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 6/30/2015


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 Market Cap ($ Mil) ↑
T. Rowe Price
No companies pass this screen at this time.
8 47.2
Stock Market Winners 12.8 2.2 1.1 2.7 1.2 27.7 10.0 73.5 20.4 12 58.7
Schloss 3.5 0.0 0.7 0.5 0.0 -14.0 20.0 92.1 -45.8 12 54.3
O'Shaughnessy: Tiny Titans 15.6 0.0 2.6 0.7 0.0 11.7 0.0 94.0 56.9 25 41.1
Insider Net Purchases 19.3 2.4 1.4 4.2 0.0 33.4 10.2 199.4 -4.9 29 30.0
O'Neil's CAN SLIM 14.7 0.0 1.3 4.4 0.0 41.2 0.0 229.6 25.4 6 56.8
Rule #1 Investing 9.1 0.5 1.2 0.2 0.0 14.9 20.0 254.5 -35.8 13 28.0
Cash Rich Firms 20.0 2.3 1.2 1.5 0.0 20.9 14.3 366.8 -14.6 29 24.4
Fundamental Rule of Thumb 5.1 1.6 1.7 1.5 0.0 22.4 10.4 380.1 -8.4 50 21.2
Price-to-Free-Cash-Flow 13.2 1.7 1.9 0.5 0.0 4.7 10.0 461.7 -26.0 30 21.9
Price-to-Sales 20.0 1.5 1.6 0.9 0.0 16.0 16.9 519.0 -1.0 54 39.0
MAGNET Complex 33.0 0.0 5.9 3.2 0.2 25.4 0.0 666.2 44.3 2 74.0
O'Shaughnessy: Small Cap Growth & Value 27.4 1.3 2.6 0.8 0.0 3.7 15.0 683.9 49.6 25 49.5
Foolish Small Cap 8 22.6 1.8 7.9 5.6 0.0 28.4 70.0 708.8 89.7 15 41.8
Foolish Small Cap 8 Revised 22.6 1.8 7.9 5.6 0.0 28.4 70.0 708.8 89.7 5 40.5
Magic Formula 7.4 1.2 2.1 1.0 0.4 23.0 11.0 718.3 -19.7 30 23.3
O'Shaughnessy: Growth 22.3 1.2 3.0 0.9 0.0 13.1 17.2 769.8 71.5 50 37.6
O'Shaughnessy: All Cap 19.4 1.4 0.9 0.7 3.7 10.3 6.9 775.8 -12.0 21 33.9
All Exhange-Listed Stocks 20.7 1.7 2.0 2.0 0.0 12.2 12.0 818.1 -5.1 -99999 -99,999.0
MAGNET Simple 22.5 1.1 4.9 3.3 0.0 48.8 47.3 840.8 38.8 3 68.9
Wanger (Revised) 17.2 1.0 2.2 1.3 0.6 30.7 15.0 859.3 -2.4 30 26.6
Est Rev: Down 25.4 2.8 1.5 0.8 0.0 -1.4 10.0 892.3 -42.5 221 79.5
Driehaus 37.5 1.7 6.8 4.2 0.0 0.5 16.5 1,019.2 49.4 15 63.8
Piotroski: High F-Score 12.9 0.7 0.8 0.4 0.0 17.0 -0.3 1,023.3 -27.8 20 23.6
Est Rev: Down 5% 16.4 1.6 2.1 1.2 0.0 5.1 12.8 1,089.8 -36.8 75 89.3
Dual Cash Flow 22.5 2.1 2.3 1.6 0.0 8.9 11.5 1,106.9 -3.0 66 31.1
Lynch 8.9 3.6 1.2 1.2 4.3 20.7 5.3 1,401.4 -26.1 25 21.1
Est Rev: Up 27.8 1.8 3.5 2.5 0.0 1.2 13.8 1,539.3 3.2 178 81.3
Neff 9.1 0.8 2.6 1.0 1.1 25.1 14.2 1,617.3 -1.0 22 32.8
Muhlenkamp 17.2 1.5 2.8 1.9 0.0 12.9 9.8 1,617.3 -3.8 17 23.8
Est Rev: Up 5% 37.2 1.7 2.9 2.0 0.0 1.2 19.0 1,632.8 5.7 40 92.6
Oberweis Octagon 20.1 0.8 2.1 2.6 0.4 34.9 17.5 1,949.1 16.7 16 41.6
Kirkpatrick Growth 32.9 1.7 3.6 1.7 0.0 17.6 16.4 2,112.9 56.4 12 61.5
