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 9/30/2016


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 Market Cap ($ Mil) ↑
Foolish Small Cap 8
No companies pass this screen at this time.
14 43.5
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
5 42.5
MAGNET Complex Revised
No companies pass this screen at this time.
3 69.0
Piotroski: High F-Score 10.4 0.6 0.6 0.5 0.0 19.3 3.0 28.5 -22.6 20 23.0
Schloss 13.9 0.0 0.7 0.5 0.0 -9.8 15.0 33.4 -39.7 12 54.6
MAGNET Complex 11.8 0.0 1.7 0.6 2.2 -1.2 0.0 63.6 78.6 2 73.9
Stock Market Winners 13.5 1.5 1.2 2.9 1.6 19.9 8.0 105.5 24.3 12 58.0
O'Shaughnessy: Tiny Titans 20.8 2.5 1.8 0.4 0.0 -15.9 13.0 135.3 72.5 25 40.8
Insider Net Purchases 19.6 1.0 1.7 4.6 0.0 8.8 13.1 262.2 -18.2 29 30.0
Fundamental Rule of Thumb 4.5 2.1 1.6 1.3 0.0 22.5 9.8 384.1 -4.9 50 21.2
Oberweis Octagon 19.5 1.2 1.6 0.9 0.0 16.3 15.0 391.6 20.0 15 41.9
O'Shaughnessy: Small Cap Growth & Value 19.5 1.0 1.7 0.6 0.0 -7.8 13.6 410.4 37.2 25 49.9
Graham--Enterprising Investor Revised 10.8 0.0 1.1 0.8 2.4 22.7 -10.4 482.2 -5.5 8 26.8
Price-to-Sales 26.7 1.6 1.5 0.8 0.0 -2.6 15.0 517.6 4.0 53 39.2
Cash Rich Firms 14.5 1.6 1.3 1.4 0.0 11.5 8.8 540.3 -356.0 28 24.1
Dual Cash Flow 20.6 1.9 1.3 1.7 1.0 1.4 9.9 543.9 -5.1 66 31.0
Value on the Move--PEG With Hist Growth 17.8 1.8 2.7 2.8 1.1 26.7 9.3 578.6 17.1 76 35.9
MAGNET Simple Revised 55.8 0.0 2.8 3.4 0.7 0.3 0.0 593.9 57.8 3 69.0
O'Shaughnessy: Growth 20.4 1.4 2.2 0.8 0.0 -11.7 12.8 608.2 73.3 50 37.6
Price-to-Free-Cash-Flow 11.4 1.3 1.4 0.4 0.0 2.0 10.0 648.3 -14.6 30 21.7
Wanger (Revised) 21.3 1.2 3.8 1.8 0.0 40.1 15.0 694.8 12.5 29 26.9
O'Neil's CAN SLIM 14.9 0.0 2.7 1.7 0.9 38.5 0.0 707.0 16.7 6 56.5
All Exhange-Listed Stocks 20.6 1.8 1.9 1.9 0.0 5.5 11.2 766.6 -4.5 -99999 -99,999.0
Magic Formula 7.0 0.9 2.7 1.0 1.1 23.9 11.0 866.8 -8.0 30 23.8
Fisher (Philip) 17.2 0.5 2.1 1.4 0.0 159.6 21.6 881.8 -12.7 18 32.5
Est Rev: Down 39.5 1.8 1.8 1.1 0.0 -12.9 17.2 1,062.4 -13.1 226 79.4
Est Rev: Down 5% 39.4 1.5 2.1 1.2 0.0 -15.5 16.5 1,062.4 -18.1 75 89.4
Kirkpatrick Value 78.1 0.0 1.4 0.5 0.0 -17.9 0.0 1,142.9 67.6 3 72.6
Murphy Technology 10.5 3.6 2.1 1.5 0.0 40.9 10.0 1,169.4 -4.1 10 21.3
Value on the Move--PEG With Est Growth 19.1 1.0 2.3 1.6 0.0 9.0 17.1 1,379.6 20.6 36 43.8
T. Rowe Price 11.3 1.1 2.0 2.4 0.9 21.2 9.3 1,388.0 13.6 7 49.8
Est Rev: Up 5% 41.2 3.1 2.5 1.9 0.0 -4.4 11.2 1,451.3 36.2 40 92.9
