Close

Portfolio Characteristics

Downloadable Excel Files

Other links

FAQs | Disclaimer | Performance Charts

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 9/30/2014


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 Hist. EPS Growth (X) ↓
O'Neil's CAN SLIM Revised 3rd Edition 12.9 1.2 2.4 1.7 0.0 47.4 20.0 1,707.8 14.9 8 64.7
O'Neil's CAN SLIM 12.9 0.6 2.4 4.3 0.0 46.2 20.0 406.9 14.4 6 57.3
O'Neil's CAN SLIM No Float 25.7 1.4 6.2 2.4 0.0 38.5 16.3 8,796.8 17.9 16 49.4
Wanger (Revised) 17.8 1.1 2.7 1.8 0.0 36.8 14.2 787.2 -5.4 30 26.8
ADR Screen 16.3 1.0 2.1 1.9 2.0 36.1 14.3 13,219.3 -16.2 25 43.5
Return on Equity 19.3 1.2 5.2 3.7 0.0 34.6 16.4 2,722.3 -6.5 32 20.7
MAGNET Simple 45.5 0.6 5.8 7.9 0.0 32.5 44.9 13,877.4 54.2 3 68.5
Value on the Move--PEG With Hist Growth 20.6 1.2 3.5 2.1 1.3 32.1 1.5 7,002.8 3.1 78 36.0
IBD Stable 70 25.0 1.3 4.7 2.5 0.0 29.9 18.9 5,074.0 -14.5 38 11.8
MAGNET Complex 20.8 0.9 5.8 0.9 0.0 29.9 28.0 449.0 8.2 2 73.8
Zweig 12.1 0.0 8.1 1.6 0.3 28.7 12.5 1,054.9 47.7 11 41.7
Buffett: Hagstrom 20.0 1.3 3.9 2.1 1.1 25.8 14.8 8,202.1 -5.2 30 19.5
Buffettology: EPS Growth 16.9 1.5 3.2 2.4 0.8 25.6 15.0 4,760.8 -8.9 47 11.6
Buffettology: Sustainable Growth 15.6 1.3 3.1 2.5 0.1 25.0 14.7 3,605.4 -14.2 33 13.2
Magic Formula 7.2 1.3 2.0 1.3 0.0 24.9 9.0 511.5 -14.8 30 23.6
P/E Relative 16.6 1.6 2.6 1.3 1.3 24.7 11.8 2,272.0 -11.0 32 76.7
Dividend Screen: Non-DRPs 15.3 1.2 2.1 1.8 2.0 23.7 10.8 3,831.9 -9.7 30 28.3
Fundamental Rule of Thumb 3.6 1.4 2.1 1.4 0.0 23.1 15.0 353.8 -14.8 50 21.2
Neff 10.8 0.8 2.3 1.3 0.4 22.9 16.0 606.0 -3.8 22 33.0
Lynch 7.6 3.0 1.4 1.3 2.7 22.7 5.6 518.5 -23.4 25 21.2
Templeton 25.7 1.5 3.8 3.3 0.2 22.1 16.4 11,060.9 -12.8 21 28.2
Muhlenkamp 2.5 0.3 0.6 0.2 0.0 21.9 25.0 271.3 -24.9 18 23.7
Dreman 14.4 1.2 1.9 1.5 2.6 20.7 10.3 4,821.4 -4.7 21 31.4
Graham--Enterprising Investor 6.0 1.0 0.9 1.0 3.3 20.6 9.7 4,263.9 -33.1 4 43.4
Value on the Move--PEG With Est Growth 20.0 0.9 3.7 2.3 0.0 20.0 24.7 5,029.7 3.2 39 44.3
O'Shaughnessy: Small Cap Growth & Value 23.0 1.2 2.8 0.9 0.0 19.2 15.0 480.5 58.1 25 49.8
Oberweis Octagon 17.8 0.9 3.0 1.1 0.0 18.7 28.0 1,650.9 35.7 16 42.0
Dreman With Est Revisions 14.5 1.3 1.8 1.8 2.6 18.0 9.4 19,119.8 0.2 13 83.0
Piotroski: High F-Score 13.7 0.8 0.9 0.7 0.0 17.8 19.3 71.6 -28.8 21 23.7
Inve$tWare Quality Growth 39.3 0.7 2.7 2.9 0.0 17.8 23.8 304.9 -14.8 20 11.5
Insider Net Purchases 39.3 0.7 2.7 2.9 0.0 17.8 23.8 304.9 -14.8 29 29.9
Kirkpatrick Bargain 21.8 1.2 3.1 1.0 0.4 17.4 14.5 2,854.3 25.2 15 64.3
