4 8 65.3
Zweig 22.0 1.3 4.7 2.8 0.0 20.9 15.0 1,395.3 17.9 12 41.6
Est Rev: Down 27.0 3.0 1.6 1.6 0.0 -4.5 15.0 350.5 -36.3 217 79.3
Est Rev: Down 5% 20.2 1.8 1.7 1.3 0.0 -0.9 15.0 587.1 -18.0 76 88.9
Return on Equity 18.0 1.3 5.0 2.7 0.0 21.4 15.4 2,577.6 -2.9 33 20.7
Buffett: Hagstrom 20.3 1.3 4.7 2.4 0.0 19.3 15.5 6,156.3 -7.5 30 20.0
Buffettology: EPS Growth 18.9 1.2 3.5 2.2 0.0 20.4 15.6 4,070.7 -6.8 47 11.5
O'Neil's CAN SLIM No Float 14.9 1.1 2.9 9.1 0.0 32.7 16.1 2,888.6 16.6 8 65.3
Buffettology: Sustainable Growth 17.4 1.1 3.4 2.1 0.0 22.9 16.2 5,311.7 -11.0 33 12.9
Fundamental Rule of Thumb 2.6 2.1 0.9 1.1 0.0 27.0 16.6 150.8 -17.6 50 21.5
IBD Stable 70 23.4 1.3 4.8 1.9 0.0 30.0 16.8 6,652.4 6.1 41 11.7
O'Shaughnessy: Small Cap Growth & Value 18.5 0.9 3.4 0.6 0.0 -2.2 17.5 481.8 51.9 25 49.4
Kirkpatrick Bargain 20.2 0.9 3.3 0.6 0.0 -1.4 17.5 3,887.3 39.2 15 64.3
Templeton 20.1 1.1 4.2 3.6 0.0 32.4 17.8 3,479.0 -9.2 23 27.4
Inve$tWare Quality Growth 24.3 1.1 5.1 2.7 0.0 28.6 18.4 10,480.6 -4.3 21 11.3
Rule #1 Investing 10.3 0.8 4.8 3.2 1.0 59.9 20.0 1,905.2 -23.6 14 25.0
Wanger (Revised) 14.1 0.7 2.6 1.7 0.0 43.8 20.0 590.1 8.6 31 27.1
Insider Net Purchases 20.2 1.7 2.2 1.4 0.0 -1.0 20.0 228.3 -10.4 28 29.6
Fisher (Philip) 14.4 0.4 3.9 4.8 0.0 79.1 31.6 9,594.6 -27.4 21 32.8
MAGNET Simple 23.4 0.5 11.7 2.0 0.0 34.5 47.5 913.6 279.3 3 67.4
Driehaus 2.0 2.6 1.6 0.0 1.0 15.0 725.8 32.7 15.0 64 63.7
Data as of 3/31/2013.