Est Rev: Up 39.1 3.4 2.3 1.6 0.0 -4.4 15.0 1,561.9 21.5 177 81.5
Graham--Defensive Investor (Non-Utility) 16.4 1.6 2.0 1.0 1.4 16.0 10.5 1,624.0 -3.2 21 19.2
Rule #1 Investing 11.4 0.7 3.5 3.3 0.0 63.8 21.5 1,627.9 -10.3 12 28.4
Driehaus 47.7 2.0 4.3 4.0 0.0 17.8 15.3 1,992.8 23.2 14 63.8
Muhlenkamp 18.0 1.5 2.8 1.3 0.0 9.0 10.0 2,200.8 3.7 18 23.6
MAGNET Simple 163.3 0.5 5.3 9.5 0.0 -34.7 60.9 2,311.9 85.7 3 69.0
Zweig 20.9 1.2 4.6 1.4 0.0 53.9 14.5 2,580.1 10.8 10 41.6
O'Shaughnessy: All Cap 11.8 1.0 1.5 0.6 3.4 15.1 6.7 2,587.3 -5.0 21 33.9
Kirkpatrick Bargain 28.0 1.8 1.8 0.9 1.3 -8.3 8.5 2,669.0 11.9 17 63.6
Buffettology: Sustainable Growth 13.2 2.4 2.6 1.9 1.5 27.7 10.6 2,891.0 -10.6 31 14.0
Lakonishok 17.3 1.3 2.0 1.2 1.3 7.5 10.5 3,001.2 2.2 31 90.2
Kirkpatrick Growth 46.4 1.3 5.8 5.6 0.0 -14.7 23.3 3,249.8 65.8 13 61.4
Return on Equity 25.0 1.9 5.5 4.0 0.4 28.8 15.3 4,018.6 12.1 31 20.6
O'Neil's CAN SLIM No Float 18.3 1.6 3.8 2.4 0.8 38.5 15.7 4,222.6 16.7 16 48.8
Buffett: Hagstrom 19.9 1.8 4.6 2.3 0.7 18.4 10.2 4,256.5 -5.5 30 19.4
O'Neil's CAN SLIM Revised 3rd Edition 12.0 0.9 3.7 2.8 0.3 42.7 22.7 4,562.8 61.1 7 64.2
Weiss Blue Chip Div Yield 17.3 1.7 3.6 0.9 2.4 9.8 9.5 4,817.8 -11.2 12 24.5
Dividend (High Relative Yield) 20.5 1.5 3.3 1.5 2.2 8.0 11.2 4,836.9 -8.7 37 20.4
Lynch 9.7 4.8 1.1 0.7 1.2 25.0 2.3 4,849.2 -14.1 25 21.1
Neff 10.9 1.0 2.9 1.2 1.1 19.6 12.3 5,183.8 -3.0 21 32.1
P/E Relative 17.4 1.6 2.4 2.4 2.2 14.7 10.0 6,323.8 -2.1 32 77.2
Buffettology: EPS Growth 16.1 1.6 3.1 1.9 1.2 27.0 13.9 7,214.1 -3.0 44 12.0
Dreman 15.0 1.3 1.7 2.2 2.3 7.3 10.9 7,473.5 -9.9 22 30.9
Templeton 16.9 1.5 3.0 2.0 1.1 21.8 10.9 8,580.2 -5.2 20 28.4
Dreman With Est Revisions 14.7 1.1 1.9 3.0 2.3 2.3 12.7 10,002.7 10.0 12 84.1
Graham--Defensive Investor (Utility) 9.8 2.6 1.0 1.5 5.0 9.0 5.3 13,882.0 -7.9 17 14.6
ADR Screen 11.4 3.1 1.2 1.3 2.0 35.1 3.0 15,503.2 -19.4 24 44.2
Inve$tWare Quality Growth 39.3 1.8 13.3 5.2 0.0 29.6 17.9 20,632.2 -2.0 18 11.8
O'Shaughnessy: Growth Market Leaders 21.9 1.8 3.5 1.4 1.3 11.7 10.2 27,905.6 10.5 10 43.0
O'Shaughnessy: Value 15.8 2.0 1.7 1.3 4.3 3.7 6.4 35,203.5 -9.5 50 23.0
Dogs of the Dow 24.2 2.5 5.1 1.8 3.5 1.3 7.9 169,401.7 4.2 10 7.6
Dogs of the Dow: Low Priced 5 24.4 2.1 3.3 3.2 3.4 1.6 6.5 202,107.5 4.7 5 15.4
All Exchange Listed Stocks 20.6 1.8 1.9 1.9 0.0 5.5 11.2 766.6 -4.5
Data as of 9/30/2016.