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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 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 Hist. EPS Growth (X) ↓
Rule #1 Investing 13.7 0.3 9.7 4.8 1.8 57.6 29.5 3,933.7 66.9 14 25.0
O'Neil's CAN SLIM Revised 3rd Edition 31.8 1.2 11.7 6.3 0.0 51.1 25.4 19,020.3 37.4 8 65.3
Wanger (Revised) 22.2 1.3 3.0 2.3 0.3 45.7 15.9 1,289.2 18.3 30 26.9
Value on the Move--PEG With Est Growth 20.7 0.9 4.8 3.2 0.0 34.9 22.4 4,382.9 36.8 40 44.4
Value on the Move--PEG With Hist Growth 19.7 1.2 4.1 3.2 0.0 34.4 14.8 3,521.5 18.5 80 36.0
Oberweis Octagon 26.6 0.8 3.9 1.5 0.0 33.3 20.0 714.9 50.1 16 42.2
Piotroski: High F-Score 31.8 0.0 0.9 0.7 0.0 32.4 0.0 81.3 1.1 21 24.0
O'Neil's CAN SLIM No Float 25.8 1.3 5.5 3.4 0.0 31.7 18.5 3,364.9 32.7 16 49.5
IBD Stable 70 26.4 1.5 6.9 3.5 0.0 31.6 18.5 4,892.9 32.8 39 11.8
Muhlenkamp 2.5 0.3 0.6 0.5 0.0 28.5 25.0 345.2 7.1 18 23.9
O'Shaughnessy: Small Cap Growth & Value 26.1 1.6 2.4 0.6 0.0 27.7 15.0 442.2 112.5 25 49.9
O'Neil's CAN SLIM 22.3 1.4 2.2 1.6 0.0 27.7 25.0 385.2 29.8 6 57.0
Buffett: Hagstrom 21.1 1.4 4.0 2.2 0.9 26.7 13.8 6,283.9 2.8 30 19.7
Inve$tWare Quality Growth 31.3 1.5 6.5 3.5 0.0 26.4 19.5 9,797.8 10.5 20 11.6
Neff 8.7 0.9 2.5 1.6 1.2 24.9 13.9 1,691.1 2.1 22 33.3
Return on Equity 21.7 1.1 5.3 3.5 0.3 24.1 16.2 3,115.7 12.5 32 20.8
Buffettology: Sustainable Growth 16.5 1.6 3.1 2.6 0.0 24.1 14.7 3,874.9 0.3 33 13.2
Cash Rich Firms 23.9 0.8 1.5 1.9 0.0 23.2 16.2 513.3 -12.1 30 24.5
Fundamental Rule of Thumb 4.5 1.0 1.9 1.7 0.0 22.8 14.0 491.1 11.0 50 21.3
Magic Formula 7.5 0.8 2.0 1.7 1.1 22.6 10.0 979.4 -2.2 30 23.8
Buffettology: EPS Growth 19.0 1.7 3.4 2.6 0.0 21.7 13.7 3,754.2 -0.9 47 11.7
Murphy Technology 5.9 142.9 1.6 2.0 0.0 21.5 -2.6 1,399.1 -5.9 11 20.6
Templeton 20.5 1.3 3.3 3.6 0.0 21.3 16.3 7,219.1 -7.7 22 27.9
ADR Screen 10.7 1.1 2.1 2.3 2.5 21.2 8.8 5,181.0 -11.6 25 43.8
Lynch 8.5 0.0 1.5 1.2 2.3 20.1 -7.4 266.6 -16.4 25 21.1
P/E Relative 18.2 1.7 2.6 2.1 0.8 17.9 10.1 10,393.7 -6.2 32 76.9
Zweig 16.8 0.8 3.1 3.0 1.9 17.5 18.3 2,348.5 23.2 11 41.9
Stock Market Winners 19.1 0.0 1.2 1.2 0.0 16.1 0.0 66.8 18.3 12 59.1
Est Rev: Up 38.6 1.4 3.3 1.8 0.0 15.7 15.0 1,760.0 26.3 178 81.1
Driehaus 33.8 2.0 2.6 2.2 0.0 15.5 13.4 823.1 23.4 15 63.7
Dividend Screen: Non-DRPs 15.3 1.5 2.4 2.6 2.1 15.1 11.5 7,547.2 -5.2 30 28.5
Dividend Screen: DRPs 18.8 1.4 2.4 2.1 1.7 15.0 10.5 13,389.9 -8.3 30 26.2