Cash Rich Firms 18.7 1.2 1.4 2.4 0.0 17.0 14.3 883.3 -15.7 30 24.6
O'Shaughnessy: Growth 25.6 1.2 2.5 0.8 0.0 16.7 19.0 1,058.0 62.3 50 37.7
Murphy Technology 13.9 0.8 2.0 1.8 0.0 16.5 7.9 908.2 -21.6 11 20.9
Stock Market Winners 13.0 1.6 1.1 2.3 1.9 16.4 10.0 76.6 11.0 11 58.9
Dual Cash Flow 19.8 1.5 2.3 1.5 0.0 15.9 13.2 750.6 -14.8 67 31.1
Graham--Enterprising Investor Revised 10.0 1.0 1.1 0.6 1.3 15.9 10.0 2,764.6 -16.4 9 25.5
Weiss Blue Chip Div Yield 23.1 1.5 4.2 2.8 1.6 15.5 14.8 7,917.5 -1.3 12 24.4
Dividend Screen: DRPs 17.8 1.5 2.9 2.2 1.7 15.5 10.3 8,763.1 -12.0 29 25.9
Kirkpatrick Value 24.2 1.5 4.3 0.5 0.2 15.1 16.1 2,016.9 27.2 3 73.8
Kirkpatrick Growth 28.1 1.3 3.9 2.5 0.1 15.0 15.0 3,716.9 50.4 12 61.8
Est Rev: Down 5% 16.9 1.3 1.6 1.0 0.0 14.9 15.0 661.5 -33.8 75 89.2
O'Shaughnessy: Value 14.1 1.5 2.0 1.6 3.7 12.2 8.7 53,929.0 -7.1 50 21.5
Lakonishok 21.9 1.3 2.4 1.0 1.4 12.2 12.0 2,002.1 6.9 31 89.9
Graham--Defensive Investor (Non-Utility) 14.7 1.4 1.2 0.9 2.9 12.1 10.0 1,620.4 -26.2 21 19.6
All Exhange-Listed Stocks 20.0 1.5 2.0 2.0 0.0 11.9 12.7 768.9 -12.7 -99999 -99,999.0
Fisher (Philip) 18.1 0.5 1.2 1.4 0.0 11.7 22.3 1,809.1 -14.7 19 32.5
Dividend (High Relative Yield) 15.8 1.5 2.4 1.9 2.4 11.1 10.0 10,105.6 -11.9 39 20.0
O'Shaughnessy: Growth Market Leaders 14.6 1.3 3.5 1.3 1.8 9.3 10.4 28,379.9 22.2 10 43.0
Price-to-Sales 17.8 1.5 1.5 1.3 0.0 8.4 15.0 432.4 -2.3 55 38.8
Est Rev: Up 64.9 1.5 2.8 3.9 0.0 8.3 20.0 1,393.1 -10.9 179 81.1
Dogs of the Dow: Low Priced 5 17.2 2.7 2.5 1.8 3.6 8.1 5.9 187,499.3 -11.2 5 15.5
O'Shaughnessy: Tiny Titans 25.8 1.2 2.3 0.7 0.0 7.3 20.0 113.0 75.5 25 41.4
Graham--Defensive Investor (Utility) 15.3 3.4 1.5 1.3 4.2 6.3 4.6 5,526.0 -6.2 18 13.7
Est Rev: Down 22.7 1.3 2.1 1.5 0.0 5.9 16.9 1,167.0 -29.6 218 79.5
Est Rev: Up 5% 45.1 1.4 3.0 3.6 0.0 5.3 20.0 1,140.6 -10.9 41 92.5
Price-to-Free-Cash-Flow 15.9 1.2 1.5 0.7 0.0 5.2 12.5 936.0 -20.9 30 22.1
Dogs of the Dow 17.1 2.5 2.4 2.3 3.5 4.8 5.8 197,359.8 -8.7 10 7.3
Driehaus 35.4 1.9 7.7 2.2 0.0 3.0 19.3 1,319.6 -13.7 14 64.2
O'Shaughnessy: All Cap 15.3 1.8 1.7 0.5 3.0 1.6 9.0 1,469.9 -7.1 21 34.1
Schloss 8.2 2.1 0.7 0.2 0.0 -13.3 0.8 62.4 -51.4 12 54.3
Foolish Small Cap 8
No companies pass this screen at this time.
16 42.1
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
5 39.1
Rule #1 Investing
No companies pass this screen at this time.
13 25.2
T. Rowe Price
No companies pass this screen at this time.
8 44.8
Data as of 9/30/2014.