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 12/31/2012


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 Hist. EPS Growth (X) ↑
Graham--Enterprising Investor
No companies pass this screen at this time.
 4 44.9
Foolish Small Cap 8
No companies pass this screen at this time.
 18 37.7
T. Rowe Price
No companies pass this screen at this time.
 9 39.1
MAGNET Complex
No companies pass this screen at this time.
 2 73.0
Schloss 20.0 2.3 0.8 1.0 0.0 -24.9 14.7 28.0 -27.7 13 54.7
O'Shaughnessy: Small Cap Growth & Value 35.3 2.1 2.5 0.7 0.0 -22.1 12.8 609.0 105.0 25 49.2
O'Shaughnessy: Tiny Titans 9.1 0.0 1.3 0.4 0.0 -21.4 0.0 71.8 127.9 25 42.2
O'Shaughnessy: Growth 13.5 2.2 2.4 1.7 0.0 -15.8 11.6 616.0 102.5 50 37.9
Kirkpatrick Growth 24.1 1.3 2.2 1.2 1.0 -15.7 19.8 2,109.5 59.3 12 61.8
Dogs of the Dow: Low Priced 5 17.8 1.7 1.9 1.5 4.0 -7.9 6.4 184,648.2 -1.9 5 15.5
Est Rev: Down 17.8 1.7 0.9 2.3 6.0 -7.5 11.4 923.3 -12.5 218 79.2
Est Rev: Down 5% 18.9 1.9 1.8 1.6 0.0 -4.3 10.8 828.3 -14.0 77 88.9
Dogs of the Dow 18.6 2.2 2.3 1.7 4.0 -3.7 6.3 123,976.6 -5.5 10 7.4
Insider Net Purchases 15.9 2.2 2.1 1.1 0.0 0.0 22.5 407.7 -12.0 28 29.5
Dual Cash Flow 19.6 1.6 1.3 1.5 1.0 0.1 12.6 619.9 -5.2 68 31.1
O'Shaughnessy: All Cap 12.5 1.2 0.7 0.4 2.0 1.5 7.8 885.3 -7.8 22 34.6
Driehaus 18.3 1.5 3.1 1.4 2.0 3.0 19.0 835.3 10.3 15 63.7
MAGNET Simple 16.4 0.5 3.4 0.9 1.0 3.1 35.0 1,992.2 67.9 3 67.1
Est Rev: Up 5% 14.9 2.3 1.6 1.0 0.0 3.1 9.3 804.8 20.2 44 92.1
O'Shaughnessy: Value 12.3 1.3 1.6 1.0 2.0 3.4 10.2 26,657.8 3.0 50 20.5
Kirkpatrick Bargain 16.0 1.1 1.8 0.7 0.0 5.0 11.9 4,361.4 24.5 14 64.4
Graham--Defensive Investor (Utility) 14.6 3.1 1.4 1.2 4.0 5.2 4.0 8,142.5 -14.7 19 13.5
Est Rev: Up 18.3 1.6 2.4 1.3 0.0 5.2 14.8 1,403.4 12.0 178 80.7
Price-to-Free-Cash-Flow 10.2 1.1 1.2 0.4 0.0 6.0 10.0 403.7 -14.9 30 22.4
Dreman With Est Revisions 10.5 0.5 1.8 1.9 2.0 7.6 12.9 2,569.7 16.7 13 82.6
Dividend Screen: Non-DRPs 11.6 1.9 1.2 2.9 3.0 8.2 7.0 1,421.4 -5.0 30 28.4
Graham--Defensive Investor (Non-Utility) 11.9 1.8 1.4 1.1 2.0 8.3 8.8 4,572.6 -3.5 21 20.2
Dividend Screen: DRPs 12.2 2.0 1.7 2.1 4.0 8.5 7.7 6,096.6 -8.7 30 26.0
O'Shaughnessy: Growth Market Leaders 11.3 1.3 1.8 0.9 2.0 8.8 10.1 17,787.1 6.4 10 42.8
Dividend (High Relative Yield) 15.3 1.9 2.0 2.0 2.0 9.2 7.8 3,557.3 -6.1 41 19.7