Dreman 15.5 1.0 1.5 2.0 2.9 14.3 13.2 6,394.0 -2.9 21 31.5
Insider Net Purchases 43.5 3.7 5.3 7.6 0.0 14.3 14.0 338.6 -16.4 28 29.9
Est Rev: Up 5% 75.1 1.4 3.3 2.0 0.0 12.3 17.0 1,222.5 27.5 42 92.6
Fisher (Philip) 21.8 0.5 4.1 1.7 0.0 11.9 25.0 2,760.6 21.1 20 33.0
Dual Cash Flow 21.0 1.5 1.7 1.5 0.0 11.5 12.7 1,195.4 -5.0 68 31.0
Lakonishok 19.7 1.7 2.9 1.9 1.7 11.2 9.6 5,489.9 6.5 31 90.0
Weiss Blue Chip Div Yield 23.6 2.0 3.9 2.6 1.3 11.1 11.1 7,968.2 4.4 12 24.9
Dividend (High Relative Yield) 18.9 1.8 3.0 2.5 1.8 10.9 11.5 30,787.7 -2.3 40 20.1
Graham--Defensive Investor (Non-Utility) 11.9 2.8 1.4 1.0 2.6 9.3 1.4 1,498.8 -17.3 21 19.9
Graham--Enterprising Investor 5.9 4.7 0.6 0.5 3.8 9.3 6.7 17,104.2 -26.1 4 43.5
Dreman With Est Revisions 13.1 1.2 1.9 1.7 2.3 8.9 9.7 6,422.1 17.5 13 83.1
O'Shaughnessy: Growth Market Leaders 16.9 1.8 2.7 1.1 1.6 8.7 8.6 32,995.8 33.3 10 42.9
Graham--Enterprising Investor Revised 9.5 0.8 1.1 0.6 2.1 8.1 12.0 1,193.2 -27.4 9 25.4
Dogs of the Dow 16.2 2.3 2.5 2.5 3.4 7.7 5.9 176,468.0 -13.3 10 7.4
Dogs of the Dow: Low Priced 5 14.8 2.2 2.1 2.4 3.4 7.3 5.9 182,604.2 -6.9 5 15.7
Graham--Defensive Investor (Utility) 15.6 3.3 1.6 1.4 4.1 6.2 4.6 7,243.6 -14.5 19 13.7
Kirkpatrick Growth 70.4 0.7 15.9 4.9 0.6 5.8 46.2 2,543.5 51.5 11 62.0
O'Shaughnessy: All Cap 16.7 1.4 1.7 0.6 3.0 5.3 10.2 1,832.6 -0.6 22 34.3
Est Rev: Down 5% 21.0 1.7 2.3 1.1 0.0 4.3 13.0 856.4 -16.4 76 89.0
O'Shaughnessy: Value 16.6 1.5 2.4 1.3 3.5 3.3 9.7 56,744.7 -1.5 50 21.2
Price-to-Sales 16.8 1.3 1.6 1.4 0.0 2.8 15.0 456.1 6.4 55 39.0
Est Rev: Down 29.1 3.4 2.0 1.1 0.0 -1.3 13.0 644.7 -16.4 218 79.4
Kirkpatrick Bargain 46.1 1.8 4.0 1.2 0.0 -2.9 21.6 1,510.6 51.5 15 64.7
Price-to-Free-Cash-Flow 12.5 2.1 1.4 0.6 0.0 -3.1 6.0 1,026.0 -11.1 30 22.0
O'Shaughnessy: Growth 23.3 1.9 2.4 0.6 0.0 -10.0 10.0 441.1 119.2 50 37.8
Schloss 0.0 0.0 0.8 0.4 0.0 -10.9 20.0 60.4 -48.4 12 54.3
O'Shaughnessy: Tiny Titans 37.8 4.4 2.4 0.5 0.0 -13.7 12.0 109.0 103.3 25 41.6
Kirkpatrick Value 0.0 3.2 3.3 0.3 0.0 -23.4 5.0 629.3 7.5 2 74.2
Foolish Small Cap 8
No companies pass this screen at this time.
16 40.4
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
6 27.2
T. Rowe Price
No companies pass this screen at this time.
8 43.1
MAGNET Complex
No companies pass this screen at this time.
2 73.8
MAGNET Simple
No companies pass this screen at this time.
3 68.2
Data as of 3/31/2013.