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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 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 Hist. EPS Growth (X) ↑
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
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
Schloss 23.9 0.0 0.8 0.5 0.0 -7.7 20.8 69.8 -33.6 12 54.3
Price-to-Sales 17.5 1.7 1.5 1.3 0.0 3.9 15.0 408.1 8.8 55 38.9
Kirkpatrick Bargain 19.3 1.4 2.4 1.1 0.8 4.0 12.0 2,705.4 38.0 15 64.4
Dreman 15.0 1.4 1.7 2.0 2.7 5.9 10.1 6,591.3 -1.4 21 31.5
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
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
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
Dual Cash Flow 28.5 1.6 2.7 1.8 0.0 7.1 14.9 513.7 2.5 67 31.1
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
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
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
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
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: Tiny Titans 30.4 1.0 2.6 0.6 0.0 11.1 13.5 93.5 108.7 25 41.4
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
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
Cash Rich Firms 20.2 1.6 2.1 2.0 0.0 11.4 12.6 288.4 -9.7 30 24.5
Kirkpatrick Value 22.2 1.2 2.6 0.8 0.0 12.3 12.5 1,073.7 49.0 2 74.1
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
Graham--Enterprising Investor 6.9 11.9 0.8 1.1 3.9 13.8 1.1 792.7 -26.1 4 43.3
Lakonishok 22.0 1.6 2.7 1.7 1.1 15.0 10.4 5,328.2 5.9 31 89.9
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
Oberweis Octagon 25.3 0.8 3.3 1.2 0.0 15.0 24.6 1,475.6 64.5 16 42.0
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
Driehaus 28.7 1.5 2.9 1.3 0.0 15.2 13.0 1,629.1 15.6 15 63.8
Stock Market Winners 16.3 0.0 1.0 1.4 1.2 15.4 0.0 51.7 25.0 11 59.1
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
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
Fisher (Philip) 28.9 0.5 1.5 2.1 0.0 17.0 20.0 2,975.9 -9.1 19 32.7
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
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
Kirkpatrick Growth 29.1 1.1 3.2 2.8 0.0 19.0 25.0 3,351.2 60.3 12 61.7
Muhlenkamp 5.8 0.4 0.9 1.1 0.5 19.4 25.0 263.2 1.0 18 23.8
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
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
Murphy Technology 7.9 4.2 2.7 2.7 0.0 21.5 -3.2 1,447.0 1.2 11 20.6
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
Lynch 7.1 1.3 1.1 1.1 0.8 23.7 5.3 107.3 -17.1 25 21.3
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
Magic Formula 9.6 1.5 2.2 1.6 1.4 23.9 8.5 1,082.4 -8.3 30 23.7
Neff 10.4 0.9 2.1 1.5 1.0 24.4 14.6 1,929.5 3.3 22 33.2
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
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
Insider Net Purchases 11.4 6.4 1.7 4.0 0.0 26.3 24.4 320.1 -18.3 28 29.8
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
Zweig 15.6 1.4 3.1 3.8 0.8 28.7 12.5 1,054.9 47.7 11 41.7
ADR Screen 14.0 1.2 1.9 1.5 1.7 33.7 15.3 13,602.8 -3.9 25 43.7
MAGNET Simple 15.5 0.5 3.9 5.4 0.0 33.7 40.7 5,075.0 102.7 3 68.2
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
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
Templeton 25.8 1.5 5.0 2.7 0.8 35.7 14.7 4,360.0 -2.0 21 28.1
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
Wanger (Revised) 10.4 1.2 2.8 1.5 0.0 38.0 15.0 767.9 10.1 30 26.8
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
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
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
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
Data as of 6/30/2013.