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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 Hist. EPS Growth (X) ↓
Wanger (Revised) 16.7 1.3 2.7 2.1 0.0 43.9 14.9 932.2 -4.2 30 26.8
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
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
Muhlenkamp 5.2 0.3 1.4 0.9 1.3 40.1 25.0 372.3 -17.4 17 23.7
ADR Screen 17.6 0.8 2.0 1.5 0.0 39.2 18.9 1,445.9 -11.9 24 43.7
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
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
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
Fisher (Philip) 17.2 0.5 2.4 2.0 0.0 32.6 22.0 1,264.5 -26.6 19 32.3
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
MAGNET Simple 0.0 0.5 3.9 1.0 0.0 32.1 52.2 3,371.1 97.7 3 68.6
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 Est Growth 21.8 0.7 3.9 2.0 0.0 27.3 20.9 3,909.5 12.6 39 44.2
Graham--Enterprising Investor 6.3 0.6 0.8 0.4 3.6 27.0 12.3 828.7 -9.0 4 43.0
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
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
Lynch 9.1 1.0 1.5 1.0 2.8 24.6 5.6 3,188.3 -25.1 25 21.1
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
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
Zweig 18.2 1.1 2.8 2.2 1.6 24.4 17.3 149,261.5 0.2 11 41.9
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
Neff 10.7 0.8 2.1 1.4 0.4 22.9 17.0 773.4 -17.8 22 32.7
Templeton 21.8 1.3 4.0 2.7 0.9 22.9 15.5 28,771.7 -5.8 21 28.3
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
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
Oberweis Octagon 20.9 0.9 2.1 1.4 1.2 19.2 20.1 3,384.6 12.3 16 41.6
Stock Market Winners 13.3 1.1 1.1 1.7 1.6 17.9 12.0 93.7 19.6 11 59.0
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
Cash Rich Firms 16.6 1.4 1.4 1.9 0.0 17.0 12.9 496.0 -2.4 29 24.6
Magic Formula 6.8 1.3 2.1 1.3 1.3 17.0 8.9 955.5 -24.5 30 23.5
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
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: Value 14.3 1.6 1.6 1.6 3.3 16.3 10.0 36,302.6 -12.1 50 21.8
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'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
Kirkpatrick Value 26.3 0.3 2.3 0.5 0.0 15.3 50.0 1,471.9 23.6 3 73.8
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
Kirkpatrick Growth 43.4 1.8 3.9 2.8 0.0 15.0 20.2 2,052.8 30.6 12 61.6
Schloss 12.5 0.0 0.8 0.9 0.0 14.9 15.0 87.5 -43.0 12 54.6
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
Driehaus 30.6 1.9 4.0 1.8 0.0 13.4 17.0 1,233.0 18.1 14 63.7
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
Kirkpatrick Bargain 24.5 1.5 3.2 1.0 0.7 13.2 15.3 3,701.8 15.3 16 64.2
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
Est Rev: Down 19.0 2.6 1.9 1.2 0.0 12.7 8.2 741.7 -28.3 219 79.5
Insider Net Purchases 42.6 0.7 2.7 6.9 0.0 12.6 20.0 332.4 -10.3 29 29.9
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
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
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
Lakonishok 19.7 1.8 2.4 1.4 1.1 11.3 11.5 2,958.7 11.4 31 90.0
Price-to-Sales 19.1 1.4 1.8 1.2 0.0 10.1 13.1 821.6 -1.6 54 38.9
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
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
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
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
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
Murphy Technology 6.1 1.2 1.2 0.9 0.0 -32.9 13.2 797.3 -10.3 11 21.0
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.