Lakonishok 14.4 1.1 1.9 0.9 0.0 9.7 11.3 3,329.7 4.5 30 89.8
Kirkpatrick Value 15.4 1.3 1.0 0.3 0.0 10.4 13.0 962.7 44.1 2 74.7
Weiss Blue Chip Div Yield 16.9 2.0 2.7 2.2 2.0 12.8 9.6 6,703.6 -2.5 13 25.5
Price-to-Sales 15.1 1.3 1.3 0.8 0.0 13.6 12.3 467.5 0.1 56 39.1
Value on the Move--PEG With Est Growth 16.2 0.9 2.7 2.1 1.0 14.7 16.8 4,624.3 7.2 42 44.4
Oberweis Octagon 12.1 0.8 1.8 0.6 0.0 14.9 15.7 1,128.2 41.2 17 42.3
Piotroski: High F-Score 3.4 1.5 0.4 0.2 0.0 15.2 26.5 100.9 21.3 23 23.6
Cash Rich Firms 18.5 1.5 1.3 1.6 0.0 15.4 6.3 394.3 -12.0 31 24.9
Graham--Enterprising Investor Revised 8.9 1.1 0.8 0.4 3.0 16.4 9.0 68.8 -15.5 10 26.4
P/E Relative 19.1 1.3 2.7 1.8 2.0 17.7 14.1 3,770.6 -1.4 32 77.0
Stock Market Winners 8.9 8.0 0.9 2.2 1.0 18.3 5.0 54.5 29.6 12 59.6
Zweig 15.6 1.1 2.0 2.9 0.0 19.2 13.7 3,265.2 14.3 12 41.9
Dreman 11.4 0.9 1.9 1.3 2.0 19.6 10.9 2,232.1 -0.2 21 32.0
Buffett: Hagstrom 20.4 1.4 4.9 2.2 1.0 19.9 16.0 5,896.7 -3.5 30 20.0
Return on Equity 18.3 1.2 4.1 2.3 0.0 20.4 15.5 2,713.8 0.9 33 20.7
Neff 9.1 0.7 2.2 1.0 0.0 21.0 16.8 2,114.3 0.9 23 33.2
Buffettology: EPS Growth 16.6 1.2 3.5 2.0 1.0 21.1 15.0 2,055.0 3.5 46 11.5
Buffettology: Sustainable Growth 15.8 1.2 3.2 2.1 0.0 21.3 14.2 2,140.9 -0.6 33 12.9
Magic Formula 5.6 1.0 1.6 0.8 0.0 21.7 11.3 403.7 -4.6 30 24.3
Murphy Technology 8.9 0.7 1.9 1.4 1.0 23.4 12.0 665.3 -12.0 11 21.2
Fisher (Philip) 12.2 0.5 2.3 2.3 0.0 23.6 21.3 1,990.4 -9.3 21 32.0
O'Neil's CAN SLIM Revised 3rd Edition 19.5 1.4 4.1 5.5 1.0 24.4 14.9 7,852.1 35.6 8 65.6
Lynch 7.0 2.6 1.0 1.1 2.0 24.8 1.6 95.4 -6.8 26 21.5
Value on the Move--PEG With Hist Growth 17.0 1.2 2.6 2.0 1.0 25.6 14.6 3,275.8 19.7 84 36.1
Inve$tWare Quality Growth 22.4 1.2 4.5 2.5 0.0 26.1 18.1 8,011.8 11.4 21 11.3
ADR Screen 12.3 1.0 2.1 1.8 2.0 26.1 7.6 4,859.4 -11.7 25 44.1
Wanger (Revised) 14.5 1.0 2.4 1.3 0.0 27.6 16.3 507.0 3.2 31 27.1
Fundamental Rule of Thumb 2.2 0.7 0.7 0.9 0.0 29.3 25.8 111.7 -17.8 50 21.6
IBD Stable 70 22.2 1.2 4.5 3.2 0.0 29.6 18.1 8,250.9 1.9 41 11.6
Muhlenkamp 6.2 0.4 1.5 0.8 0.0 30.4 18.0 151.8 -4.6 19 23.9
Templeton 21.4 1.2 4.1 3.2 0.0 31.6 17.5 6,813.7 -0.2 23 27.3
O'Neil's CAN SLIM 42.1 8.0 1.2 4.6 0.0 46.0 5.0 264.5 29.6 7 57.7
Rule #1 Investing 11.2 1.0 4.2 3.4 0.0 58.1 20.2 1,230.9 -13.0 15 25.3
Foolish Small Cap 8 Revised 11.6 0.4 5.1 3.4 2.0 92.6 23.8 215.7 15.9 6 32.1
Data as of 12/31/2012.