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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 12/31/2014


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 (%) ↓
MAGNET Simple 0.0 0.5 3.9 1.0 0.0 32.1 52.2 3,371.1 97.7 3 68.6
Kirkpatrick Value 26.3 0.3 2.3 0.5 0.0 15.3 50.0 1,471.9 23.6 3 73.8
Muhlenkamp 5.2 0.3 1.4 0.9 1.3 40.1 25.0 372.3 -17.4 17 23.7
O'Neil's CAN SLIM 29.0 1.7 2.4 7.1 0.0 43.8 23.1 352.6 20.8 6 57.1
Fisher (Philip) 17.2 0.5 2.4 2.0 0.0 32.6 22.0 1,264.5 -26.6 19 32.3
Est Rev: Up 5% 43.0 1.3 7.1 1.7 0.0 42.0 21.6 1,534.1 13.5 41 92.6
Value on the Move--PEG With Est Growth 21.8 0.7 3.9 2.0 0.0 27.3 20.9 3,909.5 12.6 39 44.2
Kirkpatrick Growth 43.4 1.8 3.9 2.8 0.0 15.0 20.2 2,052.8 30.6 12 61.6
Oberweis Octagon 20.9 0.9 2.1 1.4 1.2 19.2 20.1 3,384.6 12.3 16 41.6
Inve$tWare Quality Growth 31.2 1.6 6.8 3.2 0.0 34.7 20.0 21,228.5 10.0 20 11.4
Foolish Small Cap 8 11.1 0.6 2.4 1.7 0.7 -16.4 20.0 458.9 39.9 16 42.5
Insider Net Purchases 42.6 0.7 2.7 6.9 0.0 12.6 20.0 332.4 -10.3 29 29.9
Est Rev: Up 42.6 1.3 4.2 1.9 0.0 16.8 19.3 1,537.8 12.3 179 81.2
ADR Screen 17.6 0.8 2.0 1.5 0.0 39.2 18.9 1,445.9 -11.9 24 43.7
O'Shaughnessy: Small Cap Growth & Value 26.7 1.2 3.1 0.9 0.0 15.9 18.0 496.2 70.6 25 49.6
O'Shaughnessy: Growth 21.3 1.1 3.0 0.9 0.0 17.5 17.8 1,049.9 59.8 50 37.8
Zweig 18.2 1.1 2.8 2.2 1.6 24.4 17.3 149,261.5 0.2 11 41.9
Driehaus 30.6 1.9 4.0 1.8 0.0 13.4 17.0 1,233.0 18.1 14 63.7
Neff 10.7 0.8 2.1 1.4 0.4 22.9 17.0 773.4 -17.8 22 32.7
O'Neil's CAN SLIM No Float 27.0 1.6 6.2 3.9 0.0 34.7 16.5 9,626.1 27.9 16 49.2
Fundamental Rule of Thumb 3.8 1.5 1.5 1.3 0.0 19.6 15.8 122.7 -18.3 50 21.2
Templeton 21.8 1.3 4.0 2.7 0.9 22.9 15.5 28,771.7 -5.8 21 28.3
Kirkpatrick Bargain 24.5 1.5 3.2 1.0 0.7 13.2 15.3 3,701.8 15.3 16 64.2
Return on Equity 19.8 1.2 5.3 2.7 0.0 26.5 15.2 6,346.8 -6.4 32 20.6
P/E Relative 19.5 1.4 3.2 2.3 0.6 26.6 15.1 4,628.1 -2.7 32 76.8
Schloss 12.5 0.0 0.8 0.9 0.0 14.9 15.0 87.5 -43.0 12 54.6
O'Neil's CAN SLIM Revised 3rd Edition 82.3 1.5 1.8 3.3 3.8 15.5 15.0 1,353.4 24.1 8 64.6
Wanger (Revised) 16.7 1.3 2.7 2.1 0.0 43.9 14.9 932.2 -4.2 30 26.8
Buffett: Hagstrom 20.2 1.6 4.2 2.3 1.0 28.4 14.3 6,129.2 3.3 30 19.5
Value on the Move--PEG With Hist Growth 19.7 1.4 3.8 2.5 1.0 32.3 13.6 7,982.4 8.8 78 35.9
Murphy Technology 6.1 1.2 1.2 0.9 0.0 -32.9 13.2 797.3 -10.3 11 21.0
