Screen Characteristics

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The Screen Characteristics table presents a snapshot of the characteristics of the stocks passing each screen 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 identify.

Data as of 12/31/2015


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 10.6 0.8 1.0 2.7 0.2 67.7 22.5 86.8 19.7 6 56.6
Rule #1 Investing 9.3 0.6 2.9 3.5 1.7 39.1 14.1 1,466.0 -5.5 12 28.2
O'Neil's CAN SLIM No Float 16.8 1.6 2.8 3.5 0.7 35.6 15.3 2,694.4 27.7 16 48.8
Zweig 25.2 1.1 4.2 1.5 0.0 35.6 23.4 2,272.4 99.7 11 42.0
Foolish Small Cap 8 Revised 10.6 0.0 8.4 1.8 0.6 35.4 0.0 410.4 195.7 5 42.2
Wanger (Revised) 16.0 1.1 2.4 1.3 0.3 34.3 17.0 529.7 4.4 30 26.6
MAGNET Simple 17.7 0.5 1.7 1.2 0.0 30.6 21.5 940.3 51.0 3 68.4
Value on the Move--PEG With Est Growth 23.1 0.7 4.6 3.0 0.0 29.6 22.5 4,638.4 30.1 38 43.8
Fisher (Philip) 17.3 0.5 4.8 3.5 0.0 29.5 21.6 7,146.0 22.1 18 32.6
Templeton 20.2 1.6 4.7 2.7 1.6 29.0 13.1 11,825.4 -9.1 20 28.3
ADR Screen 12.8 1.2 2.8 1.7 1.9 28.8 17.7 4,054.3 -8.4 24 43.8
Graham--Enterprising Investor Revised 11.7 2.9 0.9 0.5 3.1 28.6 2.5 87.5 -23.4 9 26.4
Inve$tWare Quality Growth 29.9 1.9 8.6 3.2 0.5 27.8 17.3 13,374.9 24.1 19 11.8
Value on the Move--PEG With Hist Growth 17.6 1.6 2.0 3.0 1.1 26.2 14.6 641.8 25.7 78 35.6
Return on Equity 21.9 1.9 5.2 3.3 0.0 25.3 12.9 3,779.5 -9.9 31 20.4
Buffettology: EPS Growth 18.2 1.9 4.1 3.2 0.3 24.9 16.2 4,834.7 11.0 45 11.9
Buffettology: Sustainable Growth 15.3 1.9 3.5 2.1 0.0 24.9 16.7 3,795.8 11.0 32 13.4
Neff 8.6 0.7 2.1 0.8 1.0 23.7 14.5 1,544.2 -13.7 22 32.5
Foolish Small Cap 8 13.5 1.5 5.6 3.1 0.8 22.8 10.0 758.8 145.3 15 42.1
Fundamental Rule of Thumb 3.3 1.6 1.1 1.1 0.0 22.1 10.0 380.9 -9.5 50 21.2
O'Neil's CAN SLIM Revised 3rd Edition 20.2 2.2 2.1 6.4 0.0 21.4 9.0 1,999.5 56.7 7 64.1
Buffett: Hagstrom 28.5 1.7 6.2 3.9 0.7 20.5 14.0 6,239.3 15.7 30 19.5
Oberweis Octagon 17.7 0.6 2.9 1.1 0.0 19.8 23.3 783.5 22.3 15 41.4
Stock Market Winners 15.5 2.6 1.0 2.5 0.0 19.5 8.0 82.8 28.8 12 58.4
P/E Relative 14.0 1.2 2.5 1.3 0.0 18.9 8.7 6,599.9 -0.3 31 77.2
Piotroski: High F-Score 11.6 1.0 0.5 0.4 0.0 18.3 20.0 203.2 -32.3 20 23.2
Magic Formula 6.4 0.8 2.1 1.1 0.0 18.1 9.7 735.0 -18.5 30 23.2
Lynch 8.6 3.6 1.1 1.1 4.1 17.5 -1.4 804.5 -20.6 25 21.0
Est Rev: Up 5% 36.0 1.2 3.6 5.6 0.0 17.5 11.9 1,576.9 6.3 40 92.8
O'Shaughnessy: Growth Market Leaders 18.5 1.4 3.0 1.1 1.8 17.1 12.1 48,670.1 22.4 10 42.8
Schloss 17.0 0.0 0.7 0.5 0.0 16.8 -15.1 37.5 -45.4 12 54.4