Lakonishok 20.8 1.8 3.0 1.4 1.3 15.7 11.8 2,118.4 6.5 31 90.1
Kirkpatrick Bargain 27.3 1.6 3.4 1.0 0.0 16.1 12.6 2,221.0 29.0 16 64.0
Zweig 19.4 2.1 3.1 1.8 0.0 23.1 19.0 2,295.5 43.8 11 42.1
Value on the Move--PEG With Hist Growth 20.8 1.6 3.5 4.2 0.9 35.5 13.4 2,659.8 23.2 78 35.8
P/E Relative 15.6 1.5 2.1 1.4 1.8 10.3 10.8 2,683.0 -9.0 31 77.0
O'Neil's CAN SLIM Revised 3rd Edition 86.4 1.2 6.5 4.4 0.0 24.8 20.0 2,866.3 33.0 7 64.2
Fisher (Philip) 22.7 0.5 2.9 2.2 0.0 18.7 32.5 3,028.1 6.3 19 32.3
Kirkpatrick Value 30.9 1.6 2.2 0.5 0.0 -15.0 15.2 3,096.1 22.7 3 73.3
Graham--Defensive Investor (Non-Utility) 15.8 1.7 2.2 1.2 2.3 15.2 9.6 3,238.3 -12.6 21 19.5
O'Neil's CAN SLIM No Float 21.9 1.7 4.2 3.4 0.0 35.9 13.9 3,493.4 24.8 16 48.9
Return on Equity 18.0 1.4 4.7 3.4 0.1 25.0 14.4 4,366.1 2.1 32 20.6
Buffett: Hagstrom 23.1 1.4 5.0 3.7 0.5 24.6 13.1 4,406.9 11.8 30 19.6
Graham--Enterprising Investor Revised 12.3 1.4 1.0 0.5 2.6 18.7 -0.2 4,492.9 -22.0 9 26.3
Dreman 15.3 1.2 2.0 1.8 2.8 14.3 11.5 4,852.4 -7.7 21 31.5
ADR Screen 13.0 1.0 1.5 1.5 1.5 25.3 15.7 4,886.1 -17.2 24 43.8
Value on the Move--PEG With Est Growth 20.3 0.9 5.5 3.0 0.6 61.0 20.6 4,941.3 23.9 38 43.9
Graham--Defensive Investor (Utility) 15.2 3.8 1.4 1.7 4.4 9.1 4.0 5,054.7 -16.3 18 14.2
Weiss Blue Chip Div Yield 19.9 1.6 3.0 1.5 1.6 14.8 12.3 5,540.6 0.9 12 24.7
Dividend (High Relative Yield) 17.3 1.9 2.9 1.7 2.2 13.6 8.6 6,319.2 -10.1 39 19.9
Dreman With Est Revisions 12.8 2.9 1.5 1.9 2.1 5.2 4.9 6,756.4 -4.4 12 83.6
Templeton 21.8 1.2 5.2 2.3 1.1 30.8 15.8 8,076.9 -2.5 21 28.4
Buffettology: Sustainable Growth 21.9 1.9 6.9 4.3 0.0 28.7 15.2 9,843.3 8.1 32 13.4
Graham--Enterprising Investor 7.4 0.0 1.2 1.4 3.8 9.6 0.0 12,016.3 -21.3 4 42.7
Murphy Technology 6.9 0.4 3.9 1.6 0.0 69.6 15.0 12,436.2 -36.5 10 20.8
Buffettology: EPS Growth 23.8 1.6 4.7 3.8 0.1 27.6 15.0 12,581.4 6.5 46 11.9
Inve$tWare Quality Growth 37.9 1.8 8.2 6.0 0.0 30.9 20.3 21,272.6 25.1 20 11.5
O'Shaughnessy: Growth Market Leaders 17.2 1.3 2.9 1.1 2.0 26.1 12.5 35,742.2 -1.3 10 42.9
O'Shaughnessy: Value 15.4 1.4 1.1 1.1 2.5 12.5 9.2 39,050.0 -11.3 50 22.0
Dogs of the Dow 20.5 2.8 3.3 1.8 3.5 8.0 5.4 185,754.0 -11.1 10 7.5
Dogs of the Dow: Low Priced 5 23.1 2.7 3.1 2.6 3.4 7.1 5.9 190,098.3 -6.4 5 15.3
All Exchange Listed Stocks 20.7 1.7 2.0 2.0 0.0 12.2 12.0 818.1 -5.1
Data as of 12/31/2014.