Buffettology: Sustainable Growth 18.3 1.5 3.8 2.3 0.0 23.5 13.1 3,862.4 -10.2 33 13.2
Price-to-Sales 19.1 1.4 1.8 1.2 0.0 10.1 13.1 821.6 -1.6 54 38.9
Cash Rich Firms 16.6 1.4 1.4 1.9 0.0 17.0 12.9 496.0 -2.4 29 24.6
All Exhange-Listed Stocks 20.4 1.6 2.0 1.9 0.0 12.5 12.7 790.3 -10.3 -99999 -99,999.0
Graham--Enterprising Investor 6.3 0.6 0.8 0.4 3.6 27.0 12.3 828.7 -9.0 4 43.0
Buffettology: EPS Growth 19.3 1.6 3.6 2.3 0.4 24.4 12.2 4,232.7 -6.8 46 11.7
Stock Market Winners 13.3 1.1 1.1 1.7 1.6 17.9 12.0 93.7 19.6 11 59.0
Weiss Blue Chip Div Yield 22.1 1.7 3.6 2.3 1.4 13.3 11.5 17,379.3 -9.5 12 24.2
Lakonishok 19.7 1.8 2.4 1.4 1.1 11.3 11.5 2,958.7 11.4 31 90.0
O'Shaughnessy: Growth Market Leaders 17.3 1.8 3.5 1.7 1.5 24.4 11.3 31,661.0 23.9 10 42.9
Dual Cash Flow 23.1 1.8 2.1 1.5 0.2 14.9 10.9 1,228.3 -8.4 67 31.1
Dreman 14.1 1.4 1.6 1.6 2.4 20.6 10.9 3,862.4 -10.2 21 31.5
Dreman With Est Revisions 14.1 1.4 1.6 1.6 2.4 20.6 10.9 3,862.4 -10.2 13 83.2
Graham--Defensive Investor (Non-Utility) 12.6 1.3 1.2 1.1 3.4 12.7 10.0 5,798.7 -29.0 20 19.4
O'Shaughnessy: Value 14.3 1.6 1.6 1.6 3.3 16.3 10.0 36,302.6 -12.1 50 21.8
Piotroski: High F-Score 13.4 1.0 0.8 0.8 0.0 7.6 10.0 73.4 -26.7 21 23.6
Price-to-Free-Cash-Flow 17.1 1.5 1.7 0.6 0.0 6.9 10.0 971.8 -23.0 30 22.1
Graham--Enterprising Investor Revised 11.0 0.7 1.2 0.4 2.2 11.5 10.0 653.4 -12.5 9 26.0
Dividend (High Relative Yield) 16.6 1.8 2.8 1.9 2.5 11.8 9.6 15,964.2 -10.5 39 19.9
Est Rev: Down 5% 19.0 2.0 1.9 1.3 0.0 16.6 9.4 909.5 -28.9 75 89.2
O'Shaughnessy: Tiny Titans 20.1 2.1 2.4 0.5 0.0 6.9 9.3 119.3 61.6 25 41.3
Magic Formula 6.8 1.3 2.1 1.3 1.3 17.0 8.9 955.5 -24.5 30 23.5
O'Shaughnessy: All Cap 11.3 2.0 1.4 0.2 3.8 15.0 8.3 784.7 -13.8 21 34.0
Est Rev: Down 19.0 2.6 1.9 1.2 0.0 12.7 8.2 741.7 -28.3 219 79.5
Dogs of the Dow: Low Priced 5 17.1 2.4 2.5 1.7 3.6 6.8 6.7 194,124.1 -14.3 5 15.4
Lynch 9.1 1.0 1.5 1.0 2.8 24.6 5.6 3,188.3 -25.1 25 21.1
Dogs of the Dow 16.0 2.7 2.8 1.6 3.6 3.6 5.2 189,526.3 -13.8 10 7.4
Graham--Defensive Investor (Utility) 8.9 0.0 1.2 3.0 4.8 36.6 -9.4 10,567.8 -18.8 18 14.1
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
5 40.0
Rule #1 Investing
No companies pass this screen at this time.
13 26.3
T. Rowe Price
No companies pass this screen at this time.
8 45.6
MAGNET Complex
No companies pass this screen at this time.
2 73.6
Data as of 9/30/2014.