Cash Rich Firms 15.6 2.3 1.2 1.2 0.0 16.2 7.5 569.9 -1.9 29 24.2
Est Rev: Down 19.4 2.0 1.6 0.9 0.3 15.6 12.8 769.9 -32.1 223 79.4
Est Rev: Down 5% 15.6 1.6 1.5 0.7 0.0 15.6 10.0 737.5 -41.6 75 89.3
Dual Cash Flow 18.8 1.5 1.6 1.3 1.0 15.4 9.3 854.0 -9.4 66 31.0
Dreman 13.7 1.3 1.9 1.9 2.6 14.3 9.9 3,388.6 -2.8 21 31.3
Muhlenkamp 15.0 1.2 2.8 1.3 0.0 14.3 10.0 1,047.5 -4.1 17 23.5
Weiss Blue Chip Div Yield 19.5 1.7 3.4 1.3 1.6 13.1 10.0 6,861.5 -17.4 12 24.5
Graham--Defensive Investor (Non-Utility) 15.1 1.9 2.1 1.2 2.2 13.0 7.6 2,428.7 -12.6 21 19.3
Insider Net Purchases 0.0 1.3 2.6 7.5 0.0 12.9 17.5 378.4 1.0 29 29.9
Dreman With Est Revisions 10.8 1.9 2.1 1.1 1.3 12.4 5.8 2,481.0 -2.2 12 84.0
Est Rev: Up 26.5 2.2 3.4 2.1 0.0 12.4 11.9 1,521.5 5.0 177 81.4
Dividend (High Relative Yield) 22.4 2.2 2.6 2.0 1.9 11.9 9.3 11,925.0 -2.7 38 20.0
All Exhange-Listed Stocks 19.4 1.6 1.8 1.8 0.0 11.2 11.7 694.1 -6.2 -99999 -99,999.0
O'Shaughnessy: Tiny Titans 14.0 2.1 1.8 0.6 0.0 9.7 10.0 68.7 39.3 25 41.1
Price-to-Sales 17.4 1.4 1.6 0.7 0.0 9.7 11.9 631.0 -0.8 53 39.2
Graham--Enterprising Investor 7.4 0.0 1.2 1.4 3.8 9.6 0.0 9,989.7 9.5 4 42.8
O'Shaughnessy: All Cap 12.2 2.4 0.9 0.3 2.7 7.2 5.1 918.9 -24.1 21 33.9
Dogs of the Dow 16.5 3.4 3.0 1.4 3.7 7.1 3.8 188,063.3 -13.4 10 7.6
Murphy Technology 10.2 1.2 1.3 2.2 0.0 6.4 0.4 5,649.0 -8.4 10 20.4
Dogs of the Dow: Low Priced 5 14.1 3.9 3.0 1.4 3.7 5.9 3.8 188,063.3 -6.1 5 15.6
Driehaus 20.8 1.5 16.4 3.6 0.0 5.8 43.7 831.3 69.1 14 63.9
Kirkpatrick Bargain 30.6 1.7 2.2 0.8 0.0 4.4 12.0 2,209.7 18.9 17 63.7
O'Shaughnessy: Value 14.1 1.5 1.4 1.1 3.7 3.0 8.1 45,658.9 -12.0 50 22.4
Graham--Defensive Investor (Utility) 13.0 2.4 1.3 3.5 4.8 1.1 5.6 13,279.3 -19.5 18 14.6
O'Shaughnessy: Growth 20.8 1.1 2.3 0.8 0.0 0.9 15.1 792.8 61.2 50 37.5
Price-to-Free-Cash-Flow 9.3 0.9 1.3 0.3 0.0 0.8 10.0 592.6 -31.7 30 21.8
Lakonishok 20.3 2.3 3.3 1.1 2.1 0.0 7.5 2,946.9 0.2 31 90.2
O'Shaughnessy: Small Cap Growth & Value 22.0 1.9 2.5 0.8 0.0 -2.0 14.5 965.3 53.1 25 49.3
Kirkpatrick Growth 30.0 1.3 3.9 1.8 0.0 -4.8 20.0 2,518.2 25.5 12 61.2
Kirkpatrick Value 14.3 4.6 1.7 0.5 0.0 -5.4 7.0 1,006.2 24.1 3 72.7
MAGNET Complex 27.7 0.0 3.5 1.1 3.3 -15.6 0.0 44.9 130.7 2 73.9
MAGNET Complex Revised
No companies pass this screen at this time.
3 68.4
MAGNET Simple Revised
No companies pass this screen at this time.
3 68.4
T. Rowe Price
No companies pass this screen at this time.
7 48.6
All Exchange Listed Stocks 19.4 1.6 1.8 1.8 0.0 11.2 11.7 694.1 -6.2
Data as of 9/30/2015.